| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.06609 |
1.06535 |
-0.00074 |
-0.1% |
1.06621 |
| High |
1.06717 |
1.06554 |
-0.00163 |
-0.2% |
1.07369 |
| Low |
1.06150 |
1.05761 |
-0.00389 |
-0.4% |
1.06150 |
| Close |
1.06443 |
1.05928 |
-0.00515 |
-0.5% |
1.06443 |
| Range |
0.00567 |
0.00793 |
0.00226 |
39.9% |
0.01219 |
| ATR |
0.00674 |
0.00682 |
0.00009 |
1.3% |
0.00000 |
| Volume |
260,600 |
221,854 |
-38,746 |
-14.9% |
1,261,986 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08460 |
1.07987 |
1.06364 |
|
| R3 |
1.07667 |
1.07194 |
1.06146 |
|
| R2 |
1.06874 |
1.06874 |
1.06073 |
|
| R1 |
1.06401 |
1.06401 |
1.06001 |
1.06241 |
| PP |
1.06081 |
1.06081 |
1.06081 |
1.06001 |
| S1 |
1.05608 |
1.05608 |
1.05855 |
1.05448 |
| S2 |
1.05288 |
1.05288 |
1.05783 |
|
| S3 |
1.04495 |
1.04815 |
1.05710 |
|
| S4 |
1.03702 |
1.04022 |
1.05492 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.10311 |
1.09596 |
1.07113 |
|
| R3 |
1.09092 |
1.08377 |
1.06778 |
|
| R2 |
1.07873 |
1.07873 |
1.06666 |
|
| R1 |
1.07158 |
1.07158 |
1.06555 |
1.06906 |
| PP |
1.06654 |
1.06654 |
1.06654 |
1.06528 |
| S1 |
1.05939 |
1.05939 |
1.06331 |
1.05687 |
| S2 |
1.05435 |
1.05435 |
1.06220 |
|
| S3 |
1.04216 |
1.04720 |
1.06108 |
|
| S4 |
1.02997 |
1.03501 |
1.05773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.07369 |
1.05761 |
0.01608 |
1.5% |
0.00644 |
0.6% |
10% |
False |
True |
252,459 |
| 10 |
1.07683 |
1.05761 |
0.01922 |
1.8% |
0.00656 |
0.6% |
9% |
False |
True |
253,262 |
| 20 |
1.09453 |
1.05761 |
0.03692 |
3.5% |
0.00692 |
0.7% |
5% |
False |
True |
257,206 |
| 40 |
1.10645 |
1.05761 |
0.04884 |
4.6% |
0.00686 |
0.6% |
3% |
False |
True |
254,444 |
| 60 |
1.12754 |
1.05761 |
0.06993 |
6.6% |
0.00724 |
0.7% |
2% |
False |
True |
256,112 |
| 80 |
1.12754 |
1.05761 |
0.06993 |
6.6% |
0.00729 |
0.7% |
2% |
False |
True |
244,418 |
| 100 |
1.12754 |
1.05761 |
0.06993 |
6.6% |
0.00722 |
0.7% |
2% |
False |
True |
240,309 |
| 120 |
1.12754 |
1.05761 |
0.06993 |
6.6% |
0.00734 |
0.7% |
2% |
False |
True |
235,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.09924 |
|
2.618 |
1.08630 |
|
1.618 |
1.07837 |
|
1.000 |
1.07347 |
|
0.618 |
1.07044 |
|
HIGH |
1.06554 |
|
0.618 |
1.06251 |
|
0.500 |
1.06158 |
|
0.382 |
1.06064 |
|
LOW |
1.05761 |
|
0.618 |
1.05271 |
|
1.000 |
1.04968 |
|
1.618 |
1.04478 |
|
2.618 |
1.03685 |
|
4.250 |
1.02391 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.06158 |
1.06248 |
| PP |
1.06081 |
1.06141 |
| S1 |
1.06005 |
1.06035 |
|