Trading Metrics calculated at close of trading on 27-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2019 |
27-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1.23477 |
1.23148 |
-0.00329 |
-0.3% |
1.24750 |
High |
1.23796 |
1.23361 |
-0.00435 |
-0.4% |
1.25025 |
Low |
1.23026 |
1.22710 |
-0.00316 |
-0.3% |
1.22710 |
Close |
1.23142 |
1.22871 |
-0.00271 |
-0.2% |
1.22871 |
Range |
0.00770 |
0.00651 |
-0.00119 |
-15.5% |
0.02315 |
ATR |
0.01045 |
0.01017 |
-0.00028 |
-2.7% |
0.00000 |
Volume |
203,940 |
189,900 |
-14,040 |
-6.9% |
1,018,881 |
|
Daily Pivots for day following 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.24934 |
1.24553 |
1.23229 |
|
R3 |
1.24283 |
1.23902 |
1.23050 |
|
R2 |
1.23632 |
1.23632 |
1.22990 |
|
R1 |
1.23251 |
1.23251 |
1.22931 |
1.23116 |
PP |
1.22981 |
1.22981 |
1.22981 |
1.22913 |
S1 |
1.22600 |
1.22600 |
1.22811 |
1.22465 |
S2 |
1.22330 |
1.22330 |
1.22752 |
|
S3 |
1.21679 |
1.21949 |
1.22692 |
|
S4 |
1.21028 |
1.21298 |
1.22513 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.30480 |
1.28991 |
1.24144 |
|
R3 |
1.28165 |
1.26676 |
1.23508 |
|
R2 |
1.25850 |
1.25850 |
1.23295 |
|
R1 |
1.24361 |
1.24361 |
1.23083 |
1.23948 |
PP |
1.23535 |
1.23535 |
1.23535 |
1.23329 |
S1 |
1.22046 |
1.22046 |
1.22659 |
1.21633 |
S2 |
1.21220 |
1.21220 |
1.22447 |
|
S3 |
1.18905 |
1.19731 |
1.22234 |
|
S4 |
1.16590 |
1.17416 |
1.21598 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.25025 |
1.22710 |
0.02315 |
1.9% |
0.00914 |
0.7% |
7% |
False |
True |
203,776 |
10 |
1.25811 |
1.22710 |
0.03101 |
2.5% |
0.01004 |
0.8% |
5% |
False |
True |
210,919 |
20 |
1.25811 |
1.19582 |
0.06229 |
5.1% |
0.01106 |
0.9% |
53% |
False |
False |
232,244 |
40 |
1.25811 |
1.19582 |
0.06229 |
5.1% |
0.01004 |
0.8% |
53% |
False |
False |
239,668 |
60 |
1.25811 |
1.19582 |
0.06229 |
5.1% |
0.00963 |
0.8% |
53% |
False |
False |
226,213 |
80 |
1.27841 |
1.19582 |
0.08259 |
6.7% |
0.00912 |
0.7% |
40% |
False |
False |
254,554 |
100 |
1.30410 |
1.19582 |
0.10828 |
8.8% |
0.00885 |
0.7% |
30% |
False |
False |
275,340 |
120 |
1.31758 |
1.19582 |
0.12176 |
9.9% |
0.00857 |
0.7% |
27% |
False |
False |
251,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.26128 |
2.618 |
1.25065 |
1.618 |
1.24414 |
1.000 |
1.24012 |
0.618 |
1.23763 |
HIGH |
1.23361 |
0.618 |
1.23112 |
0.500 |
1.23036 |
0.382 |
1.22959 |
LOW |
1.22710 |
0.618 |
1.22308 |
1.000 |
1.22059 |
1.618 |
1.21657 |
2.618 |
1.21006 |
4.250 |
1.19943 |
|
|
Fisher Pivots for day following 27-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1.23036 |
1.23836 |
PP |
1.22981 |
1.23514 |
S1 |
1.22926 |
1.23193 |
|