Trading Metrics calculated at close of trading on 20-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2019 |
20-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10.0534 |
9.6070 |
-0.4464 |
-4.4% |
8.8659 |
High |
10.3234 |
9.7906 |
-0.5328 |
-5.2% |
10.3234 |
Low |
9.3423 |
9.3686 |
0.0263 |
0.3% |
8.8659 |
Close |
9.6073 |
9.4391 |
-0.1682 |
-1.8% |
9.4391 |
Range |
0.9811 |
0.4220 |
-0.5591 |
-57.0% |
1.4575 |
ATR |
0.6189 |
0.6049 |
-0.0141 |
-2.3% |
0.0000 |
Volume |
807,964 |
641,120 |
-166,844 |
-20.6% |
3,309,383 |
|
Daily Pivots for day following 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.7988 |
10.5409 |
9.6712 |
|
R3 |
10.3768 |
10.1189 |
9.5552 |
|
R2 |
9.9548 |
9.9548 |
9.5165 |
|
R1 |
9.6969 |
9.6969 |
9.4778 |
9.6149 |
PP |
9.5328 |
9.5328 |
9.5328 |
9.4917 |
S1 |
9.2749 |
9.2749 |
9.4004 |
9.1929 |
S2 |
9.1108 |
9.1108 |
9.3617 |
|
S3 |
8.6888 |
8.8529 |
9.3231 |
|
S4 |
8.2668 |
8.4309 |
9.2070 |
|
|
Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.9153 |
13.1347 |
10.2407 |
|
R3 |
12.4578 |
11.6772 |
9.8399 |
|
R2 |
11.0003 |
11.0003 |
9.7063 |
|
R1 |
10.2197 |
10.2197 |
9.5727 |
10.6100 |
PP |
9.5428 |
9.5428 |
9.5428 |
9.7380 |
S1 |
8.7622 |
8.7622 |
9.3055 |
9.1525 |
S2 |
8.0853 |
8.0853 |
9.1719 |
|
S3 |
6.6278 |
7.3047 |
9.0383 |
|
S4 |
5.1703 |
5.8472 |
8.6375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.3234 |
8.8659 |
1.4575 |
15.4% |
0.6613 |
7.0% |
39% |
False |
False |
661,876 |
10 |
10.3234 |
8.6757 |
1.6477 |
17.5% |
0.5342 |
5.7% |
46% |
False |
False |
595,862 |
20 |
10.3234 |
8.5352 |
1.7882 |
18.9% |
0.5151 |
5.5% |
51% |
False |
False |
647,472 |
40 |
12.5690 |
8.5352 |
4.0338 |
42.7% |
0.6017 |
6.4% |
22% |
False |
False |
795,936 |
60 |
19.0026 |
8.5352 |
10.4674 |
110.9% |
0.9346 |
9.9% |
9% |
False |
False |
837,237 |
80 |
20.8595 |
8.5352 |
12.3243 |
130.6% |
1.0948 |
11.6% |
7% |
False |
False |
840,461 |
100 |
20.8595 |
8.3469 |
12.5126 |
132.6% |
1.1425 |
12.1% |
9% |
False |
False |
913,971 |
120 |
20.8595 |
8.3469 |
12.5126 |
132.6% |
1.0838 |
11.5% |
9% |
False |
False |
959,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.5841 |
2.618 |
10.8954 |
1.618 |
10.4734 |
1.000 |
10.2126 |
0.618 |
10.0514 |
HIGH |
9.7906 |
0.618 |
9.6294 |
0.500 |
9.5796 |
0.382 |
9.5298 |
LOW |
9.3686 |
0.618 |
9.1078 |
1.000 |
8.9466 |
1.618 |
8.6858 |
2.618 |
8.2638 |
4.250 |
7.5751 |
|
|
Fisher Pivots for day following 20-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
9.5796 |
9.8329 |
PP |
9.5328 |
9.7016 |
S1 |
9.4859 |
9.5704 |
|