Trading Metrics calculated at close of trading on 11-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
1.27102 |
1.27423 |
0.00321 |
0.3% |
1.27314 |
High |
1.27440 |
1.27740 |
0.00300 |
0.2% |
1.27708 |
Low |
1.26865 |
1.26903 |
0.00038 |
0.0% |
1.26108 |
Close |
1.27414 |
1.27623 |
0.00209 |
0.2% |
1.27169 |
Range |
0.00575 |
0.00837 |
0.00262 |
45.6% |
0.01600 |
ATR |
0.00933 |
0.00926 |
-0.00007 |
-0.7% |
0.00000 |
Volume |
220,786 |
304,270 |
83,484 |
37.8% |
1,142,173 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.29933 |
1.29615 |
1.28083 |
|
R3 |
1.29096 |
1.28778 |
1.27853 |
|
R2 |
1.28259 |
1.28259 |
1.27776 |
|
R1 |
1.27941 |
1.27941 |
1.27700 |
1.28100 |
PP |
1.27422 |
1.27422 |
1.27422 |
1.27502 |
S1 |
1.27104 |
1.27104 |
1.27546 |
1.27263 |
S2 |
1.26585 |
1.26585 |
1.27470 |
|
S3 |
1.25748 |
1.26267 |
1.27393 |
|
S4 |
1.24911 |
1.25430 |
1.27163 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.31795 |
1.31082 |
1.28049 |
|
R3 |
1.30195 |
1.29482 |
1.27609 |
|
R2 |
1.28595 |
1.28595 |
1.27462 |
|
R1 |
1.27882 |
1.27882 |
1.27316 |
1.27439 |
PP |
1.26995 |
1.26995 |
1.26995 |
1.26773 |
S1 |
1.26282 |
1.26282 |
1.27022 |
1.25839 |
S2 |
1.25395 |
1.25395 |
1.26876 |
|
S3 |
1.23795 |
1.24682 |
1.26729 |
|
S4 |
1.22195 |
1.23082 |
1.26289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.27740 |
1.26116 |
0.01624 |
1.3% |
0.00938 |
0.7% |
93% |
True |
False |
260,693 |
10 |
1.28273 |
1.26108 |
0.02165 |
1.7% |
0.00938 |
0.7% |
70% |
False |
False |
261,279 |
20 |
1.28273 |
1.25005 |
0.03268 |
2.6% |
0.00988 |
0.8% |
80% |
False |
False |
265,985 |
40 |
1.28273 |
1.22657 |
0.05616 |
4.4% |
0.00954 |
0.7% |
88% |
False |
False |
259,038 |
60 |
1.28273 |
1.20696 |
0.07577 |
5.9% |
0.00928 |
0.7% |
91% |
False |
False |
258,298 |
80 |
1.28273 |
1.20371 |
0.07902 |
6.2% |
0.00925 |
0.7% |
92% |
False |
False |
267,105 |
100 |
1.28273 |
1.20371 |
0.07902 |
6.2% |
0.00918 |
0.7% |
92% |
False |
False |
263,616 |
120 |
1.29958 |
1.20371 |
0.09587 |
7.5% |
0.00929 |
0.7% |
76% |
False |
False |
269,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.31297 |
2.618 |
1.29931 |
1.618 |
1.29094 |
1.000 |
1.28577 |
0.618 |
1.28257 |
HIGH |
1.27740 |
0.618 |
1.27420 |
0.500 |
1.27322 |
0.382 |
1.27223 |
LOW |
1.26903 |
0.618 |
1.26386 |
1.000 |
1.26066 |
1.618 |
1.25549 |
2.618 |
1.24712 |
4.250 |
1.23346 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1.27523 |
1.27516 |
PP |
1.27422 |
1.27409 |
S1 |
1.27322 |
1.27303 |
|