Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
20.2615 |
21.7581 |
1.4966 |
7.4% |
17.1512 |
High |
21.9809 |
22.4536 |
0.4727 |
2.2% |
20.3659 |
Low |
19.2892 |
20.6355 |
1.3463 |
7.0% |
16.5686 |
Close |
21.7581 |
21.0447 |
-0.7134 |
-3.3% |
20.2614 |
Range |
2.6917 |
1.8181 |
-0.8736 |
-32.5% |
3.7973 |
ATR |
1.9547 |
1.9449 |
-0.0098 |
-0.5% |
0.0000 |
Volume |
599,720 |
518,416 |
-81,304 |
-13.6% |
1,756,313 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.8322 |
25.7566 |
22.0447 |
|
R3 |
25.0141 |
23.9385 |
21.5447 |
|
R2 |
23.1960 |
23.1960 |
21.3780 |
|
R1 |
22.1204 |
22.1204 |
21.2114 |
21.7492 |
PP |
21.3779 |
21.3779 |
21.3779 |
21.1923 |
S1 |
20.3023 |
20.3023 |
20.8780 |
19.9311 |
S2 |
19.5598 |
19.5598 |
20.7114 |
|
S3 |
17.7417 |
18.4842 |
20.5447 |
|
S4 |
15.9236 |
16.6661 |
20.0447 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.4572 |
29.1566 |
22.3499 |
|
R3 |
26.6599 |
25.3593 |
21.3057 |
|
R2 |
22.8626 |
22.8626 |
20.9576 |
|
R1 |
21.5620 |
21.5620 |
20.6095 |
22.2123 |
PP |
19.0653 |
19.0653 |
19.0653 |
19.3905 |
S1 |
17.7647 |
17.7647 |
19.9133 |
18.4150 |
S2 |
15.2680 |
15.2680 |
19.5652 |
|
S3 |
11.4707 |
13.9674 |
19.2171 |
|
S4 |
7.6734 |
10.1701 |
18.1729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22.4536 |
16.5686 |
5.8850 |
28.0% |
1.8858 |
9.0% |
76% |
True |
False |
474,867 |
10 |
22.5075 |
16.5686 |
5.9389 |
28.2% |
2.1200 |
10.1% |
75% |
False |
False |
676,356 |
20 |
22.8255 |
15.4719 |
7.3536 |
34.9% |
2.1927 |
10.4% |
76% |
False |
False |
770,944 |
40 |
22.8255 |
10.3413 |
12.4842 |
59.3% |
1.6255 |
7.7% |
86% |
False |
False |
681,513 |
60 |
22.8255 |
9.3309 |
13.4946 |
64.1% |
1.2761 |
6.1% |
87% |
False |
False |
598,929 |
80 |
22.8255 |
9.3309 |
13.4946 |
64.1% |
1.1477 |
5.5% |
87% |
False |
False |
594,759 |
100 |
22.8255 |
8.2591 |
14.5664 |
69.2% |
1.0710 |
5.1% |
88% |
False |
False |
580,606 |
120 |
22.8255 |
6.4165 |
16.4090 |
78.0% |
0.9819 |
4.7% |
89% |
False |
False |
560,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.1805 |
2.618 |
27.2134 |
1.618 |
25.3953 |
1.000 |
24.2717 |
0.618 |
23.5772 |
HIGH |
22.4536 |
0.618 |
21.7591 |
0.500 |
21.5446 |
0.382 |
21.3300 |
LOW |
20.6355 |
0.618 |
19.5119 |
1.000 |
18.8174 |
1.618 |
17.6938 |
2.618 |
15.8757 |
4.250 |
12.9086 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
21.5446 |
20.7458 |
PP |
21.3779 |
20.4469 |
S1 |
21.2113 |
20.1481 |
|