| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.68006 |
0.68244 |
0.00238 |
0.3% |
0.67000 |
| High |
0.68268 |
0.68516 |
0.00248 |
0.4% |
0.68249 |
| Low |
0.67977 |
0.68181 |
0.00204 |
0.3% |
0.66905 |
| Close |
0.68248 |
0.68471 |
0.00223 |
0.3% |
0.68001 |
| Range |
0.00291 |
0.00335 |
0.00044 |
15.1% |
0.01344 |
| ATR |
0.00640 |
0.00618 |
-0.00022 |
-3.4% |
0.00000 |
| Volume |
121,935 |
147,321 |
25,386 |
20.8% |
941,034 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.69394 |
0.69268 |
0.68655 |
|
| R3 |
0.69059 |
0.68933 |
0.68563 |
|
| R2 |
0.68724 |
0.68724 |
0.68532 |
|
| R1 |
0.68598 |
0.68598 |
0.68502 |
0.68661 |
| PP |
0.68389 |
0.68389 |
0.68389 |
0.68421 |
| S1 |
0.68263 |
0.68263 |
0.68440 |
0.68326 |
| S2 |
0.68054 |
0.68054 |
0.68410 |
|
| S3 |
0.67719 |
0.67928 |
0.68379 |
|
| S4 |
0.67384 |
0.67593 |
0.68287 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.71750 |
0.71220 |
0.68740 |
|
| R3 |
0.70406 |
0.69876 |
0.68371 |
|
| R2 |
0.69062 |
0.69062 |
0.68247 |
|
| R1 |
0.68532 |
0.68532 |
0.68124 |
0.68797 |
| PP |
0.67718 |
0.67718 |
0.67718 |
0.67851 |
| S1 |
0.67188 |
0.67188 |
0.67878 |
0.67453 |
| S2 |
0.66374 |
0.66374 |
0.67755 |
|
| S3 |
0.65030 |
0.65844 |
0.67631 |
|
| S4 |
0.63686 |
0.64500 |
0.67262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.68516 |
0.67243 |
0.01273 |
1.9% |
0.00493 |
0.7% |
96% |
True |
False |
171,601 |
| 10 |
0.68516 |
0.65420 |
0.03096 |
4.5% |
0.00633 |
0.9% |
99% |
True |
False |
188,596 |
| 20 |
0.68516 |
0.65257 |
0.03259 |
4.8% |
0.00665 |
1.0% |
99% |
True |
False |
192,178 |
| 40 |
0.68516 |
0.63151 |
0.05365 |
7.8% |
0.00650 |
0.9% |
99% |
True |
False |
180,357 |
| 60 |
0.68516 |
0.62705 |
0.05811 |
8.5% |
0.00638 |
0.9% |
99% |
True |
False |
189,776 |
| 80 |
0.68516 |
0.62705 |
0.05811 |
8.5% |
0.00625 |
0.9% |
99% |
True |
False |
194,896 |
| 100 |
0.68516 |
0.62705 |
0.05811 |
8.5% |
0.00625 |
0.9% |
99% |
True |
False |
196,447 |
| 120 |
0.68948 |
0.62705 |
0.06243 |
9.1% |
0.00650 |
0.9% |
92% |
False |
False |
201,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.69940 |
|
2.618 |
0.69393 |
|
1.618 |
0.69058 |
|
1.000 |
0.68851 |
|
0.618 |
0.68723 |
|
HIGH |
0.68516 |
|
0.618 |
0.68388 |
|
0.500 |
0.68349 |
|
0.382 |
0.68309 |
|
LOW |
0.68181 |
|
0.618 |
0.67974 |
|
1.000 |
0.67846 |
|
1.618 |
0.67639 |
|
2.618 |
0.67304 |
|
4.250 |
0.66757 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.68430 |
0.68356 |
| PP |
0.68389 |
0.68241 |
| S1 |
0.68349 |
0.68127 |
|