| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.67290 |
0.67070 |
-0.00220 |
-0.3% |
0.68117 |
| High |
0.67599 |
0.67476 |
-0.00123 |
-0.2% |
0.68391 |
| Low |
0.66968 |
0.66410 |
-0.00558 |
-0.8% |
0.66410 |
| Close |
0.67074 |
0.67143 |
0.00069 |
0.1% |
0.67143 |
| Range |
0.00631 |
0.01066 |
0.00435 |
68.9% |
0.01981 |
| ATR |
0.00630 |
0.00661 |
0.00031 |
4.9% |
0.00000 |
| Volume |
188,896 |
224,352 |
35,456 |
18.8% |
830,066 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.70208 |
0.69741 |
0.67729 |
|
| R3 |
0.69142 |
0.68675 |
0.67436 |
|
| R2 |
0.68076 |
0.68076 |
0.67338 |
|
| R1 |
0.67609 |
0.67609 |
0.67241 |
0.67843 |
| PP |
0.67010 |
0.67010 |
0.67010 |
0.67126 |
| S1 |
0.66543 |
0.66543 |
0.67045 |
0.66777 |
| S2 |
0.65944 |
0.65944 |
0.66948 |
|
| S3 |
0.64878 |
0.65477 |
0.66850 |
|
| S4 |
0.63812 |
0.64411 |
0.66557 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.73258 |
0.72181 |
0.68233 |
|
| R3 |
0.71277 |
0.70200 |
0.67688 |
|
| R2 |
0.69296 |
0.69296 |
0.67506 |
|
| R1 |
0.68219 |
0.68219 |
0.67325 |
0.67767 |
| PP |
0.67315 |
0.67315 |
0.67315 |
0.67089 |
| S1 |
0.66238 |
0.66238 |
0.66961 |
0.65786 |
| S2 |
0.65334 |
0.65334 |
0.66780 |
|
| S3 |
0.63353 |
0.64257 |
0.66598 |
|
| S4 |
0.61372 |
0.62276 |
0.66053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.68464 |
0.66410 |
0.02054 |
3.1% |
0.00770 |
1.1% |
36% |
False |
True |
200,846 |
| 10 |
0.68711 |
0.66410 |
0.02301 |
3.4% |
0.00623 |
0.9% |
32% |
False |
True |
184,239 |
| 20 |
0.68711 |
0.65257 |
0.03454 |
5.1% |
0.00662 |
1.0% |
55% |
False |
False |
191,443 |
| 40 |
0.68711 |
0.63391 |
0.05320 |
7.9% |
0.00648 |
1.0% |
71% |
False |
False |
183,382 |
| 60 |
0.68711 |
0.62705 |
0.06006 |
8.9% |
0.00645 |
1.0% |
74% |
False |
False |
185,559 |
| 80 |
0.68711 |
0.62705 |
0.06006 |
8.9% |
0.00637 |
0.9% |
74% |
False |
False |
194,080 |
| 100 |
0.68711 |
0.62705 |
0.06006 |
8.9% |
0.00632 |
0.9% |
74% |
False |
False |
194,783 |
| 120 |
0.68711 |
0.62705 |
0.06006 |
8.9% |
0.00647 |
1.0% |
74% |
False |
False |
201,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.72007 |
|
2.618 |
0.70267 |
|
1.618 |
0.69201 |
|
1.000 |
0.68542 |
|
0.618 |
0.68135 |
|
HIGH |
0.67476 |
|
0.618 |
0.67069 |
|
0.500 |
0.66943 |
|
0.382 |
0.66817 |
|
LOW |
0.66410 |
|
0.618 |
0.65751 |
|
1.000 |
0.65344 |
|
1.618 |
0.64685 |
|
2.618 |
0.63619 |
|
4.250 |
0.61880 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.67076 |
0.67115 |
| PP |
0.67010 |
0.67086 |
| S1 |
0.66943 |
0.67058 |
|