| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.05903 |
1.05663 |
-0.00240 |
-0.2% |
1.05096 |
| High |
1.06067 |
1.05719 |
-0.00348 |
-0.3% |
1.06158 |
| Low |
1.05659 |
1.05235 |
-0.00424 |
-0.4% |
1.05091 |
| Close |
1.05663 |
1.05611 |
-0.00052 |
0.0% |
1.05949 |
| Range |
0.00408 |
0.00484 |
0.00076 |
18.6% |
0.01067 |
| ATR |
0.00725 |
0.00708 |
-0.00017 |
-2.4% |
0.00000 |
| Volume |
242,056 |
264,861 |
22,805 |
9.4% |
1,402,635 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.06974 |
1.06776 |
1.05877 |
|
| R3 |
1.06490 |
1.06292 |
1.05744 |
|
| R2 |
1.06006 |
1.06006 |
1.05700 |
|
| R1 |
1.05808 |
1.05808 |
1.05655 |
1.05665 |
| PP |
1.05522 |
1.05522 |
1.05522 |
1.05450 |
| S1 |
1.05324 |
1.05324 |
1.05567 |
1.05181 |
| S2 |
1.05038 |
1.05038 |
1.05522 |
|
| S3 |
1.04554 |
1.04840 |
1.05478 |
|
| S4 |
1.04070 |
1.04356 |
1.05345 |
|
|
| 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 |
1.05235 |
0.01701 |
1.6% |
0.00688 |
0.7% |
22% |
False |
True |
251,471 |
| 10 |
1.06936 |
1.04955 |
0.01981 |
1.9% |
0.00682 |
0.6% |
33% |
False |
False |
272,013 |
| 20 |
1.06936 |
1.04487 |
0.02449 |
2.3% |
0.00717 |
0.7% |
46% |
False |
False |
288,213 |
| 40 |
1.09395 |
1.04487 |
0.04908 |
4.6% |
0.00703 |
0.7% |
23% |
False |
False |
273,820 |
| 60 |
1.10645 |
1.04487 |
0.06158 |
5.8% |
0.00699 |
0.7% |
18% |
False |
False |
265,538 |
| 80 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00723 |
0.7% |
14% |
False |
False |
267,120 |
| 100 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00726 |
0.7% |
14% |
False |
False |
255,501 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00716 |
0.7% |
14% |
False |
False |
249,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.07776 |
|
2.618 |
1.06986 |
|
1.618 |
1.06502 |
|
1.000 |
1.06203 |
|
0.618 |
1.06018 |
|
HIGH |
1.05719 |
|
0.618 |
1.05534 |
|
0.500 |
1.05477 |
|
0.382 |
1.05420 |
|
LOW |
1.05235 |
|
0.618 |
1.04936 |
|
1.000 |
1.04751 |
|
1.618 |
1.04452 |
|
2.618 |
1.03968 |
|
4.250 |
1.03178 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.05566 |
1.06086 |
| PP |
1.05522 |
1.05927 |
| S1 |
1.05477 |
1.05769 |
|