Stock Information for ARABICA - 1d

#ARABICA #1d #Commodities───────────

Ensemble model

• Overview: The synthetic investment attractiveness indicator equals 45 (out of +/-100). The model ensemble predicts that trading will be attractive in the nearest future. The synthetic directional indicator equals -24 (out of +/-100). The model ensemble suggests the market will tend to be bearish in the nearest future.

Optimal past

• Optimal past: The optimal lookback period for modelling is currently 251 candles. The market is currently bullish, appreciating by 98.0% during the latest phase.

Elliot Waves

• Elliot Waves: The market's trend has changed and currently goes down.

• Elliot Waves Settings: Elliot Waves were updated. The current wavelength is 5.

Price Bound Modelling

• HAR model at confidence level 95.0%: the HAR model forecasts volatility of 1.9497% in the next candle, the price will fluctuate around 382.75 and with 95.0% probability will not go below 370.51 or above 394.99.

• BRW VaR at confidence level 95.0%: in the next candle, the price will fluctuate around 382.97 and with 95.0% probability will not go below 368.46 or above 397.74.

• Historical simulation at confidence level 95.0%: in the next candle, the price will fluctuate around 383.06 and with 95.0% probability will not go below 368.86 or above 397.78.

• Multifractal range at confidence level 95.0%: in the next 256 candles, the price will fluctuate around 401.85 and with 95.0% probability will not go below 108.59 or above 661.22.

• Fibonacci with seven retracements: the price is likely to rebound upward from the nearest Fibonacci support of 366.95 at the level of 76.4%. The nearest Fibonacci resistance is 435.92 at the level of 100.0%.

• Fibonacci with five retracements: the price is likely to rebound downward from the nearest Fibonacci resistance of 435.92 at the level of 100.0%. The nearest Fibonacci support is 324.32 at the level of 61.8%.

• Fibonacci with four retracements: the price is likely to rebound downward from the nearest Fibonacci resistance of 435.92 at the level of 100.0%. The nearest Fibonacci support is 324.32 at the level of 61.8%.

• MVaR bounds at confidence level 95.0%: in the next candle, the price will fluctuate around 383.07 and with 95.0% probability will not go below 368.02 or above 396.38.

Forecast

• MA model at confidence level 95.0%: the MA model forecasts a return of -0.2509% in the next candle, the price will fluctuate around 380.64 and with 95.0% probability will not go below 360.6 or above 400.67.

• AR model at confidence level 95.0%: the AR model forecasts a return of -0.2509% in the next candle, the price will fluctuate around 380.64 and with 95.0% probability will not go below 366.48 or above 394.79.

Stability Indicators

• Generalised extreme value: According to the indicator, the market is stable

• Power law: According to the indicator, the stability of the market is uncertain

• Student degrees of freedom: According to the indicator, the market is stable

• Tukey lambda: According to the indicator, the market is stable

Seasonality test

• Seasonality test: According to the generalised seasonality test, there are seasonal effects on the market with cycle periodicity 5.

Distribution analysis

• Best-fit distribution: Best-fit distribution has changed, and now it is Generalised normal

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Not investment advice.

#ARABICA #1d #trading #Distribution analysis