Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.244406 |
0.244828 |
0.000422 |
0.2% |
0.248017 |
High |
0.247978 |
0.250199 |
0.002221 |
0.9% |
0.257158 |
Low |
0.243037 |
0.243660 |
0.000623 |
0.3% |
0.242832 |
Close |
0.244828 |
0.249411 |
0.004583 |
1.9% |
0.243773 |
Range |
0.004941 |
0.006539 |
0.001598 |
32.3% |
0.014326 |
ATR |
0.008218 |
0.008098 |
-0.000120 |
-1.5% |
0.000000 |
Volume |
31,126,954 |
44,568,256 |
13,441,302 |
43.2% |
104,906,204 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.267374 |
0.264931 |
0.253007 |
|
R3 |
0.260835 |
0.258392 |
0.251209 |
|
R2 |
0.254296 |
0.254296 |
0.250610 |
|
R1 |
0.251853 |
0.251853 |
0.250010 |
0.253075 |
PP |
0.247757 |
0.247757 |
0.247757 |
0.248367 |
S1 |
0.245314 |
0.245314 |
0.248812 |
0.246536 |
S2 |
0.241218 |
0.241218 |
0.248212 |
|
S3 |
0.234679 |
0.238775 |
0.247613 |
|
S4 |
0.228140 |
0.232236 |
0.245815 |
|
|
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 |
0.250199 |
0.241828 |
0.008371 |
3.4% |
0.004737 |
1.9% |
91% |
True |
False |
26,149,947 |
10 |
0.257158 |
0.241828 |
0.015330 |
6.1% |
0.006165 |
2.5% |
49% |
False |
False |
23,528,525 |
20 |
0.266347 |
0.236969 |
0.029378 |
11.8% |
0.007219 |
2.9% |
42% |
False |
False |
24,897,858 |
40 |
0.302291 |
0.236969 |
0.065322 |
26.2% |
0.009273 |
3.7% |
19% |
False |
False |
35,704,110 |
60 |
0.375077 |
0.236969 |
0.138108 |
55.4% |
0.012015 |
4.8% |
9% |
False |
False |
36,712,510 |
80 |
0.375077 |
0.235702 |
0.139375 |
55.9% |
0.014204 |
5.7% |
10% |
False |
False |
39,376,496 |
100 |
0.396073 |
0.235702 |
0.160371 |
64.3% |
0.014148 |
5.7% |
9% |
False |
False |
38,079,418 |
120 |
0.459576 |
0.235702 |
0.223874 |
89.8% |
0.015192 |
6.1% |
6% |
False |
False |
41,960,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.277990 |
2.618 |
0.267318 |
1.618 |
0.260779 |
1.000 |
0.256738 |
0.618 |
0.254240 |
HIGH |
0.250199 |
0.618 |
0.247701 |
0.500 |
0.246930 |
0.382 |
0.246158 |
LOW |
0.243660 |
0.618 |
0.239619 |
1.000 |
0.237121 |
1.618 |
0.233080 |
2.618 |
0.226541 |
4.250 |
0.215869 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.248584 |
0.248480 |
PP |
0.247757 |
0.247549 |
S1 |
0.246930 |
0.246618 |
|