Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.255375 |
0.256327 |
0.000952 |
0.4% |
0.260081 |
High |
0.258195 |
0.259407 |
0.001212 |
0.5% |
0.278649 |
Low |
0.253771 |
0.253916 |
0.000145 |
0.1% |
0.252025 |
Close |
0.256322 |
0.256784 |
0.000462 |
0.2% |
0.255204 |
Range |
0.004424 |
0.005491 |
0.001067 |
24.1% |
0.026624 |
ATR |
0.011994 |
0.011530 |
-0.000465 |
-3.9% |
0.000000 |
Volume |
19,731,175 |
21,742,198 |
2,011,023 |
10.2% |
269,626,509 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.273175 |
0.270471 |
0.259804 |
|
R3 |
0.267684 |
0.264980 |
0.258294 |
|
R2 |
0.262193 |
0.262193 |
0.257791 |
|
R1 |
0.259489 |
0.259489 |
0.257287 |
0.260841 |
PP |
0.256702 |
0.256702 |
0.256702 |
0.257379 |
S1 |
0.253998 |
0.253998 |
0.256281 |
0.255350 |
S2 |
0.251211 |
0.251211 |
0.255777 |
|
S3 |
0.245720 |
0.248507 |
0.255274 |
|
S4 |
0.240229 |
0.243016 |
0.253764 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.341831 |
0.325142 |
0.269847 |
|
R3 |
0.315207 |
0.298518 |
0.262526 |
|
R2 |
0.288583 |
0.288583 |
0.260085 |
|
R1 |
0.271894 |
0.271894 |
0.257645 |
0.266927 |
PP |
0.261959 |
0.261959 |
0.261959 |
0.259476 |
S1 |
0.245270 |
0.245270 |
0.252763 |
0.240303 |
S2 |
0.235335 |
0.235335 |
0.250323 |
|
S3 |
0.208711 |
0.218646 |
0.247882 |
|
S4 |
0.182087 |
0.192022 |
0.240561 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.275391 |
0.252025 |
0.023366 |
9.1% |
0.008861 |
3.5% |
20% |
False |
False |
35,254,782 |
10 |
0.278649 |
0.251807 |
0.026842 |
10.5% |
0.010747 |
4.2% |
19% |
False |
False |
45,363,893 |
20 |
0.302155 |
0.246491 |
0.055664 |
21.7% |
0.010823 |
4.2% |
18% |
False |
False |
46,647,012 |
40 |
0.375077 |
0.246491 |
0.128586 |
50.1% |
0.014093 |
5.5% |
8% |
False |
False |
45,034,239 |
60 |
0.375077 |
0.235702 |
0.139375 |
54.3% |
0.015539 |
6.1% |
15% |
False |
False |
41,960,865 |
80 |
0.382392 |
0.235702 |
0.146690 |
57.1% |
0.015238 |
5.9% |
14% |
False |
False |
40,740,692 |
100 |
0.459576 |
0.235702 |
0.223874 |
87.2% |
0.016310 |
6.4% |
9% |
False |
False |
43,808,174 |
120 |
0.459576 |
0.235702 |
0.223874 |
87.2% |
0.017391 |
6.8% |
9% |
False |
False |
48,050,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.282744 |
2.618 |
0.273782 |
1.618 |
0.268291 |
1.000 |
0.264898 |
0.618 |
0.262800 |
HIGH |
0.259407 |
0.618 |
0.257309 |
0.500 |
0.256662 |
0.382 |
0.256014 |
LOW |
0.253916 |
0.618 |
0.250523 |
1.000 |
0.248425 |
1.618 |
0.245032 |
2.618 |
0.239541 |
4.250 |
0.230579 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.256743 |
0.256548 |
PP |
0.256702 |
0.256311 |
S1 |
0.256662 |
0.256075 |
|