Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.22115 |
1.21580 |
-0.00535 |
-0.4% |
1.23832 |
High |
1.22150 |
1.21643 |
-0.00507 |
-0.4% |
1.24243 |
Low |
1.21528 |
1.21107 |
-0.00421 |
-0.3% |
1.22309 |
Close |
1.21550 |
1.21356 |
-0.00194 |
-0.2% |
1.22368 |
Range |
0.00622 |
0.00536 |
-0.00086 |
-13.8% |
0.01934 |
ATR |
0.00822 |
0.00802 |
-0.00020 |
-2.5% |
0.00000 |
Volume |
283,243 |
301,922 |
18,679 |
6.6% |
1,352,873 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.22977 |
1.22702 |
1.21651 |
|
R3 |
1.22441 |
1.22166 |
1.21503 |
|
R2 |
1.21905 |
1.21905 |
1.21454 |
|
R1 |
1.21630 |
1.21630 |
1.21405 |
1.21500 |
PP |
1.21369 |
1.21369 |
1.21369 |
1.21303 |
S1 |
1.21094 |
1.21094 |
1.21307 |
1.20964 |
S2 |
1.20833 |
1.20833 |
1.21258 |
|
S3 |
1.20297 |
1.20558 |
1.21209 |
|
S4 |
1.19761 |
1.20022 |
1.21061 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.28775 |
1.27506 |
1.23432 |
|
R3 |
1.26841 |
1.25572 |
1.22900 |
|
R2 |
1.24907 |
1.24907 |
1.22723 |
|
R1 |
1.23638 |
1.23638 |
1.22545 |
1.23306 |
PP |
1.22973 |
1.22973 |
1.22973 |
1.22807 |
S1 |
1.21704 |
1.21704 |
1.22191 |
1.21372 |
S2 |
1.21039 |
1.21039 |
1.22013 |
|
S3 |
1.19105 |
1.19770 |
1.21836 |
|
S4 |
1.17171 |
1.17836 |
1.21304 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.23482 |
1.21107 |
0.02375 |
2.0% |
0.00708 |
0.6% |
10% |
False |
True |
286,216 |
10 |
1.25064 |
1.21107 |
0.03957 |
3.3% |
0.00714 |
0.6% |
6% |
False |
True |
276,509 |
20 |
1.27456 |
1.21107 |
0.06349 |
5.2% |
0.00806 |
0.7% |
4% |
False |
True |
278,455 |
40 |
1.28183 |
1.21107 |
0.07076 |
5.8% |
0.00873 |
0.7% |
4% |
False |
True |
270,569 |
60 |
1.31427 |
1.21107 |
0.10320 |
8.5% |
0.00926 |
0.8% |
2% |
False |
True |
275,700 |
80 |
1.31427 |
1.21107 |
0.10320 |
8.5% |
0.00933 |
0.8% |
2% |
False |
True |
272,411 |
100 |
1.31427 |
1.21107 |
0.10320 |
8.5% |
0.00930 |
0.8% |
2% |
False |
True |
269,074 |
120 |
1.31427 |
1.21107 |
0.10320 |
8.5% |
0.00923 |
0.8% |
2% |
False |
True |
266,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.23921 |
2.618 |
1.23046 |
1.618 |
1.22510 |
1.000 |
1.22179 |
0.618 |
1.21974 |
HIGH |
1.21643 |
0.618 |
1.21438 |
0.500 |
1.21375 |
0.382 |
1.21312 |
LOW |
1.21107 |
0.618 |
1.20776 |
1.000 |
1.20571 |
1.618 |
1.20240 |
2.618 |
1.19704 |
4.250 |
1.18829 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.21375 |
1.21851 |
PP |
1.21369 |
1.21686 |
S1 |
1.21362 |
1.21521 |
|