Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
21.7581 |
21.0447 |
-0.7134 |
-3.3% |
17.1512 |
High |
22.4536 |
21.7624 |
-0.6912 |
-3.1% |
20.3659 |
Low |
20.6355 |
19.4573 |
-1.1782 |
-5.7% |
16.5686 |
Close |
21.0447 |
20.7303 |
-0.3144 |
-1.5% |
20.2614 |
Range |
1.8181 |
2.3051 |
0.4870 |
26.8% |
3.7973 |
ATR |
1.9449 |
1.9707 |
0.0257 |
1.3% |
0.0000 |
Volume |
518,416 |
551,468 |
33,052 |
6.4% |
1,756,313 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.5653 |
26.4529 |
21.9981 |
|
R3 |
25.2602 |
24.1478 |
21.3642 |
|
R2 |
22.9551 |
22.9551 |
21.1529 |
|
R1 |
21.8427 |
21.8427 |
20.9416 |
21.2464 |
PP |
20.6500 |
20.6500 |
20.6500 |
20.3518 |
S1 |
19.5376 |
19.5376 |
20.5190 |
18.9413 |
S2 |
18.3449 |
18.3449 |
20.3077 |
|
S3 |
16.0398 |
17.2325 |
20.0964 |
|
S4 |
13.7347 |
14.9274 |
19.4625 |
|
|
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 |
17.2089 |
5.2447 |
25.3% |
2.0790 |
10.0% |
67% |
False |
False |
524,715 |
10 |
22.4536 |
16.5686 |
5.8850 |
28.4% |
2.1169 |
10.2% |
71% |
False |
False |
622,383 |
20 |
22.8255 |
15.4719 |
7.3536 |
35.5% |
2.2310 |
10.8% |
72% |
False |
False |
763,477 |
40 |
22.8255 |
10.7814 |
12.0441 |
58.1% |
1.6552 |
8.0% |
83% |
False |
False |
681,438 |
60 |
22.8255 |
9.3309 |
13.4946 |
65.1% |
1.3040 |
6.3% |
84% |
False |
False |
598,325 |
80 |
22.8255 |
9.3309 |
13.4946 |
65.1% |
1.1697 |
5.6% |
84% |
False |
False |
595,427 |
100 |
22.8255 |
8.3746 |
14.4509 |
69.7% |
1.0906 |
5.3% |
86% |
False |
False |
583,061 |
120 |
22.8255 |
6.4165 |
16.4090 |
79.2% |
0.9977 |
4.8% |
87% |
False |
False |
561,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.5591 |
2.618 |
27.7972 |
1.618 |
25.4921 |
1.000 |
24.0675 |
0.618 |
23.1870 |
HIGH |
21.7624 |
0.618 |
20.8819 |
0.500 |
20.6099 |
0.382 |
20.3378 |
LOW |
19.4573 |
0.618 |
18.0327 |
1.000 |
17.1522 |
1.618 |
15.7276 |
2.618 |
13.4225 |
4.250 |
9.6606 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
20.6902 |
20.8714 |
PP |
20.6500 |
20.8244 |
S1 |
20.6099 |
20.7773 |
|