| 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 |
0.503712 |
0.503073 |
-0.000639 |
-0.1% |
0.499087 |
| High |
0.506721 |
0.509057 |
0.002336 |
0.5% |
0.523924 |
| Low |
0.496725 |
0.494935 |
-0.001790 |
-0.4% |
0.488901 |
| Close |
0.503073 |
0.507439 |
0.004366 |
0.9% |
0.511858 |
| Range |
0.009996 |
0.014122 |
0.004126 |
41.3% |
0.035023 |
| ATR |
0.020075 |
0.019650 |
-0.000425 |
-2.1% |
0.000000 |
| Volume |
94,171,678 |
148,327,757 |
54,156,079 |
57.5% |
383,948,759 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.546176 |
0.540930 |
0.515206 |
|
| R3 |
0.532054 |
0.526808 |
0.511323 |
|
| R2 |
0.517932 |
0.517932 |
0.510028 |
|
| R1 |
0.512686 |
0.512686 |
0.508734 |
0.515309 |
| PP |
0.503810 |
0.503810 |
0.503810 |
0.505122 |
| S1 |
0.498564 |
0.498564 |
0.506144 |
0.501187 |
| S2 |
0.489688 |
0.489688 |
0.504850 |
|
| S3 |
0.475566 |
0.484442 |
0.503555 |
|
| S4 |
0.461444 |
0.470320 |
0.499672 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.613297 |
0.597600 |
0.531121 |
|
| R3 |
0.578274 |
0.562577 |
0.521489 |
|
| R2 |
0.543251 |
0.543251 |
0.518279 |
|
| R1 |
0.527554 |
0.527554 |
0.515068 |
0.535403 |
| PP |
0.508228 |
0.508228 |
0.508228 |
0.512152 |
| S1 |
0.492531 |
0.492531 |
0.508648 |
0.500380 |
| S2 |
0.473205 |
0.473205 |
0.505437 |
|
| S3 |
0.438182 |
0.457508 |
0.502227 |
|
| S4 |
0.403159 |
0.422485 |
0.492595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.516282 |
0.492887 |
0.023395 |
4.6% |
0.012888 |
2.5% |
62% |
False |
False |
84,791,305 |
| 10 |
0.523924 |
0.488901 |
0.035023 |
6.9% |
0.014764 |
2.9% |
53% |
False |
False |
82,769,960 |
| 20 |
0.529498 |
0.468261 |
0.061237 |
12.1% |
0.015593 |
3.1% |
64% |
False |
False |
84,802,695 |
| 40 |
0.689878 |
0.459625 |
0.230253 |
45.4% |
0.023869 |
4.7% |
21% |
False |
False |
85,126,994 |
| 60 |
0.922366 |
0.459257 |
0.463109 |
91.3% |
0.037827 |
7.5% |
10% |
False |
False |
83,449,319 |
| 80 |
0.922366 |
0.457115 |
0.465251 |
91.7% |
0.034903 |
6.9% |
11% |
False |
False |
85,374,648 |
| 100 |
0.922366 |
0.411952 |
0.510414 |
100.6% |
0.032238 |
6.4% |
19% |
False |
False |
77,157,732 |
| 120 |
0.922366 |
0.411952 |
0.510414 |
100.6% |
0.030621 |
6.0% |
19% |
False |
False |
69,923,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.569076 |
|
2.618 |
0.546028 |
|
1.618 |
0.531906 |
|
1.000 |
0.523179 |
|
0.618 |
0.517784 |
|
HIGH |
0.509057 |
|
0.618 |
0.503662 |
|
0.500 |
0.501996 |
|
0.382 |
0.500330 |
|
LOW |
0.494935 |
|
0.618 |
0.486208 |
|
1.000 |
0.480813 |
|
1.618 |
0.472086 |
|
2.618 |
0.457964 |
|
4.250 |
0.434917 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.505625 |
0.505625 |
| PP |
0.503810 |
0.503810 |
| S1 |
0.501996 |
0.501996 |
|