Trading Metrics calculated at close of trading on 11-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2019 |
11-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
9.0606 |
8.7871 |
-0.2735 |
-3.0% |
8.7540 |
High |
9.2062 |
9.0414 |
-0.1648 |
-1.8% |
9.3646 |
Low |
8.7159 |
8.6757 |
-0.0402 |
-0.5% |
8.5861 |
Close |
8.7871 |
8.7597 |
-0.0274 |
-0.3% |
8.7041 |
Range |
0.4903 |
0.3657 |
-0.1246 |
-25.4% |
0.7785 |
ATR |
0.6472 |
0.6271 |
-0.0201 |
-3.1% |
0.0000 |
Volume |
577,139 |
551,158 |
-25,981 |
-4.5% |
3,756,528 |
|
Daily Pivots for day following 11-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.9227 |
9.7069 |
8.9608 |
|
R3 |
9.5570 |
9.3412 |
8.8603 |
|
R2 |
9.1913 |
9.1913 |
8.8267 |
|
R1 |
8.9755 |
8.9755 |
8.7932 |
8.9006 |
PP |
8.8256 |
8.8256 |
8.8256 |
8.7881 |
S1 |
8.6098 |
8.6098 |
8.7262 |
8.5349 |
S2 |
8.4599 |
8.4599 |
8.6927 |
|
S3 |
8.0942 |
8.2441 |
8.6591 |
|
S4 |
7.7285 |
7.8784 |
8.5586 |
|
|
Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.2204 |
10.7408 |
9.1323 |
|
R3 |
10.4419 |
9.9623 |
8.9182 |
|
R2 |
9.6634 |
9.6634 |
8.8468 |
|
R1 |
9.1838 |
9.1838 |
8.7755 |
9.0344 |
PP |
8.8849 |
8.8849 |
8.8849 |
8.8102 |
S1 |
8.4053 |
8.4053 |
8.6327 |
8.2559 |
S2 |
8.1064 |
8.1064 |
8.5614 |
|
S3 |
7.3279 |
7.6268 |
8.4900 |
|
S4 |
6.5494 |
6.8483 |
8.2759 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.3289 |
8.6757 |
0.6532 |
7.5% |
0.4951 |
5.7% |
13% |
False |
True |
667,059 |
10 |
9.3646 |
8.5352 |
0.8294 |
9.5% |
0.4781 |
5.5% |
27% |
False |
False |
664,076 |
20 |
10.2502 |
8.5352 |
1.7150 |
19.6% |
0.5129 |
5.9% |
13% |
False |
False |
727,081 |
40 |
13.8451 |
8.5352 |
5.3099 |
60.6% |
0.7349 |
8.4% |
4% |
False |
False |
874,164 |
60 |
20.8595 |
8.5352 |
12.3243 |
140.7% |
1.1587 |
13.2% |
2% |
False |
False |
868,722 |
80 |
20.8595 |
8.5352 |
12.3243 |
140.7% |
1.1681 |
13.3% |
2% |
False |
False |
890,381 |
100 |
20.8595 |
8.3469 |
12.5126 |
142.8% |
1.1457 |
13.1% |
3% |
False |
False |
969,908 |
120 |
20.8595 |
8.3469 |
12.5126 |
142.8% |
1.1254 |
12.8% |
3% |
False |
False |
996,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.5956 |
2.618 |
9.9988 |
1.618 |
9.6331 |
1.000 |
9.4071 |
0.618 |
9.2674 |
HIGH |
9.0414 |
0.618 |
8.9017 |
0.500 |
8.8586 |
0.382 |
8.8154 |
LOW |
8.6757 |
0.618 |
8.4497 |
1.000 |
8.3100 |
1.618 |
8.0840 |
2.618 |
7.7183 |
4.250 |
7.1215 |
|
|
Fisher Pivots for day following 11-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
8.8586 |
8.9908 |
PP |
8.8256 |
8.9137 |
S1 |
8.7927 |
8.8367 |
|