Trading Metrics calculated at close of trading on 30-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2019 |
30-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
0.037291 |
0.038771 |
0.001480 |
4.0% |
0.051153 |
High |
0.038890 |
0.039568 |
0.000678 |
1.7% |
0.053233 |
Low |
0.037107 |
0.036142 |
-0.000965 |
-2.6% |
0.035072 |
Close |
0.038787 |
0.038468 |
-0.000319 |
-0.8% |
0.038787 |
Range |
0.001783 |
0.003426 |
0.001643 |
92.1% |
0.018161 |
ATR |
0.003940 |
0.003903 |
-0.000037 |
-0.9% |
0.000000 |
Volume |
131,998,152 |
67,637,288 |
-64,360,864 |
-48.8% |
710,321,376 |
|
Daily Pivots for day following 30-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.048337 |
0.046829 |
0.040352 |
|
R3 |
0.044911 |
0.043403 |
0.039410 |
|
R2 |
0.041485 |
0.041485 |
0.039096 |
|
R1 |
0.039977 |
0.039977 |
0.038782 |
0.039018 |
PP |
0.038059 |
0.038059 |
0.038059 |
0.037580 |
S1 |
0.036551 |
0.036551 |
0.038154 |
0.035592 |
S2 |
0.034633 |
0.034633 |
0.037840 |
|
S3 |
0.031207 |
0.033125 |
0.037526 |
|
S4 |
0.027781 |
0.029699 |
0.036584 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.096847 |
0.085978 |
0.048776 |
|
R3 |
0.078686 |
0.067817 |
0.043781 |
|
R2 |
0.060525 |
0.060525 |
0.042117 |
|
R1 |
0.049656 |
0.049656 |
0.040452 |
0.046010 |
PP |
0.042364 |
0.042364 |
0.042364 |
0.040541 |
S1 |
0.031495 |
0.031495 |
0.037122 |
0.027849 |
S2 |
0.024203 |
0.024203 |
0.035457 |
|
S3 |
0.006042 |
0.013334 |
0.033793 |
|
S4 |
-0.012119 |
-0.004827 |
0.028798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.048334 |
0.035072 |
0.013262 |
34.5% |
0.005168 |
13.4% |
26% |
False |
False |
135,710,435 |
10 |
0.055421 |
0.035072 |
0.020349 |
52.9% |
0.004851 |
12.6% |
17% |
False |
False |
126,113,244 |
20 |
0.055421 |
0.035072 |
0.020349 |
52.9% |
0.003501 |
9.1% |
17% |
False |
False |
89,302,646 |
40 |
0.057345 |
0.035072 |
0.022273 |
57.9% |
0.003603 |
9.4% |
15% |
False |
False |
90,902,302 |
60 |
0.080658 |
0.035072 |
0.045586 |
118.5% |
0.004338 |
11.3% |
7% |
False |
False |
107,541,310 |
80 |
0.106462 |
0.035072 |
0.071390 |
185.6% |
0.005015 |
13.0% |
5% |
False |
False |
107,822,161 |
100 |
0.106462 |
0.035072 |
0.071390 |
185.6% |
0.005866 |
15.2% |
5% |
False |
False |
109,108,479 |
120 |
0.106462 |
0.035072 |
0.071390 |
185.6% |
0.005814 |
15.1% |
5% |
False |
False |
112,299,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.054129 |
2.618 |
0.048537 |
1.618 |
0.045111 |
1.000 |
0.042994 |
0.618 |
0.041685 |
HIGH |
0.039568 |
0.618 |
0.038259 |
0.500 |
0.037855 |
0.382 |
0.037451 |
LOW |
0.036142 |
0.618 |
0.034025 |
1.000 |
0.032716 |
1.618 |
0.030599 |
2.618 |
0.027173 |
4.250 |
0.021582 |
|
|
Fisher Pivots for day following 30-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
0.038264 |
0.038175 |
PP |
0.038059 |
0.037881 |
S1 |
0.037855 |
0.037588 |
|