Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.06920 |
1.06795 |
-0.00125 |
-0.1% |
1.07191 |
High |
1.07181 |
1.07369 |
0.00188 |
0.2% |
1.07683 |
Low |
1.06751 |
1.06502 |
-0.00249 |
-0.2% |
1.06319 |
Close |
1.06812 |
1.06599 |
-0.00213 |
-0.2% |
1.06628 |
Range |
0.00430 |
0.00867 |
0.00437 |
101.6% |
0.01364 |
ATR |
0.00678 |
0.00691 |
0.00014 |
2.0% |
0.00000 |
Volume |
217,577 |
267,416 |
49,839 |
22.9% |
1,289,115 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09424 |
1.08879 |
1.07076 |
|
R3 |
1.08557 |
1.08012 |
1.06837 |
|
R2 |
1.07690 |
1.07690 |
1.06758 |
|
R1 |
1.07145 |
1.07145 |
1.06678 |
1.06984 |
PP |
1.06823 |
1.06823 |
1.06823 |
1.06743 |
S1 |
1.06278 |
1.06278 |
1.06520 |
1.06117 |
S2 |
1.05956 |
1.05956 |
1.06440 |
|
S3 |
1.05089 |
1.05411 |
1.06361 |
|
S4 |
1.04222 |
1.04544 |
1.06122 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10969 |
1.10162 |
1.07378 |
|
R3 |
1.09605 |
1.08798 |
1.07003 |
|
R2 |
1.08241 |
1.08241 |
1.06878 |
|
R1 |
1.07434 |
1.07434 |
1.06753 |
1.07156 |
PP |
1.06877 |
1.06877 |
1.06877 |
1.06737 |
S1 |
1.06070 |
1.06070 |
1.06503 |
1.05792 |
S2 |
1.05513 |
1.05513 |
1.06378 |
|
S3 |
1.04149 |
1.04706 |
1.06253 |
|
S4 |
1.02785 |
1.03342 |
1.05878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.07521 |
1.06319 |
0.01202 |
1.1% |
0.00696 |
0.7% |
23% |
False |
False |
248,325 |
10 |
1.07683 |
1.06319 |
0.01364 |
1.3% |
0.00609 |
0.6% |
21% |
False |
False |
247,603 |
20 |
1.09453 |
1.06319 |
0.03134 |
2.9% |
0.00703 |
0.7% |
9% |
False |
False |
239,365 |
40 |
1.11496 |
1.06319 |
0.05177 |
4.9% |
0.00727 |
0.7% |
5% |
False |
False |
260,930 |
60 |
1.12754 |
1.06319 |
0.06435 |
6.0% |
0.00729 |
0.7% |
4% |
False |
False |
254,079 |
80 |
1.12754 |
1.06319 |
0.06435 |
6.0% |
0.00734 |
0.7% |
4% |
False |
False |
243,611 |
100 |
1.12754 |
1.06319 |
0.06435 |
6.0% |
0.00724 |
0.7% |
4% |
False |
False |
239,368 |
120 |
1.12754 |
1.06319 |
0.06435 |
6.0% |
0.00744 |
0.7% |
4% |
False |
False |
234,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11054 |
2.618 |
1.09639 |
1.618 |
1.08772 |
1.000 |
1.08236 |
0.618 |
1.07905 |
HIGH |
1.07369 |
0.618 |
1.07038 |
0.500 |
1.06936 |
0.382 |
1.06833 |
LOW |
1.06502 |
0.618 |
1.05966 |
1.000 |
1.05635 |
1.618 |
1.05099 |
2.618 |
1.04232 |
4.250 |
1.02817 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.06936 |
1.06936 |
PP |
1.06823 |
1.06823 |
S1 |
1.06711 |
1.06711 |
|