| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.05288 |
1.05096 |
-0.00192 |
-0.2% |
1.05629 |
| High |
1.05587 |
1.05628 |
0.00041 |
0.0% |
1.06395 |
| Low |
1.04955 |
1.05091 |
0.00136 |
0.1% |
1.04955 |
| Close |
1.05068 |
1.05590 |
0.00522 |
0.5% |
1.05068 |
| Range |
0.00632 |
0.00537 |
-0.00095 |
-15.0% |
0.01440 |
| ATR |
0.00727 |
0.00715 |
-0.00012 |
-1.6% |
0.00000 |
| Volume |
311,658 |
259,823 |
-51,835 |
-16.6% |
1,550,340 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.07047 |
1.06856 |
1.05885 |
|
| R3 |
1.06510 |
1.06319 |
1.05738 |
|
| R2 |
1.05973 |
1.05973 |
1.05688 |
|
| R1 |
1.05782 |
1.05782 |
1.05639 |
1.05878 |
| PP |
1.05436 |
1.05436 |
1.05436 |
1.05484 |
| S1 |
1.05245 |
1.05245 |
1.05541 |
1.05341 |
| S2 |
1.04899 |
1.04899 |
1.05492 |
|
| S3 |
1.04362 |
1.04708 |
1.05442 |
|
| S4 |
1.03825 |
1.04171 |
1.05295 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.09793 |
1.08870 |
1.05860 |
|
| R3 |
1.08353 |
1.07430 |
1.05464 |
|
| R2 |
1.06913 |
1.06913 |
1.05332 |
|
| R1 |
1.05990 |
1.05990 |
1.05200 |
1.05732 |
| PP |
1.05473 |
1.05473 |
1.05473 |
1.05343 |
| S1 |
1.04550 |
1.04550 |
1.04936 |
1.04292 |
| S2 |
1.04033 |
1.04033 |
1.04804 |
|
| S3 |
1.02593 |
1.03110 |
1.04672 |
|
| S4 |
1.01153 |
1.01670 |
1.04276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06395 |
1.04955 |
0.01440 |
1.4% |
0.00697 |
0.7% |
44% |
False |
False |
302,968 |
| 10 |
1.06395 |
1.04487 |
0.01908 |
1.8% |
0.00697 |
0.7% |
58% |
False |
False |
305,895 |
| 20 |
1.07369 |
1.04487 |
0.02882 |
2.7% |
0.00706 |
0.7% |
38% |
False |
False |
286,584 |
| 40 |
1.09453 |
1.04487 |
0.04966 |
4.7% |
0.00707 |
0.7% |
22% |
False |
False |
257,158 |
| 60 |
1.11496 |
1.04487 |
0.07009 |
6.6% |
0.00724 |
0.7% |
16% |
False |
False |
270,106 |
| 80 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00726 |
0.7% |
13% |
False |
False |
261,496 |
| 100 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00725 |
0.7% |
13% |
False |
False |
252,055 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00727 |
0.7% |
13% |
False |
False |
247,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.07910 |
|
2.618 |
1.07034 |
|
1.618 |
1.06497 |
|
1.000 |
1.06165 |
|
0.618 |
1.05960 |
|
HIGH |
1.05628 |
|
0.618 |
1.05423 |
|
0.500 |
1.05360 |
|
0.382 |
1.05296 |
|
LOW |
1.05091 |
|
0.618 |
1.04759 |
|
1.000 |
1.04554 |
|
1.618 |
1.04222 |
|
2.618 |
1.03685 |
|
4.250 |
1.02809 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.05513 |
1.05675 |
| PP |
1.05436 |
1.05647 |
| S1 |
1.05360 |
1.05618 |
|