Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
6.38 |
6.50 |
0.12 |
1.9% |
6.08 |
High |
6.59 |
6.55 |
-0.04 |
-0.6% |
6.59 |
Low |
6.37 |
6.42 |
0.05 |
0.8% |
6.05 |
Close |
6.52 |
6.45 |
-0.07 |
-1.1% |
6.45 |
Range |
0.22 |
0.13 |
-0.09 |
-40.9% |
0.54 |
ATR |
0.20 |
0.20 |
-0.01 |
-2.6% |
0.00 |
Volume |
22,539,300 |
15,545,300 |
-6,994,000 |
-31.0% |
98,176,000 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.86 |
6.79 |
6.52 |
|
R3 |
6.73 |
6.66 |
6.49 |
|
R2 |
6.60 |
6.60 |
6.47 |
|
R1 |
6.53 |
6.53 |
6.46 |
6.50 |
PP |
6.47 |
6.47 |
6.47 |
6.46 |
S1 |
6.40 |
6.40 |
6.44 |
6.37 |
S2 |
6.34 |
6.34 |
6.43 |
|
S3 |
6.21 |
6.27 |
6.41 |
|
S4 |
6.08 |
6.14 |
6.38 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.98 |
7.76 |
6.75 |
|
R3 |
7.44 |
7.22 |
6.60 |
|
R2 |
6.90 |
6.90 |
6.55 |
|
R1 |
6.68 |
6.68 |
6.50 |
6.79 |
PP |
6.36 |
6.36 |
6.36 |
6.42 |
S1 |
6.14 |
6.14 |
6.40 |
6.25 |
S2 |
5.82 |
5.82 |
6.35 |
|
S3 |
5.28 |
5.60 |
6.30 |
|
S4 |
4.74 |
5.06 |
6.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.59 |
6.05 |
0.54 |
8.4% |
0.19 |
2.9% |
74% |
False |
False |
17,622,720 |
10 |
6.59 |
6.01 |
0.58 |
9.0% |
0.18 |
2.8% |
76% |
False |
False |
14,792,000 |
20 |
6.82 |
6.01 |
0.81 |
12.6% |
0.21 |
3.2% |
54% |
False |
False |
18,395,995 |
40 |
6.88 |
6.01 |
0.87 |
13.5% |
0.19 |
2.9% |
51% |
False |
False |
16,395,142 |
60 |
6.88 |
6.01 |
0.87 |
13.5% |
0.18 |
2.7% |
51% |
False |
False |
16,175,111 |
80 |
6.88 |
6.01 |
0.87 |
13.5% |
0.18 |
2.8% |
51% |
False |
False |
17,428,401 |
100 |
6.88 |
6.01 |
0.87 |
13.5% |
0.18 |
2.8% |
51% |
False |
False |
17,785,547 |
120 |
6.88 |
5.60 |
1.29 |
19.9% |
0.19 |
2.9% |
67% |
False |
False |
18,598,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.10 |
2.618 |
6.89 |
1.618 |
6.76 |
1.000 |
6.68 |
0.618 |
6.63 |
HIGH |
6.55 |
0.618 |
6.50 |
0.500 |
6.49 |
0.382 |
6.47 |
LOW |
6.42 |
0.618 |
6.34 |
1.000 |
6.29 |
1.618 |
6.21 |
2.618 |
6.08 |
4.250 |
5.87 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
6.49 |
6.45 |
PP |
6.47 |
6.44 |
S1 |
6.46 |
6.44 |
|