Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.260373 |
0.257362 |
-0.003011 |
-1.2% |
0.243773 |
High |
0.261888 |
0.263931 |
0.002043 |
0.8% |
0.255753 |
Low |
0.254469 |
0.256587 |
0.002118 |
0.8% |
0.241828 |
Close |
0.257362 |
0.262089 |
0.004727 |
1.8% |
0.249249 |
Range |
0.007419 |
0.007344 |
-0.000075 |
-1.0% |
0.013925 |
ATR |
0.008719 |
0.008621 |
-0.000098 |
-1.1% |
0.000000 |
Volume |
43,409,899 |
26,583,573 |
-16,826,326 |
-38.8% |
157,922,008 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.282901 |
0.279839 |
0.266128 |
|
R3 |
0.275557 |
0.272495 |
0.264109 |
|
R2 |
0.268213 |
0.268213 |
0.263435 |
|
R1 |
0.265151 |
0.265151 |
0.262762 |
0.266682 |
PP |
0.260869 |
0.260869 |
0.260869 |
0.261635 |
S1 |
0.257807 |
0.257807 |
0.261416 |
0.259338 |
S2 |
0.253525 |
0.253525 |
0.260743 |
|
S3 |
0.246181 |
0.250463 |
0.260069 |
|
S4 |
0.238837 |
0.243119 |
0.258050 |
|
|
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 |
0.247665 |
0.021622 |
8.2% |
0.010008 |
3.8% |
67% |
False |
False |
34,803,073 |
10 |
0.269287 |
0.241828 |
0.027459 |
10.5% |
0.007372 |
2.8% |
74% |
False |
False |
30,476,510 |
20 |
0.269287 |
0.236969 |
0.032318 |
12.3% |
0.007972 |
3.0% |
78% |
False |
False |
25,786,452 |
40 |
0.302155 |
0.236969 |
0.065186 |
24.9% |
0.009379 |
3.6% |
39% |
False |
False |
35,154,881 |
60 |
0.375077 |
0.236969 |
0.138108 |
52.7% |
0.011979 |
4.6% |
18% |
False |
False |
38,289,637 |
80 |
0.375077 |
0.236969 |
0.138108 |
52.7% |
0.012882 |
4.9% |
18% |
False |
False |
38,159,249 |
100 |
0.382392 |
0.235702 |
0.146690 |
56.0% |
0.013729 |
5.2% |
18% |
False |
False |
37,334,984 |
120 |
0.459576 |
0.235702 |
0.223874 |
85.4% |
0.014806 |
5.6% |
12% |
False |
False |
39,673,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.295143 |
2.618 |
0.283158 |
1.618 |
0.275814 |
1.000 |
0.271275 |
0.618 |
0.268470 |
HIGH |
0.263931 |
0.618 |
0.261126 |
0.500 |
0.260259 |
0.382 |
0.259392 |
LOW |
0.256587 |
0.618 |
0.252048 |
1.000 |
0.249243 |
1.618 |
0.244704 |
2.618 |
0.237360 |
4.250 |
0.225375 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.261479 |
0.261144 |
PP |
0.260869 |
0.260199 |
S1 |
0.260259 |
0.259254 |
|