| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.77128 |
0.76612 |
-0.00516 |
-0.7% |
0.76033 |
| High |
0.77404 |
0.77770 |
0.00366 |
0.5% |
0.77415 |
| Low |
0.76429 |
0.76607 |
0.00178 |
0.2% |
0.75576 |
| Close |
0.76614 |
0.77583 |
0.00969 |
1.3% |
0.76909 |
| Range |
0.00975 |
0.01163 |
0.00188 |
19.3% |
0.01839 |
| ATR |
0.00684 |
0.00719 |
0.00034 |
5.0% |
0.00000 |
| Volume |
169,113 |
176,439 |
7,326 |
4.3% |
442,024 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.80809 |
0.80359 |
0.78223 |
|
| R3 |
0.79646 |
0.79196 |
0.77903 |
|
| R2 |
0.78483 |
0.78483 |
0.77796 |
|
| R1 |
0.78033 |
0.78033 |
0.77690 |
0.78258 |
| PP |
0.77320 |
0.77320 |
0.77320 |
0.77433 |
| S1 |
0.76870 |
0.76870 |
0.77476 |
0.77095 |
| S2 |
0.76157 |
0.76157 |
0.77370 |
|
| S3 |
0.74994 |
0.75707 |
0.77263 |
|
| S4 |
0.73831 |
0.74544 |
0.76943 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.82150 |
0.81369 |
0.77920 |
|
| R3 |
0.80311 |
0.79530 |
0.77415 |
|
| R2 |
0.78472 |
0.78472 |
0.77246 |
|
| R1 |
0.77691 |
0.77691 |
0.77078 |
0.78082 |
| PP |
0.76633 |
0.76633 |
0.76633 |
0.76829 |
| S1 |
0.75852 |
0.75852 |
0.76740 |
0.76243 |
| S2 |
0.74794 |
0.74794 |
0.76572 |
|
| S3 |
0.72955 |
0.74013 |
0.76403 |
|
| S4 |
0.71116 |
0.72174 |
0.75898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.77770 |
0.75754 |
0.02016 |
2.6% |
0.00827 |
1.1% |
91% |
True |
False |
135,441 |
| 10 |
0.77770 |
0.74624 |
0.03146 |
4.1% |
0.00809 |
1.0% |
94% |
True |
False |
136,574 |
| 20 |
0.77770 |
0.73725 |
0.04045 |
5.2% |
0.00722 |
0.9% |
95% |
True |
False |
129,008 |
| 40 |
0.77770 |
0.72214 |
0.05556 |
7.2% |
0.00635 |
0.8% |
97% |
True |
False |
132,590 |
| 60 |
0.77770 |
0.69913 |
0.07857 |
10.1% |
0.00668 |
0.9% |
98% |
True |
False |
140,745 |
| 80 |
0.77770 |
0.69913 |
0.07857 |
10.1% |
0.00674 |
0.9% |
98% |
True |
False |
142,941 |
| 100 |
0.77770 |
0.69913 |
0.07857 |
10.1% |
0.00679 |
0.9% |
98% |
True |
False |
142,305 |
| 120 |
0.77770 |
0.69728 |
0.08042 |
10.4% |
0.00680 |
0.9% |
98% |
True |
False |
142,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.82713 |
|
2.618 |
0.80815 |
|
1.618 |
0.79652 |
|
1.000 |
0.78933 |
|
0.618 |
0.78489 |
|
HIGH |
0.77770 |
|
0.618 |
0.77326 |
|
0.500 |
0.77189 |
|
0.382 |
0.77051 |
|
LOW |
0.76607 |
|
0.618 |
0.75888 |
|
1.000 |
0.75444 |
|
1.618 |
0.74725 |
|
2.618 |
0.73562 |
|
4.250 |
0.71664 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.77452 |
0.77422 |
| PP |
0.77320 |
0.77261 |
| S1 |
0.77189 |
0.77100 |
|