Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.240332 |
0.242331 |
0.001999 |
0.8% |
0.238679 |
High |
0.248628 |
0.244582 |
-0.004046 |
-1.6% |
0.248628 |
Low |
0.237981 |
0.237207 |
-0.000774 |
-0.3% |
0.231491 |
Close |
0.242268 |
0.242792 |
0.000524 |
0.2% |
0.242792 |
Range |
0.010647 |
0.007375 |
-0.003272 |
-30.7% |
0.017137 |
ATR |
0.019120 |
0.018281 |
-0.000839 |
-4.4% |
0.000000 |
Volume |
77,481,112 |
62,110,752 |
-15,370,360 |
-19.8% |
286,946,144 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.263652 |
0.260597 |
0.246848 |
|
R3 |
0.256277 |
0.253222 |
0.244820 |
|
R2 |
0.248902 |
0.248902 |
0.244144 |
|
R1 |
0.245847 |
0.245847 |
0.243468 |
0.247375 |
PP |
0.241527 |
0.241527 |
0.241527 |
0.242291 |
S1 |
0.238472 |
0.238472 |
0.242116 |
0.240000 |
S2 |
0.234152 |
0.234152 |
0.241440 |
|
S3 |
0.226777 |
0.231097 |
0.240764 |
|
S4 |
0.219402 |
0.223722 |
0.238736 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.292381 |
0.284724 |
0.252217 |
|
R3 |
0.275244 |
0.267587 |
0.247505 |
|
R2 |
0.258107 |
0.258107 |
0.245934 |
|
R1 |
0.250450 |
0.250450 |
0.244363 |
0.254279 |
PP |
0.240970 |
0.240970 |
0.240970 |
0.242885 |
S1 |
0.233313 |
0.233313 |
0.241221 |
0.237142 |
S2 |
0.223833 |
0.223833 |
0.239650 |
|
S3 |
0.206696 |
0.216176 |
0.238079 |
|
S4 |
0.189559 |
0.199039 |
0.233367 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.265604 |
0.231491 |
0.034113 |
14.1% |
0.013164 |
5.4% |
33% |
False |
False |
96,750,387 |
10 |
0.303857 |
0.231491 |
0.072366 |
29.8% |
0.017233 |
7.1% |
16% |
False |
False |
103,993,900 |
20 |
0.327219 |
0.231491 |
0.095728 |
39.4% |
0.019008 |
7.8% |
12% |
False |
False |
109,205,465 |
40 |
0.327219 |
0.191294 |
0.135925 |
56.0% |
0.018627 |
7.7% |
38% |
False |
False |
122,416,326 |
60 |
0.327219 |
0.169521 |
0.157698 |
65.0% |
0.015021 |
6.2% |
46% |
False |
False |
113,717,635 |
80 |
0.327219 |
0.169521 |
0.157698 |
65.0% |
0.013289 |
5.5% |
46% |
False |
False |
120,340,648 |
100 |
0.327219 |
0.169521 |
0.157698 |
65.0% |
0.013242 |
5.5% |
46% |
False |
False |
136,542,478 |
120 |
0.327219 |
0.162472 |
0.164747 |
67.9% |
0.013147 |
5.4% |
49% |
False |
False |
147,485,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.275926 |
2.618 |
0.263890 |
1.618 |
0.256515 |
1.000 |
0.251957 |
0.618 |
0.249140 |
HIGH |
0.244582 |
0.618 |
0.241765 |
0.500 |
0.240895 |
0.382 |
0.240024 |
LOW |
0.237207 |
0.618 |
0.232649 |
1.000 |
0.229832 |
1.618 |
0.225274 |
2.618 |
0.217899 |
4.250 |
0.205863 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.242160 |
0.241881 |
PP |
0.241527 |
0.240970 |
S1 |
0.240895 |
0.240060 |
|