Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.05663 |
1.05624 |
-0.00039 |
0.0% |
1.06011 |
High |
1.05719 |
1.05970 |
0.00251 |
0.2% |
1.06936 |
Low |
1.05235 |
1.05355 |
0.00120 |
0.1% |
1.05235 |
Close |
1.05611 |
1.05654 |
0.00043 |
0.0% |
1.05654 |
Range |
0.00484 |
0.00615 |
0.00131 |
27.1% |
0.01701 |
ATR |
0.00708 |
0.00701 |
-0.00007 |
-0.9% |
0.00000 |
Volume |
264,861 |
246,647 |
-18,214 |
-6.9% |
1,252,489 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.07505 |
1.07194 |
1.05992 |
|
R3 |
1.06890 |
1.06579 |
1.05823 |
|
R2 |
1.06275 |
1.06275 |
1.05767 |
|
R1 |
1.05964 |
1.05964 |
1.05710 |
1.06120 |
PP |
1.05660 |
1.05660 |
1.05660 |
1.05737 |
S1 |
1.05349 |
1.05349 |
1.05598 |
1.05505 |
S2 |
1.05045 |
1.05045 |
1.05541 |
|
S3 |
1.04430 |
1.04734 |
1.05485 |
|
S4 |
1.03815 |
1.04119 |
1.05316 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.11045 |
1.10050 |
1.06590 |
|
R3 |
1.09344 |
1.08349 |
1.06122 |
|
R2 |
1.07643 |
1.07643 |
1.05966 |
|
R1 |
1.06648 |
1.06648 |
1.05810 |
1.06295 |
PP |
1.05942 |
1.05942 |
1.05942 |
1.05765 |
S1 |
1.04947 |
1.04947 |
1.05498 |
1.04594 |
S2 |
1.04241 |
1.04241 |
1.05342 |
|
S3 |
1.02540 |
1.03246 |
1.05186 |
|
S4 |
1.00839 |
1.01545 |
1.04718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06936 |
1.05235 |
0.01701 |
1.6% |
0.00734 |
0.7% |
25% |
False |
False |
250,497 |
10 |
1.06936 |
1.05091 |
0.01845 |
1.7% |
0.00680 |
0.6% |
31% |
False |
False |
265,512 |
20 |
1.06936 |
1.04487 |
0.02449 |
2.3% |
0.00719 |
0.7% |
48% |
False |
False |
285,345 |
40 |
1.08821 |
1.04487 |
0.04334 |
4.1% |
0.00692 |
0.7% |
27% |
False |
False |
273,207 |
60 |
1.10645 |
1.04487 |
0.06158 |
5.8% |
0.00701 |
0.7% |
19% |
False |
False |
264,546 |
80 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00723 |
0.7% |
14% |
False |
False |
267,148 |
100 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00725 |
0.7% |
14% |
False |
False |
256,104 |
120 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00717 |
0.7% |
14% |
False |
False |
249,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.08584 |
2.618 |
1.07580 |
1.618 |
1.06965 |
1.000 |
1.06585 |
0.618 |
1.06350 |
HIGH |
1.05970 |
0.618 |
1.05735 |
0.500 |
1.05663 |
0.382 |
1.05590 |
LOW |
1.05355 |
0.618 |
1.04975 |
1.000 |
1.04740 |
1.618 |
1.04360 |
2.618 |
1.03745 |
4.250 |
1.02741 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.05663 |
1.05653 |
PP |
1.05660 |
1.05652 |
S1 |
1.05657 |
1.05651 |
|