Trading Metrics calculated at close of trading on 27-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
0.96613 |
0.96080 |
-0.00533 |
-0.6% |
1.00115 |
High |
0.97092 |
0.96700 |
-0.00392 |
-0.4% |
1.00503 |
Low |
0.95534 |
0.95692 |
0.00158 |
0.2% |
0.96677 |
Close |
0.96081 |
0.95921 |
-0.00160 |
-0.2% |
0.96869 |
Range |
0.01558 |
0.01008 |
-0.00550 |
-35.3% |
0.03826 |
ATR |
0.01178 |
0.01166 |
-0.00012 |
-1.0% |
0.00000 |
Volume |
528,837 |
445,094 |
-83,743 |
-15.8% |
1,751,988 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.99128 |
0.98533 |
0.96475 |
|
R3 |
0.98120 |
0.97525 |
0.96198 |
|
R2 |
0.97112 |
0.97112 |
0.96106 |
|
R1 |
0.96517 |
0.96517 |
0.96013 |
0.96311 |
PP |
0.96104 |
0.96104 |
0.96104 |
0.96001 |
S1 |
0.95509 |
0.95509 |
0.95829 |
0.95303 |
S2 |
0.95096 |
0.95096 |
0.95736 |
|
S3 |
0.94088 |
0.94501 |
0.95644 |
|
S4 |
0.93080 |
0.93493 |
0.95367 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09494 |
1.07008 |
0.98973 |
|
R3 |
1.05668 |
1.03182 |
0.97921 |
|
R2 |
1.01842 |
1.01842 |
0.97570 |
|
R1 |
0.99356 |
0.99356 |
0.97220 |
0.98686 |
PP |
0.98016 |
0.98016 |
0.98016 |
0.97682 |
S1 |
0.95530 |
0.95530 |
0.96518 |
0.94860 |
S2 |
0.94190 |
0.94190 |
0.96168 |
|
S3 |
0.90364 |
0.91704 |
0.95817 |
|
S4 |
0.86538 |
0.87878 |
0.94765 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.99747 |
0.95534 |
0.04213 |
4.4% |
0.01398 |
1.5% |
9% |
False |
False |
433,796 |
10 |
1.00503 |
0.95534 |
0.04969 |
5.2% |
0.01077 |
1.1% |
8% |
False |
False |
368,258 |
20 |
1.01978 |
0.95534 |
0.06444 |
6.7% |
0.01163 |
1.2% |
6% |
False |
False |
307,383 |
40 |
1.03675 |
0.95534 |
0.08141 |
8.5% |
0.01101 |
1.1% |
5% |
False |
False |
258,799 |
60 |
1.04485 |
0.95534 |
0.08951 |
9.3% |
0.01125 |
1.2% |
4% |
False |
False |
278,681 |
80 |
1.07734 |
0.95534 |
0.12200 |
12.7% |
0.01110 |
1.2% |
3% |
False |
False |
279,778 |
100 |
1.07799 |
0.95534 |
0.12265 |
12.8% |
0.01083 |
1.1% |
3% |
False |
False |
274,982 |
120 |
1.09381 |
0.95534 |
0.13847 |
14.4% |
0.01062 |
1.1% |
3% |
False |
False |
272,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.00984 |
2.618 |
0.99339 |
1.618 |
0.98331 |
1.000 |
0.97708 |
0.618 |
0.97323 |
HIGH |
0.96700 |
0.618 |
0.96315 |
0.500 |
0.96196 |
0.382 |
0.96077 |
LOW |
0.95692 |
0.618 |
0.95069 |
1.000 |
0.94684 |
1.618 |
0.94061 |
2.618 |
0.93053 |
4.250 |
0.91408 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
0.96196 |
0.97025 |
PP |
0.96104 |
0.96657 |
S1 |
0.96013 |
0.96289 |
|