| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.05931 |
1.05724 |
-0.00207 |
-0.2% |
1.06621 |
| High |
1.06089 |
1.05753 |
-0.00336 |
-0.3% |
1.07369 |
| Low |
1.05620 |
1.04885 |
-0.00735 |
-0.7% |
1.06150 |
| Close |
1.05715 |
1.05040 |
-0.00675 |
-0.6% |
1.06443 |
| Range |
0.00469 |
0.00868 |
0.00399 |
85.1% |
0.01219 |
| ATR |
0.00667 |
0.00682 |
0.00014 |
2.1% |
0.00000 |
| Volume |
246,709 |
295,810 |
49,101 |
19.9% |
1,261,986 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.07830 |
1.07303 |
1.05517 |
|
| R3 |
1.06962 |
1.06435 |
1.05279 |
|
| R2 |
1.06094 |
1.06094 |
1.05199 |
|
| R1 |
1.05567 |
1.05567 |
1.05120 |
1.05397 |
| PP |
1.05226 |
1.05226 |
1.05226 |
1.05141 |
| S1 |
1.04699 |
1.04699 |
1.04960 |
1.04529 |
| S2 |
1.04358 |
1.04358 |
1.04881 |
|
| S3 |
1.03490 |
1.03831 |
1.04801 |
|
| S4 |
1.02622 |
1.02963 |
1.04563 |
|
|
| 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 |
1.06735 |
1.04885 |
0.01850 |
1.8% |
0.00652 |
0.6% |
8% |
False |
True |
263,964 |
| 10 |
1.07521 |
1.04885 |
0.02636 |
2.5% |
0.00674 |
0.6% |
6% |
False |
True |
256,144 |
| 20 |
1.09453 |
1.04885 |
0.04568 |
4.3% |
0.00690 |
0.7% |
3% |
False |
True |
258,709 |
| 40 |
1.10645 |
1.04885 |
0.05760 |
5.5% |
0.00694 |
0.7% |
3% |
False |
True |
254,627 |
| 60 |
1.12754 |
1.04885 |
0.07869 |
7.5% |
0.00720 |
0.7% |
2% |
False |
True |
258,314 |
| 80 |
1.12754 |
1.04885 |
0.07869 |
7.5% |
0.00723 |
0.7% |
2% |
False |
True |
245,766 |
| 100 |
1.12754 |
1.04885 |
0.07869 |
7.5% |
0.00715 |
0.7% |
2% |
False |
True |
240,398 |
| 120 |
1.12754 |
1.04885 |
0.07869 |
7.5% |
0.00731 |
0.7% |
2% |
False |
True |
235,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.09442 |
|
2.618 |
1.08025 |
|
1.618 |
1.07157 |
|
1.000 |
1.06621 |
|
0.618 |
1.06289 |
|
HIGH |
1.05753 |
|
0.618 |
1.05421 |
|
0.500 |
1.05319 |
|
0.382 |
1.05217 |
|
LOW |
1.04885 |
|
0.618 |
1.04349 |
|
1.000 |
1.04017 |
|
1.618 |
1.03481 |
|
2.618 |
1.02613 |
|
4.250 |
1.01196 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.05319 |
1.05720 |
| PP |
1.05226 |
1.05493 |
| S1 |
1.05133 |
1.05267 |
|