| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.06011 |
1.06697 |
0.00686 |
0.6% |
1.05096 |
| High |
1.06777 |
1.06936 |
0.00159 |
0.1% |
1.06158 |
| Low |
1.05715 |
1.05833 |
0.00118 |
0.1% |
1.05091 |
| Close |
1.06694 |
1.05898 |
-0.00796 |
-0.7% |
1.05949 |
| Range |
0.01062 |
0.01103 |
0.00041 |
3.9% |
0.01067 |
| ATR |
0.00723 |
0.00750 |
0.00027 |
3.8% |
0.00000 |
| Volume |
240,832 |
258,093 |
17,261 |
7.2% |
1,402,635 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.09531 |
1.08818 |
1.06505 |
|
| R3 |
1.08428 |
1.07715 |
1.06201 |
|
| R2 |
1.07325 |
1.07325 |
1.06100 |
|
| R1 |
1.06612 |
1.06612 |
1.05999 |
1.06417 |
| PP |
1.06222 |
1.06222 |
1.06222 |
1.06125 |
| S1 |
1.05509 |
1.05509 |
1.05797 |
1.05314 |
| S2 |
1.05119 |
1.05119 |
1.05696 |
|
| S3 |
1.04016 |
1.04406 |
1.05595 |
|
| S4 |
1.02913 |
1.03303 |
1.05291 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08934 |
1.08508 |
1.06536 |
|
| R3 |
1.07867 |
1.07441 |
1.06242 |
|
| R2 |
1.06800 |
1.06800 |
1.06145 |
|
| R1 |
1.06374 |
1.06374 |
1.06047 |
1.06587 |
| PP |
1.05733 |
1.05733 |
1.05733 |
1.05839 |
| S1 |
1.05307 |
1.05307 |
1.05851 |
1.05520 |
| S2 |
1.04666 |
1.04666 |
1.05753 |
|
| S3 |
1.03599 |
1.04240 |
1.05656 |
|
| S4 |
1.02532 |
1.03173 |
1.05362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06936 |
1.05232 |
0.01704 |
1.6% |
0.00827 |
0.8% |
39% |
True |
False |
269,521 |
| 10 |
1.06936 |
1.04955 |
0.01981 |
1.9% |
0.00759 |
0.7% |
48% |
True |
False |
281,291 |
| 20 |
1.06936 |
1.04487 |
0.02449 |
2.3% |
0.00760 |
0.7% |
58% |
True |
False |
293,221 |
| 40 |
1.09453 |
1.04487 |
0.04966 |
4.7% |
0.00730 |
0.7% |
28% |
False |
False |
275,708 |
| 60 |
1.10645 |
1.04487 |
0.06158 |
5.8% |
0.00710 |
0.7% |
23% |
False |
False |
266,843 |
| 80 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00727 |
0.7% |
17% |
False |
False |
265,664 |
| 100 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00729 |
0.7% |
17% |
False |
False |
254,346 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00724 |
0.7% |
17% |
False |
False |
249,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.11624 |
|
2.618 |
1.09824 |
|
1.618 |
1.08721 |
|
1.000 |
1.08039 |
|
0.618 |
1.07618 |
|
HIGH |
1.06936 |
|
0.618 |
1.06515 |
|
0.500 |
1.06385 |
|
0.382 |
1.06254 |
|
LOW |
1.05833 |
|
0.618 |
1.05151 |
|
1.000 |
1.04730 |
|
1.618 |
1.04048 |
|
2.618 |
1.02945 |
|
4.250 |
1.01145 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.06385 |
1.06294 |
| PP |
1.06222 |
1.06162 |
| S1 |
1.06060 |
1.06030 |
|