Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.06962 |
1.07191 |
0.00229 |
0.2% |
1.07959 |
High |
1.07435 |
1.07594 |
0.00159 |
0.1% |
1.08012 |
Low |
1.06944 |
1.07086 |
0.00142 |
0.1% |
1.06865 |
Close |
1.07007 |
1.07501 |
0.00494 |
0.5% |
1.07007 |
Range |
0.00491 |
0.00508 |
0.00017 |
3.5% |
0.01147 |
ATR |
0.00722 |
0.00713 |
-0.00010 |
-1.3% |
0.00000 |
Volume |
239,773 |
240,335 |
562 |
0.2% |
1,004,705 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08918 |
1.08717 |
1.07780 |
|
R3 |
1.08410 |
1.08209 |
1.07641 |
|
R2 |
1.07902 |
1.07902 |
1.07594 |
|
R1 |
1.07701 |
1.07701 |
1.07548 |
1.07802 |
PP |
1.07394 |
1.07394 |
1.07394 |
1.07444 |
S1 |
1.07193 |
1.07193 |
1.07454 |
1.07294 |
S2 |
1.06886 |
1.06886 |
1.07408 |
|
S3 |
1.06378 |
1.06685 |
1.07361 |
|
S4 |
1.05870 |
1.06177 |
1.07222 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10736 |
1.10018 |
1.07638 |
|
R3 |
1.09589 |
1.08871 |
1.07322 |
|
R2 |
1.08442 |
1.08442 |
1.07217 |
|
R1 |
1.07724 |
1.07724 |
1.07112 |
1.07510 |
PP |
1.07295 |
1.07295 |
1.07295 |
1.07187 |
S1 |
1.06577 |
1.06577 |
1.06902 |
1.06363 |
S2 |
1.06148 |
1.06148 |
1.06797 |
|
S3 |
1.05001 |
1.05430 |
1.06692 |
|
S4 |
1.03854 |
1.04283 |
1.06376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.08012 |
1.06865 |
0.01147 |
1.1% |
0.00571 |
0.5% |
55% |
False |
False |
249,008 |
10 |
1.09453 |
1.06865 |
0.02588 |
2.4% |
0.00727 |
0.7% |
25% |
False |
False |
261,150 |
20 |
1.09601 |
1.06865 |
0.02736 |
2.5% |
0.00698 |
0.6% |
23% |
False |
False |
240,357 |
40 |
1.12754 |
1.06865 |
0.05889 |
5.5% |
0.00730 |
0.7% |
11% |
False |
False |
263,909 |
60 |
1.12754 |
1.06865 |
0.05889 |
5.5% |
0.00744 |
0.7% |
11% |
False |
False |
250,365 |
80 |
1.12754 |
1.06354 |
0.06400 |
6.0% |
0.00728 |
0.7% |
18% |
False |
False |
241,011 |
100 |
1.12754 |
1.06354 |
0.06400 |
6.0% |
0.00734 |
0.7% |
18% |
False |
False |
236,936 |
120 |
1.12754 |
1.06354 |
0.06400 |
6.0% |
0.00758 |
0.7% |
18% |
False |
False |
235,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.09753 |
2.618 |
1.08924 |
1.618 |
1.08416 |
1.000 |
1.08102 |
0.618 |
1.07908 |
HIGH |
1.07594 |
0.618 |
1.07400 |
0.500 |
1.07340 |
0.382 |
1.07280 |
LOW |
1.07086 |
0.618 |
1.06772 |
1.000 |
1.06578 |
1.618 |
1.06264 |
2.618 |
1.05756 |
4.250 |
1.04927 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.07447 |
1.07411 |
PP |
1.07394 |
1.07320 |
S1 |
1.07340 |
1.07230 |
|