Trading Metrics calculated at close of trading on 30-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2019 |
30-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1.23148 |
1.22994 |
-0.00154 |
-0.1% |
1.24750 |
High |
1.23361 |
1.23425 |
0.00064 |
0.1% |
1.25025 |
Low |
1.22710 |
1.22755 |
0.00045 |
0.0% |
1.22710 |
Close |
1.22871 |
1.22930 |
0.00059 |
0.0% |
1.22871 |
Range |
0.00651 |
0.00670 |
0.00019 |
2.9% |
0.02315 |
ATR |
0.01017 |
0.00992 |
-0.00025 |
-2.4% |
0.00000 |
Volume |
189,900 |
174,931 |
-14,969 |
-7.9% |
1,018,881 |
|
Daily Pivots for day following 30-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.25047 |
1.24658 |
1.23299 |
|
R3 |
1.24377 |
1.23988 |
1.23114 |
|
R2 |
1.23707 |
1.23707 |
1.23053 |
|
R1 |
1.23318 |
1.23318 |
1.22991 |
1.23178 |
PP |
1.23037 |
1.23037 |
1.23037 |
1.22966 |
S1 |
1.22648 |
1.22648 |
1.22869 |
1.22508 |
S2 |
1.22367 |
1.22367 |
1.22807 |
|
S3 |
1.21697 |
1.21978 |
1.22746 |
|
S4 |
1.21027 |
1.21308 |
1.22562 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.30480 |
1.28991 |
1.24144 |
|
R3 |
1.28165 |
1.26676 |
1.23508 |
|
R2 |
1.25850 |
1.25850 |
1.23295 |
|
R1 |
1.24361 |
1.24361 |
1.23083 |
1.23948 |
PP |
1.23535 |
1.23535 |
1.23535 |
1.23329 |
S1 |
1.22046 |
1.22046 |
1.22659 |
1.21633 |
S2 |
1.21220 |
1.21220 |
1.22447 |
|
S3 |
1.18905 |
1.19731 |
1.22234 |
|
S4 |
1.16590 |
1.17416 |
1.21598 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.25025 |
1.22710 |
0.02315 |
1.9% |
0.00893 |
0.7% |
10% |
False |
False |
198,535 |
10 |
1.25811 |
1.22710 |
0.03101 |
2.5% |
0.00968 |
0.8% |
7% |
False |
False |
208,097 |
20 |
1.25811 |
1.19582 |
0.06229 |
5.1% |
0.01071 |
0.9% |
54% |
False |
False |
230,507 |
40 |
1.25811 |
1.19582 |
0.06229 |
5.1% |
0.00999 |
0.8% |
54% |
False |
False |
238,326 |
60 |
1.25811 |
1.19582 |
0.06229 |
5.1% |
0.00968 |
0.8% |
54% |
False |
False |
226,533 |
80 |
1.27841 |
1.19582 |
0.08259 |
6.7% |
0.00909 |
0.7% |
41% |
False |
False |
252,448 |
100 |
1.29713 |
1.19582 |
0.10131 |
8.2% |
0.00882 |
0.7% |
33% |
False |
False |
274,075 |
120 |
1.31758 |
1.19582 |
0.12176 |
9.9% |
0.00859 |
0.7% |
27% |
False |
False |
252,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.26273 |
2.618 |
1.25179 |
1.618 |
1.24509 |
1.000 |
1.24095 |
0.618 |
1.23839 |
HIGH |
1.23425 |
0.618 |
1.23169 |
0.500 |
1.23090 |
0.382 |
1.23011 |
LOW |
1.22755 |
0.618 |
1.22341 |
1.000 |
1.22085 |
1.618 |
1.21671 |
2.618 |
1.21001 |
4.250 |
1.19908 |
|
|
Fisher Pivots for day following 30-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1.23090 |
1.23253 |
PP |
1.23037 |
1.23145 |
S1 |
1.22983 |
1.23038 |
|