Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.07191 |
1.07502 |
0.00311 |
0.3% |
1.07959 |
High |
1.07594 |
1.07683 |
0.00089 |
0.1% |
1.08012 |
Low |
1.07086 |
1.07055 |
-0.00031 |
0.0% |
1.06865 |
Close |
1.07501 |
1.07600 |
0.00099 |
0.1% |
1.07007 |
Range |
0.00508 |
0.00628 |
0.00120 |
23.6% |
0.01147 |
ATR |
0.00713 |
0.00707 |
-0.00006 |
-0.8% |
0.00000 |
Volume |
240,335 |
233,553 |
-6,782 |
-2.8% |
1,004,705 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09330 |
1.09093 |
1.07945 |
|
R3 |
1.08702 |
1.08465 |
1.07773 |
|
R2 |
1.08074 |
1.08074 |
1.07715 |
|
R1 |
1.07837 |
1.07837 |
1.07658 |
1.07956 |
PP |
1.07446 |
1.07446 |
1.07446 |
1.07505 |
S1 |
1.07209 |
1.07209 |
1.07542 |
1.07328 |
S2 |
1.06818 |
1.06818 |
1.07485 |
|
S3 |
1.06190 |
1.06581 |
1.07427 |
|
S4 |
1.05562 |
1.05953 |
1.07255 |
|
|
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 |
1.07683 |
1.06865 |
0.00818 |
0.8% |
0.00508 |
0.5% |
90% |
True |
False |
242,874 |
10 |
1.09453 |
1.06865 |
0.02588 |
2.4% |
0.00762 |
0.7% |
28% |
False |
False |
261,815 |
20 |
1.09523 |
1.06865 |
0.02658 |
2.5% |
0.00687 |
0.6% |
28% |
False |
False |
237,867 |
40 |
1.12754 |
1.06865 |
0.05889 |
5.5% |
0.00734 |
0.7% |
12% |
False |
False |
264,215 |
60 |
1.12754 |
1.06865 |
0.05889 |
5.5% |
0.00730 |
0.7% |
12% |
False |
False |
250,571 |
80 |
1.12754 |
1.06354 |
0.06400 |
5.9% |
0.00728 |
0.7% |
19% |
False |
False |
241,369 |
100 |
1.12754 |
1.06354 |
0.06400 |
5.9% |
0.00734 |
0.7% |
19% |
False |
False |
237,245 |
120 |
1.12754 |
1.06354 |
0.06400 |
5.9% |
0.00756 |
0.7% |
19% |
False |
False |
235,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.10352 |
2.618 |
1.09327 |
1.618 |
1.08699 |
1.000 |
1.08311 |
0.618 |
1.08071 |
HIGH |
1.07683 |
0.618 |
1.07443 |
0.500 |
1.07369 |
0.382 |
1.07295 |
LOW |
1.07055 |
0.618 |
1.06667 |
1.000 |
1.06427 |
1.618 |
1.06039 |
2.618 |
1.05411 |
4.250 |
1.04386 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.07523 |
1.07505 |
PP |
1.07446 |
1.07409 |
S1 |
1.07369 |
1.07314 |
|