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 |
0.060870 |
0.060342 |
-0.000528 |
-0.9% |
0.061934 |
High |
0.061131 |
0.061273 |
0.000142 |
0.2% |
0.063205 |
Low |
0.060342 |
0.060322 |
-0.000020 |
0.0% |
0.061201 |
Close |
0.060342 |
0.060430 |
0.000088 |
0.1% |
0.061401 |
Range |
0.000789 |
0.000951 |
0.000162 |
20.5% |
0.002004 |
ATR |
0.001731 |
0.001675 |
-0.000056 |
-3.2% |
0.000000 |
Volume |
68,442,250 |
127,047,074 |
58,604,824 |
85.6% |
447,343,592 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.063528 |
0.062930 |
0.060953 |
|
R3 |
0.062577 |
0.061979 |
0.060692 |
|
R2 |
0.061626 |
0.061626 |
0.060604 |
|
R1 |
0.061028 |
0.061028 |
0.060517 |
0.061327 |
PP |
0.060675 |
0.060675 |
0.060675 |
0.060825 |
S1 |
0.060077 |
0.060077 |
0.060343 |
0.060376 |
S2 |
0.059724 |
0.059724 |
0.060256 |
|
S3 |
0.058773 |
0.059126 |
0.060168 |
|
S4 |
0.057822 |
0.058175 |
0.059907 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.067948 |
0.066678 |
0.062503 |
|
R3 |
0.065944 |
0.064674 |
0.061952 |
|
R2 |
0.063940 |
0.063940 |
0.061768 |
|
R1 |
0.062670 |
0.062670 |
0.061585 |
0.062303 |
PP |
0.061936 |
0.061936 |
0.061936 |
0.061752 |
S1 |
0.060666 |
0.060666 |
0.061217 |
0.060299 |
S2 |
0.059932 |
0.059932 |
0.061034 |
|
S3 |
0.057928 |
0.058662 |
0.060850 |
|
S4 |
0.055924 |
0.056658 |
0.060299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.063205 |
0.060322 |
0.002883 |
4.8% |
0.001106 |
1.8% |
4% |
False |
True |
80,698,555 |
10 |
0.063205 |
0.060322 |
0.002883 |
4.8% |
0.001164 |
1.9% |
4% |
False |
True |
93,534,828 |
20 |
0.066878 |
0.059933 |
0.006945 |
11.5% |
0.001496 |
2.5% |
7% |
False |
False |
110,606,175 |
40 |
0.077863 |
0.059933 |
0.017930 |
29.7% |
0.002012 |
3.3% |
3% |
False |
False |
144,157,778 |
60 |
0.082150 |
0.059933 |
0.022217 |
36.8% |
0.002542 |
4.2% |
2% |
False |
False |
191,406,436 |
80 |
0.082150 |
0.053940 |
0.028210 |
46.7% |
0.002904 |
4.8% |
23% |
False |
False |
211,152,372 |
100 |
0.082150 |
0.053940 |
0.028210 |
46.7% |
0.002907 |
4.8% |
23% |
False |
False |
250,381,943 |
120 |
0.094760 |
0.053940 |
0.040820 |
67.5% |
0.003246 |
5.4% |
16% |
False |
False |
362,502,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.065315 |
2.618 |
0.063763 |
1.618 |
0.062812 |
1.000 |
0.062224 |
0.618 |
0.061861 |
HIGH |
0.061273 |
0.618 |
0.060910 |
0.500 |
0.060798 |
0.382 |
0.060685 |
LOW |
0.060322 |
0.618 |
0.059734 |
1.000 |
0.059371 |
1.618 |
0.058783 |
2.618 |
0.057832 |
4.250 |
0.056280 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.060798 |
0.061151 |
PP |
0.060675 |
0.060910 |
S1 |
0.060553 |
0.060670 |
|