Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
21.0447 |
20.7303 |
-0.3144 |
-1.5% |
17.1512 |
High |
21.7624 |
24.2991 |
2.5367 |
11.7% |
20.3659 |
Low |
19.4573 |
20.6652 |
1.2079 |
6.2% |
16.5686 |
Close |
20.7303 |
23.9657 |
3.2354 |
15.6% |
20.2614 |
Range |
2.3051 |
3.6339 |
1.3288 |
57.6% |
3.7973 |
ATR |
1.9707 |
2.0895 |
0.1188 |
6.0% |
0.0000 |
Volume |
551,468 |
556,154 |
4,686 |
0.8% |
1,756,313 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.8784 |
32.5559 |
25.9643 |
|
R3 |
30.2445 |
28.9220 |
24.9650 |
|
R2 |
26.6106 |
26.6106 |
24.6319 |
|
R1 |
25.2881 |
25.2881 |
24.2988 |
25.9494 |
PP |
22.9767 |
22.9767 |
22.9767 |
23.3073 |
S1 |
21.6542 |
21.6542 |
23.6326 |
22.3155 |
S2 |
19.3428 |
19.3428 |
23.2995 |
|
S3 |
15.7089 |
18.0203 |
22.9664 |
|
S4 |
12.0750 |
14.3864 |
21.9671 |
|
|
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 |
24.2991 |
17.8425 |
6.4566 |
26.9% |
2.5944 |
10.8% |
95% |
True |
False |
573,321 |
10 |
24.2991 |
16.5686 |
7.7305 |
32.3% |
2.2009 |
9.2% |
96% |
True |
False |
581,519 |
20 |
24.2991 |
15.6507 |
8.6484 |
36.1% |
2.3355 |
9.7% |
96% |
True |
False |
763,918 |
40 |
24.2991 |
10.7814 |
13.5177 |
56.4% |
1.7369 |
7.2% |
98% |
True |
False |
683,036 |
60 |
24.2991 |
9.3309 |
14.9682 |
62.5% |
1.3492 |
5.6% |
98% |
True |
False |
598,246 |
80 |
24.2991 |
9.3309 |
14.9682 |
62.5% |
1.2112 |
5.1% |
98% |
True |
False |
596,443 |
100 |
24.2991 |
8.6093 |
15.6898 |
65.5% |
1.1171 |
4.7% |
98% |
True |
False |
583,913 |
120 |
24.2991 |
6.5562 |
17.7429 |
74.0% |
1.0241 |
4.3% |
98% |
True |
False |
561,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.7432 |
2.618 |
33.8127 |
1.618 |
30.1788 |
1.000 |
27.9330 |
0.618 |
26.5449 |
HIGH |
24.2991 |
0.618 |
22.9110 |
0.500 |
22.4822 |
0.382 |
22.0533 |
LOW |
20.6652 |
0.618 |
18.4194 |
1.000 |
17.0313 |
1.618 |
14.7855 |
2.618 |
11.1516 |
4.250 |
5.2211 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
23.4712 |
23.2699 |
PP |
22.9767 |
22.5740 |
S1 |
22.4822 |
21.8782 |
|