Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.249411 |
0.249249 |
-0.000162 |
-0.1% |
0.243773 |
High |
0.255753 |
0.269287 |
0.013534 |
5.3% |
0.255753 |
Low |
0.248213 |
0.247665 |
-0.000548 |
-0.2% |
0.241828 |
Close |
0.249249 |
0.260487 |
0.011238 |
4.5% |
0.249249 |
Range |
0.007540 |
0.021622 |
0.014082 |
186.8% |
0.013925 |
ATR |
0.008058 |
0.009027 |
0.000969 |
12.0% |
0.000000 |
Volume |
52,895,459 |
771,669 |
-52,123,790 |
-98.5% |
157,922,008 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.324012 |
0.313872 |
0.272379 |
|
R3 |
0.302390 |
0.292250 |
0.266433 |
|
R2 |
0.280768 |
0.280768 |
0.264451 |
|
R1 |
0.270628 |
0.270628 |
0.262469 |
0.275698 |
PP |
0.259146 |
0.259146 |
0.259146 |
0.261682 |
S1 |
0.249006 |
0.249006 |
0.258505 |
0.254076 |
S2 |
0.237524 |
0.237524 |
0.256523 |
|
S3 |
0.215902 |
0.227384 |
0.254541 |
|
S4 |
0.194280 |
0.205762 |
0.248595 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.290718 |
0.283909 |
0.256908 |
|
R3 |
0.276793 |
0.269984 |
0.253078 |
|
R2 |
0.262868 |
0.262868 |
0.251802 |
|
R1 |
0.256059 |
0.256059 |
0.250525 |
0.259464 |
PP |
0.248943 |
0.248943 |
0.248943 |
0.250646 |
S1 |
0.242134 |
0.242134 |
0.247973 |
0.245539 |
S2 |
0.235018 |
0.235018 |
0.246696 |
|
S3 |
0.221093 |
0.228209 |
0.245420 |
|
S4 |
0.207168 |
0.214284 |
0.241590 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.269287 |
0.243037 |
0.026250 |
10.1% |
0.008871 |
3.4% |
66% |
True |
False |
31,680,099 |
10 |
0.269287 |
0.241828 |
0.027459 |
10.5% |
0.007066 |
2.7% |
68% |
True |
False |
26,335,202 |
20 |
0.269287 |
0.236969 |
0.032318 |
12.4% |
0.007669 |
2.9% |
73% |
True |
False |
22,857,285 |
40 |
0.302291 |
0.236969 |
0.065322 |
25.1% |
0.009620 |
3.7% |
36% |
False |
False |
34,860,730 |
60 |
0.375077 |
0.236969 |
0.138108 |
53.0% |
0.012113 |
4.7% |
17% |
False |
False |
37,598,619 |
80 |
0.375077 |
0.235702 |
0.139375 |
53.5% |
0.013900 |
5.3% |
18% |
False |
False |
38,747,681 |
100 |
0.382392 |
0.235702 |
0.146690 |
56.3% |
0.013977 |
5.4% |
17% |
False |
False |
38,195,975 |
120 |
0.459576 |
0.235702 |
0.223874 |
85.9% |
0.015143 |
5.8% |
11% |
False |
False |
41,520,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.361181 |
2.618 |
0.325893 |
1.618 |
0.304271 |
1.000 |
0.290909 |
0.618 |
0.282649 |
HIGH |
0.269287 |
0.618 |
0.261027 |
0.500 |
0.258476 |
0.382 |
0.255925 |
LOW |
0.247665 |
0.618 |
0.234303 |
1.000 |
0.226043 |
1.618 |
0.212681 |
2.618 |
0.191059 |
4.250 |
0.155772 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.259817 |
0.259149 |
PP |
0.259146 |
0.257811 |
S1 |
0.258476 |
0.256474 |
|