Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.05096 |
1.05605 |
0.00509 |
0.5% |
1.05629 |
High |
1.05628 |
1.05948 |
0.00320 |
0.3% |
1.06395 |
Low |
1.05091 |
1.05327 |
0.00236 |
0.2% |
1.04955 |
Close |
1.05590 |
1.05772 |
0.00182 |
0.2% |
1.05068 |
Range |
0.00537 |
0.00621 |
0.00084 |
15.6% |
0.01440 |
ATR |
0.00715 |
0.00708 |
-0.00007 |
-0.9% |
0.00000 |
Volume |
259,823 |
294,130 |
34,307 |
13.2% |
1,550,340 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.07545 |
1.07280 |
1.06114 |
|
R3 |
1.06924 |
1.06659 |
1.05943 |
|
R2 |
1.06303 |
1.06303 |
1.05886 |
|
R1 |
1.06038 |
1.06038 |
1.05829 |
1.06171 |
PP |
1.05682 |
1.05682 |
1.05682 |
1.05749 |
S1 |
1.05417 |
1.05417 |
1.05715 |
1.05550 |
S2 |
1.05061 |
1.05061 |
1.05658 |
|
S3 |
1.04440 |
1.04796 |
1.05601 |
|
S4 |
1.03819 |
1.04175 |
1.05430 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09793 |
1.08870 |
1.05860 |
|
R3 |
1.08353 |
1.07430 |
1.05464 |
|
R2 |
1.06913 |
1.06913 |
1.05332 |
|
R1 |
1.05990 |
1.05990 |
1.05200 |
1.05732 |
PP |
1.05473 |
1.05473 |
1.05473 |
1.05343 |
S1 |
1.04550 |
1.04550 |
1.04936 |
1.04292 |
S2 |
1.04033 |
1.04033 |
1.04804 |
|
S3 |
1.02593 |
1.03110 |
1.04672 |
|
S4 |
1.01153 |
1.01670 |
1.04276 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06395 |
1.04955 |
0.01440 |
1.4% |
0.00691 |
0.7% |
57% |
False |
False |
293,062 |
10 |
1.06395 |
1.04513 |
0.01882 |
1.8% |
0.00715 |
0.7% |
67% |
False |
False |
303,491 |
20 |
1.07369 |
1.04487 |
0.02882 |
2.7% |
0.00716 |
0.7% |
45% |
False |
False |
290,412 |
40 |
1.09453 |
1.04487 |
0.04966 |
4.7% |
0.00712 |
0.7% |
26% |
False |
False |
261,434 |
60 |
1.11496 |
1.04487 |
0.07009 |
6.6% |
0.00720 |
0.7% |
18% |
False |
False |
270,494 |
80 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00719 |
0.7% |
16% |
False |
False |
262,179 |
100 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00726 |
0.7% |
16% |
False |
False |
252,609 |
120 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00722 |
0.7% |
16% |
False |
False |
247,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.08587 |
2.618 |
1.07574 |
1.618 |
1.06953 |
1.000 |
1.06569 |
0.618 |
1.06332 |
HIGH |
1.05948 |
0.618 |
1.05711 |
0.500 |
1.05638 |
0.382 |
1.05564 |
LOW |
1.05327 |
0.618 |
1.04943 |
1.000 |
1.04706 |
1.618 |
1.04322 |
2.618 |
1.03701 |
4.250 |
1.02688 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.05727 |
1.05665 |
PP |
1.05682 |
1.05558 |
S1 |
1.05638 |
1.05452 |
|