| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.63757 |
0.63887 |
0.00130 |
0.2% |
0.64616 |
| High |
0.64147 |
0.64493 |
0.00346 |
0.5% |
0.64648 |
| Low |
0.63676 |
0.63800 |
0.00124 |
0.2% |
0.63577 |
| Close |
0.63774 |
0.64422 |
0.00648 |
1.0% |
0.63774 |
| Range |
0.00471 |
0.00693 |
0.00222 |
47.1% |
0.01071 |
| ATR |
0.00639 |
0.00645 |
0.00006 |
0.9% |
0.00000 |
| Volume |
188,873 |
196,543 |
7,670 |
4.1% |
855,464 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.66317 |
0.66063 |
0.64803 |
|
| R3 |
0.65624 |
0.65370 |
0.64613 |
|
| R2 |
0.64931 |
0.64931 |
0.64549 |
|
| R1 |
0.64677 |
0.64677 |
0.64486 |
0.64804 |
| PP |
0.64238 |
0.64238 |
0.64238 |
0.64302 |
| S1 |
0.63984 |
0.63984 |
0.64358 |
0.64111 |
| S2 |
0.63545 |
0.63545 |
0.64295 |
|
| S3 |
0.62852 |
0.63291 |
0.64231 |
|
| S4 |
0.62159 |
0.62598 |
0.64041 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.67213 |
0.66564 |
0.64363 |
|
| R3 |
0.66142 |
0.65493 |
0.64069 |
|
| R2 |
0.65071 |
0.65071 |
0.63970 |
|
| R1 |
0.64422 |
0.64422 |
0.63872 |
0.64211 |
| PP |
0.64000 |
0.64000 |
0.64000 |
0.63894 |
| S1 |
0.63351 |
0.63351 |
0.63676 |
0.63140 |
| S2 |
0.62929 |
0.62929 |
0.63578 |
|
| S3 |
0.61858 |
0.62280 |
0.63479 |
|
| S4 |
0.60787 |
0.61209 |
0.63185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.64648 |
0.63577 |
0.01071 |
1.7% |
0.00605 |
0.9% |
79% |
False |
False |
210,401 |
| 10 |
0.65220 |
0.63577 |
0.01643 |
2.6% |
0.00627 |
1.0% |
51% |
False |
False |
215,114 |
| 20 |
0.65220 |
0.63577 |
0.01643 |
2.6% |
0.00619 |
1.0% |
51% |
False |
False |
199,465 |
| 40 |
0.68480 |
0.63577 |
0.04903 |
7.6% |
0.00674 |
1.0% |
17% |
False |
False |
217,253 |
| 60 |
0.68996 |
0.63577 |
0.05419 |
8.4% |
0.00691 |
1.1% |
16% |
False |
False |
207,413 |
| 80 |
0.68996 |
0.63577 |
0.05419 |
8.4% |
0.00677 |
1.1% |
16% |
False |
False |
198,127 |
| 100 |
0.68996 |
0.63577 |
0.05419 |
8.4% |
0.00671 |
1.0% |
16% |
False |
False |
193,353 |
| 120 |
0.68996 |
0.63577 |
0.05419 |
8.4% |
0.00682 |
1.1% |
16% |
False |
False |
188,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.67438 |
|
2.618 |
0.66307 |
|
1.618 |
0.65614 |
|
1.000 |
0.65186 |
|
0.618 |
0.64921 |
|
HIGH |
0.64493 |
|
0.618 |
0.64228 |
|
0.500 |
0.64147 |
|
0.382 |
0.64065 |
|
LOW |
0.63800 |
|
0.618 |
0.63372 |
|
1.000 |
0.63107 |
|
1.618 |
0.62679 |
|
2.618 |
0.61986 |
|
4.250 |
0.60855 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.64330 |
0.64301 |
| PP |
0.64238 |
0.64180 |
| S1 |
0.64147 |
0.64059 |
|