Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.05724 |
1.05029 |
-0.00695 |
-0.7% |
1.06621 |
High |
1.05753 |
1.05786 |
0.00033 |
0.0% |
1.07369 |
Low |
1.04885 |
1.04912 |
0.00027 |
0.0% |
1.06150 |
Close |
1.05040 |
1.05665 |
0.00625 |
0.6% |
1.06443 |
Range |
0.00868 |
0.00874 |
0.00006 |
0.7% |
0.01219 |
ATR |
0.00682 |
0.00695 |
0.00014 |
2.0% |
0.00000 |
Volume |
295,810 |
311,271 |
15,461 |
5.2% |
1,261,986 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08076 |
1.07745 |
1.06146 |
|
R3 |
1.07202 |
1.06871 |
1.05905 |
|
R2 |
1.06328 |
1.06328 |
1.05825 |
|
R1 |
1.05997 |
1.05997 |
1.05745 |
1.06163 |
PP |
1.05454 |
1.05454 |
1.05454 |
1.05537 |
S1 |
1.05123 |
1.05123 |
1.05585 |
1.05289 |
S2 |
1.04580 |
1.04580 |
1.05505 |
|
S3 |
1.03706 |
1.04249 |
1.05425 |
|
S4 |
1.02832 |
1.03375 |
1.05184 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10311 |
1.09596 |
1.07113 |
|
R3 |
1.09092 |
1.08377 |
1.06778 |
|
R2 |
1.07873 |
1.07873 |
1.06666 |
|
R1 |
1.07158 |
1.07158 |
1.06555 |
1.06906 |
PP |
1.06654 |
1.06654 |
1.06654 |
1.06528 |
S1 |
1.05939 |
1.05939 |
1.06331 |
1.05687 |
S2 |
1.05435 |
1.05435 |
1.06220 |
|
S3 |
1.04216 |
1.04720 |
1.06108 |
|
S4 |
1.02997 |
1.03501 |
1.05773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06717 |
1.04885 |
0.01832 |
1.7% |
0.00714 |
0.7% |
43% |
False |
False |
267,248 |
10 |
1.07369 |
1.04885 |
0.02484 |
2.4% |
0.00641 |
0.6% |
31% |
False |
False |
259,431 |
20 |
1.09395 |
1.04885 |
0.04510 |
4.3% |
0.00688 |
0.7% |
17% |
False |
False |
259,427 |
40 |
1.10645 |
1.04885 |
0.05760 |
5.5% |
0.00690 |
0.7% |
14% |
False |
False |
254,200 |
60 |
1.12754 |
1.04885 |
0.07869 |
7.4% |
0.00725 |
0.7% |
10% |
False |
False |
260,090 |
80 |
1.12754 |
1.04885 |
0.07869 |
7.4% |
0.00728 |
0.7% |
10% |
False |
False |
247,323 |
100 |
1.12754 |
1.04885 |
0.07869 |
7.4% |
0.00716 |
0.7% |
10% |
False |
False |
241,241 |
120 |
1.12754 |
1.04885 |
0.07869 |
7.4% |
0.00734 |
0.7% |
10% |
False |
False |
236,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.09501 |
2.618 |
1.08074 |
1.618 |
1.07200 |
1.000 |
1.06660 |
0.618 |
1.06326 |
HIGH |
1.05786 |
0.618 |
1.05452 |
0.500 |
1.05349 |
0.382 |
1.05246 |
LOW |
1.04912 |
0.618 |
1.04372 |
1.000 |
1.04038 |
1.618 |
1.03498 |
2.618 |
1.02624 |
4.250 |
1.01198 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.05560 |
1.05606 |
PP |
1.05454 |
1.05546 |
S1 |
1.05349 |
1.05487 |
|