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 |
0.244471 |
0.244406 |
-0.000065 |
0.0% |
0.248017 |
High |
0.247592 |
0.247978 |
0.000386 |
0.2% |
0.257158 |
Low |
0.243880 |
0.243037 |
-0.000843 |
-0.3% |
0.242832 |
Close |
0.244406 |
0.244828 |
0.000422 |
0.2% |
0.243773 |
Range |
0.003712 |
0.004941 |
0.001229 |
33.1% |
0.014326 |
ATR |
0.008470 |
0.008218 |
-0.000252 |
-3.0% |
0.000000 |
Volume |
29,038,158 |
31,126,954 |
2,088,796 |
7.2% |
104,906,204 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.260104 |
0.257407 |
0.247546 |
|
R3 |
0.255163 |
0.252466 |
0.246187 |
|
R2 |
0.250222 |
0.250222 |
0.245734 |
|
R1 |
0.247525 |
0.247525 |
0.245281 |
0.248874 |
PP |
0.245281 |
0.245281 |
0.245281 |
0.245955 |
S1 |
0.242584 |
0.242584 |
0.244375 |
0.243933 |
S2 |
0.240340 |
0.240340 |
0.243922 |
|
S3 |
0.235399 |
0.237643 |
0.243469 |
|
S4 |
0.230458 |
0.232702 |
0.242110 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.290899 |
0.281662 |
0.251652 |
|
R3 |
0.276573 |
0.267336 |
0.247713 |
|
R2 |
0.262247 |
0.262247 |
0.246399 |
|
R1 |
0.253010 |
0.253010 |
0.245086 |
0.250466 |
PP |
0.247921 |
0.247921 |
0.247921 |
0.246649 |
S1 |
0.238684 |
0.238684 |
0.242460 |
0.236140 |
S2 |
0.233595 |
0.233595 |
0.241147 |
|
S3 |
0.219269 |
0.224358 |
0.239833 |
|
S4 |
0.204943 |
0.210032 |
0.235894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.252952 |
0.241828 |
0.011124 |
4.5% |
0.004790 |
2.0% |
27% |
False |
False |
22,909,817 |
10 |
0.257158 |
0.241828 |
0.015330 |
6.3% |
0.006048 |
2.5% |
20% |
False |
False |
21,950,854 |
20 |
0.275391 |
0.236969 |
0.038422 |
15.7% |
0.007603 |
3.1% |
20% |
False |
False |
24,685,543 |
40 |
0.311367 |
0.236969 |
0.074398 |
30.4% |
0.009396 |
3.8% |
11% |
False |
False |
35,622,146 |
60 |
0.375077 |
0.236969 |
0.138108 |
56.4% |
0.012169 |
5.0% |
6% |
False |
False |
36,621,294 |
80 |
0.381717 |
0.235702 |
0.146015 |
59.6% |
0.014544 |
5.9% |
6% |
False |
False |
38,819,478 |
100 |
0.396106 |
0.235702 |
0.160404 |
65.5% |
0.014190 |
5.8% |
6% |
False |
False |
38,065,858 |
120 |
0.459576 |
0.235702 |
0.223874 |
91.4% |
0.015265 |
6.2% |
4% |
False |
False |
42,077,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.268977 |
2.618 |
0.260914 |
1.618 |
0.255973 |
1.000 |
0.252919 |
0.618 |
0.251032 |
HIGH |
0.247978 |
0.618 |
0.246091 |
0.500 |
0.245508 |
0.382 |
0.244924 |
LOW |
0.243037 |
0.618 |
0.239983 |
1.000 |
0.238096 |
1.618 |
0.235042 |
2.618 |
0.230101 |
4.250 |
0.222038 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.245508 |
0.244903 |
PP |
0.245281 |
0.244878 |
S1 |
0.245055 |
0.244853 |
|