Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.67921 |
0.67581 |
-0.00340 |
-0.5% |
0.68318 |
High |
0.67933 |
0.68212 |
0.00279 |
0.4% |
0.68480 |
Low |
0.67310 |
0.66983 |
-0.00327 |
-0.5% |
0.67228 |
Close |
0.67603 |
0.67084 |
-0.00519 |
-0.8% |
0.67314 |
Range |
0.00623 |
0.01229 |
0.00606 |
97.3% |
0.01252 |
ATR |
0.00676 |
0.00716 |
0.00039 |
5.8% |
0.00000 |
Volume |
261,428 |
275,500 |
14,072 |
5.4% |
1,153,728 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.71113 |
0.70328 |
0.67760 |
|
R3 |
0.69884 |
0.69099 |
0.67422 |
|
R2 |
0.68655 |
0.68655 |
0.67309 |
|
R1 |
0.67870 |
0.67870 |
0.67197 |
0.67648 |
PP |
0.67426 |
0.67426 |
0.67426 |
0.67316 |
S1 |
0.66641 |
0.66641 |
0.66971 |
0.66419 |
S2 |
0.66197 |
0.66197 |
0.66859 |
|
S3 |
0.64968 |
0.65412 |
0.66746 |
|
S4 |
0.63739 |
0.64183 |
0.66408 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.71430 |
0.70624 |
0.68003 |
|
R3 |
0.70178 |
0.69372 |
0.67658 |
|
R2 |
0.68926 |
0.68926 |
0.67544 |
|
R1 |
0.68120 |
0.68120 |
0.67429 |
0.67897 |
PP |
0.67674 |
0.67674 |
0.67674 |
0.67563 |
S1 |
0.66868 |
0.66868 |
0.67199 |
0.66645 |
S2 |
0.66422 |
0.66422 |
0.67084 |
|
S3 |
0.65170 |
0.65616 |
0.66970 |
|
S4 |
0.63918 |
0.64364 |
0.66625 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.68212 |
0.66983 |
0.01229 |
1.8% |
0.00720 |
1.1% |
8% |
True |
True |
239,224 |
10 |
0.68948 |
0.66983 |
0.01965 |
2.9% |
0.00683 |
1.0% |
5% |
False |
True |
235,217 |
20 |
0.68948 |
0.65958 |
0.02990 |
4.5% |
0.00701 |
1.0% |
38% |
False |
False |
209,202 |
40 |
0.68996 |
0.64587 |
0.04409 |
6.6% |
0.00709 |
1.1% |
57% |
False |
False |
191,701 |
60 |
0.68996 |
0.64587 |
0.04409 |
6.6% |
0.00683 |
1.0% |
57% |
False |
False |
187,641 |
80 |
0.68996 |
0.64587 |
0.04409 |
6.6% |
0.00688 |
1.0% |
57% |
False |
False |
181,251 |
100 |
0.68996 |
0.64587 |
0.04409 |
6.6% |
0.00702 |
1.0% |
57% |
False |
False |
190,403 |
120 |
0.70817 |
0.64587 |
0.06230 |
9.3% |
0.00723 |
1.1% |
40% |
False |
False |
197,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.73435 |
2.618 |
0.71430 |
1.618 |
0.70201 |
1.000 |
0.69441 |
0.618 |
0.68972 |
HIGH |
0.68212 |
0.618 |
0.67743 |
0.500 |
0.67598 |
0.382 |
0.67452 |
LOW |
0.66983 |
0.618 |
0.66223 |
1.000 |
0.65754 |
1.618 |
0.64994 |
2.618 |
0.63765 |
4.250 |
0.61760 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.67598 |
0.67598 |
PP |
0.67426 |
0.67426 |
S1 |
0.67255 |
0.67255 |
|