| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.05774 |
1.05364 |
-0.00410 |
-0.4% |
1.05629 |
| High |
1.05942 |
1.06158 |
0.00216 |
0.2% |
1.06395 |
| Low |
1.05232 |
1.05282 |
0.00050 |
0.0% |
1.04955 |
| Close |
1.05355 |
1.05811 |
0.00456 |
0.4% |
1.05068 |
| Range |
0.00710 |
0.00876 |
0.00166 |
23.4% |
0.01440 |
| ATR |
0.00708 |
0.00720 |
0.00012 |
1.7% |
0.00000 |
| Volume |
285,682 |
311,487 |
25,805 |
9.0% |
1,550,340 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08378 |
1.07971 |
1.06293 |
|
| R3 |
1.07502 |
1.07095 |
1.06052 |
|
| R2 |
1.06626 |
1.06626 |
1.05972 |
|
| R1 |
1.06219 |
1.06219 |
1.05891 |
1.06423 |
| PP |
1.05750 |
1.05750 |
1.05750 |
1.05852 |
| S1 |
1.05343 |
1.05343 |
1.05731 |
1.05547 |
| S2 |
1.04874 |
1.04874 |
1.05650 |
|
| S3 |
1.03998 |
1.04467 |
1.05570 |
|
| S4 |
1.03122 |
1.03591 |
1.05329 |
|
|
| 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 |
1.06158 |
1.04955 |
0.01203 |
1.1% |
0.00675 |
0.6% |
71% |
True |
False |
292,556 |
| 10 |
1.06395 |
1.04830 |
0.01565 |
1.5% |
0.00741 |
0.7% |
63% |
False |
False |
302,472 |
| 20 |
1.06717 |
1.04487 |
0.02230 |
2.1% |
0.00724 |
0.7% |
59% |
False |
False |
292,157 |
| 40 |
1.09453 |
1.04487 |
0.04966 |
4.7% |
0.00710 |
0.7% |
27% |
False |
False |
269,515 |
| 60 |
1.11496 |
1.04487 |
0.07009 |
6.6% |
0.00724 |
0.7% |
19% |
False |
False |
271,233 |
| 80 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00726 |
0.7% |
16% |
False |
False |
264,612 |
| 100 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00732 |
0.7% |
16% |
False |
False |
253,916 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00722 |
0.7% |
16% |
False |
False |
248,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.09881 |
|
2.618 |
1.08451 |
|
1.618 |
1.07575 |
|
1.000 |
1.07034 |
|
0.618 |
1.06699 |
|
HIGH |
1.06158 |
|
0.618 |
1.05823 |
|
0.500 |
1.05720 |
|
0.382 |
1.05617 |
|
LOW |
1.05282 |
|
0.618 |
1.04741 |
|
1.000 |
1.04406 |
|
1.618 |
1.03865 |
|
2.618 |
1.02989 |
|
4.250 |
1.01559 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.05781 |
1.05772 |
| PP |
1.05750 |
1.05734 |
| S1 |
1.05720 |
1.05695 |
|