Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.256259 |
0.253136 |
-0.003123 |
-1.2% |
0.255375 |
High |
0.259104 |
0.255802 |
-0.003302 |
-1.3% |
0.259407 |
Low |
0.253003 |
0.236969 |
-0.016034 |
-6.3% |
0.253003 |
Close |
0.253125 |
0.239786 |
-0.013339 |
-5.3% |
0.253125 |
Range |
0.006101 |
0.018833 |
0.012732 |
208.7% |
0.006404 |
ATR |
0.010702 |
0.011283 |
0.000581 |
5.4% |
0.000000 |
Volume |
23,187,591 |
388,475 |
-22,799,116 |
-98.3% |
84,952,494 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.300685 |
0.289068 |
0.250144 |
|
R3 |
0.281852 |
0.270235 |
0.244965 |
|
R2 |
0.263019 |
0.263019 |
0.243239 |
|
R1 |
0.251402 |
0.251402 |
0.241512 |
0.247794 |
PP |
0.244186 |
0.244186 |
0.244186 |
0.242382 |
S1 |
0.232569 |
0.232569 |
0.238060 |
0.228961 |
S2 |
0.225353 |
0.225353 |
0.236333 |
|
S3 |
0.206520 |
0.213736 |
0.234607 |
|
S4 |
0.187687 |
0.194903 |
0.229428 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.274390 |
0.270162 |
0.256647 |
|
R3 |
0.267986 |
0.263758 |
0.254886 |
|
R2 |
0.261582 |
0.261582 |
0.254299 |
|
R1 |
0.257354 |
0.257354 |
0.253712 |
0.256266 |
PP |
0.255178 |
0.255178 |
0.255178 |
0.254635 |
S1 |
0.250950 |
0.250950 |
0.252538 |
0.249862 |
S2 |
0.248774 |
0.248774 |
0.251951 |
|
S3 |
0.242370 |
0.244546 |
0.251364 |
|
S4 |
0.235966 |
0.238142 |
0.249603 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.259407 |
0.236969 |
0.022438 |
9.4% |
0.007950 |
3.3% |
13% |
False |
True |
17,068,193 |
10 |
0.278649 |
0.236969 |
0.041680 |
17.4% |
0.010054 |
4.2% |
7% |
False |
True |
35,496,747 |
20 |
0.294349 |
0.236969 |
0.057380 |
23.9% |
0.011473 |
4.8% |
5% |
False |
True |
41,868,396 |
40 |
0.336622 |
0.236969 |
0.099653 |
41.6% |
0.011271 |
4.7% |
3% |
False |
True |
36,865,366 |
60 |
0.375077 |
0.236969 |
0.138108 |
57.6% |
0.014320 |
6.0% |
2% |
False |
True |
41,285,466 |
80 |
0.382392 |
0.235702 |
0.146690 |
61.2% |
0.015238 |
6.4% |
3% |
False |
False |
39,930,845 |
100 |
0.443289 |
0.235702 |
0.207587 |
86.6% |
0.015974 |
6.7% |
2% |
False |
False |
42,013,213 |
120 |
0.459576 |
0.235702 |
0.223874 |
93.4% |
0.017206 |
7.2% |
2% |
False |
False |
46,931,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.335842 |
2.618 |
0.305107 |
1.618 |
0.286274 |
1.000 |
0.274635 |
0.618 |
0.267441 |
HIGH |
0.255802 |
0.618 |
0.248608 |
0.500 |
0.246386 |
0.382 |
0.244163 |
LOW |
0.236969 |
0.618 |
0.225330 |
1.000 |
0.218136 |
1.618 |
0.206497 |
2.618 |
0.187664 |
4.250 |
0.156929 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.246386 |
0.248037 |
PP |
0.244186 |
0.245286 |
S1 |
0.241986 |
0.242536 |
|