Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.43 |
1.40 |
-0.03 |
-2.1% |
1.47 |
High |
1.44 |
1.64 |
0.20 |
13.9% |
1.55 |
Low |
1.35 |
1.40 |
0.05 |
3.7% |
1.30 |
Close |
1.40 |
1.46 |
0.06 |
4.3% |
1.39 |
Range |
0.09 |
0.24 |
0.15 |
166.7% |
0.25 |
ATR |
0.13 |
0.14 |
0.01 |
6.2% |
0.00 |
Volume |
116,000 |
1,107,800 |
991,800 |
855.0% |
1,754,340 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.22 |
2.08 |
1.59 |
|
R3 |
1.98 |
1.84 |
1.53 |
|
R2 |
1.74 |
1.74 |
1.50 |
|
R1 |
1.60 |
1.60 |
1.48 |
1.67 |
PP |
1.50 |
1.50 |
1.50 |
1.54 |
S1 |
1.36 |
1.36 |
1.44 |
1.43 |
S2 |
1.26 |
1.26 |
1.42 |
|
S3 |
1.02 |
1.12 |
1.39 |
|
S4 |
0.78 |
0.88 |
1.33 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.16 |
2.03 |
1.53 |
|
R3 |
1.91 |
1.78 |
1.46 |
|
R2 |
1.66 |
1.66 |
1.44 |
|
R1 |
1.53 |
1.53 |
1.41 |
1.47 |
PP |
1.41 |
1.41 |
1.41 |
1.39 |
S1 |
1.28 |
1.28 |
1.37 |
1.22 |
S2 |
1.16 |
1.16 |
1.34 |
|
S3 |
0.91 |
1.03 |
1.32 |
|
S4 |
0.66 |
0.78 |
1.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.64 |
1.30 |
0.34 |
23.3% |
0.13 |
8.8% |
47% |
True |
False |
441,360 |
10 |
1.64 |
1.30 |
0.34 |
23.3% |
0.12 |
8.1% |
47% |
True |
False |
383,568 |
20 |
2.17 |
1.30 |
0.87 |
59.6% |
0.16 |
10.8% |
18% |
False |
False |
2,482,268 |
40 |
2.17 |
0.96 |
1.21 |
82.9% |
0.13 |
8.9% |
41% |
False |
False |
1,703,491 |
60 |
2.17 |
0.96 |
1.21 |
82.9% |
0.10 |
7.1% |
41% |
False |
False |
1,163,592 |
80 |
2.17 |
0.93 |
1.24 |
84.9% |
0.09 |
6.0% |
43% |
False |
False |
891,466 |
100 |
2.17 |
0.93 |
1.24 |
84.9% |
0.08 |
5.2% |
43% |
False |
False |
726,666 |
120 |
2.17 |
0.93 |
1.24 |
84.9% |
0.07 |
4.9% |
43% |
False |
False |
673,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.66 |
2.618 |
2.27 |
1.618 |
2.03 |
1.000 |
1.88 |
0.618 |
1.79 |
HIGH |
1.64 |
0.618 |
1.55 |
0.500 |
1.52 |
0.382 |
1.49 |
LOW |
1.40 |
0.618 |
1.25 |
1.000 |
1.16 |
1.618 |
1.01 |
2.618 |
0.77 |
4.250 |
0.38 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.52 |
1.50 |
PP |
1.50 |
1.48 |
S1 |
1.48 |
1.47 |
|