Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.255213 |
0.251534 |
-0.003679 |
-1.4% |
0.253136 |
High |
0.256041 |
0.252952 |
-0.003089 |
-1.2% |
0.255802 |
Low |
0.251204 |
0.246146 |
-0.005058 |
-2.0% |
0.236969 |
Close |
0.251534 |
0.246183 |
-0.005351 |
-2.1% |
0.248011 |
Range |
0.004837 |
0.006806 |
0.001969 |
40.7% |
0.018833 |
ATR |
0.009778 |
0.009566 |
-0.000212 |
-2.2% |
0.000000 |
Volume |
25,317,642 |
28,367,604 |
3,049,962 |
12.0% |
108,593,340 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.268845 |
0.264320 |
0.249926 |
|
R3 |
0.262039 |
0.257514 |
0.248055 |
|
R2 |
0.255233 |
0.255233 |
0.247431 |
|
R1 |
0.250708 |
0.250708 |
0.246807 |
0.249568 |
PP |
0.248427 |
0.248427 |
0.248427 |
0.247857 |
S1 |
0.243902 |
0.243902 |
0.245559 |
0.242762 |
S2 |
0.241621 |
0.241621 |
0.244935 |
|
S3 |
0.234815 |
0.237096 |
0.244311 |
|
S4 |
0.228009 |
0.230290 |
0.242440 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.303426 |
0.294552 |
0.258369 |
|
R3 |
0.284593 |
0.275719 |
0.253190 |
|
R2 |
0.265760 |
0.265760 |
0.251464 |
|
R1 |
0.256886 |
0.256886 |
0.249737 |
0.251907 |
PP |
0.246927 |
0.246927 |
0.246927 |
0.244438 |
S1 |
0.238053 |
0.238053 |
0.246285 |
0.233074 |
S2 |
0.228094 |
0.228094 |
0.244558 |
|
S3 |
0.209261 |
0.219220 |
0.242832 |
|
S4 |
0.190428 |
0.200387 |
0.237653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.257158 |
0.244863 |
0.012295 |
5.0% |
0.007592 |
3.1% |
11% |
False |
False |
20,907,104 |
10 |
0.259104 |
0.236969 |
0.022135 |
9.0% |
0.008571 |
3.5% |
42% |
False |
False |
21,096,394 |
20 |
0.278649 |
0.236969 |
0.041680 |
16.9% |
0.009022 |
3.7% |
22% |
False |
False |
31,553,733 |
40 |
0.318133 |
0.236969 |
0.081164 |
33.0% |
0.009792 |
4.0% |
11% |
False |
False |
35,517,149 |
60 |
0.375077 |
0.236969 |
0.138108 |
56.1% |
0.013195 |
5.4% |
7% |
False |
False |
38,563,703 |
80 |
0.382392 |
0.235702 |
0.146690 |
59.6% |
0.014894 |
6.0% |
7% |
False |
False |
39,349,810 |
100 |
0.414676 |
0.235702 |
0.178974 |
72.7% |
0.014716 |
6.0% |
6% |
False |
False |
38,439,256 |
120 |
0.459576 |
0.235702 |
0.223874 |
90.9% |
0.015947 |
6.5% |
5% |
False |
False |
43,605,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.281878 |
2.618 |
0.270770 |
1.618 |
0.263964 |
1.000 |
0.259758 |
0.618 |
0.257158 |
HIGH |
0.252952 |
0.618 |
0.250352 |
0.500 |
0.249549 |
0.382 |
0.248746 |
LOW |
0.246146 |
0.618 |
0.241940 |
1.000 |
0.239340 |
1.618 |
0.235134 |
2.618 |
0.228328 |
4.250 |
0.217221 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.249549 |
0.251652 |
PP |
0.248427 |
0.249829 |
S1 |
0.247305 |
0.248006 |
|