Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
23.9657 |
25.3119 |
1.3462 |
5.6% |
20.2615 |
High |
25.8023 |
25.5908 |
-0.2115 |
-0.8% |
25.8023 |
Low |
23.0913 |
19.6092 |
-3.4821 |
-15.1% |
19.2892 |
Close |
25.3119 |
20.3980 |
-4.9139 |
-19.4% |
25.3119 |
Range |
2.7110 |
5.9816 |
3.2706 |
120.6% |
6.5131 |
ATR |
2.1339 |
2.4087 |
0.2748 |
12.9% |
0.0000 |
Volume |
729,814 |
827,265 |
97,451 |
13.4% |
2,955,572 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.8108 |
36.0860 |
23.6879 |
|
R3 |
33.8292 |
30.1044 |
22.0429 |
|
R2 |
27.8476 |
27.8476 |
21.4946 |
|
R1 |
24.1228 |
24.1228 |
20.9463 |
22.9944 |
PP |
21.8660 |
21.8660 |
21.8660 |
21.3018 |
S1 |
18.1412 |
18.1412 |
19.8497 |
17.0128 |
S2 |
15.8844 |
15.8844 |
19.3014 |
|
S3 |
9.9028 |
12.1596 |
18.7531 |
|
S4 |
3.9212 |
6.1780 |
17.1081 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.0071 |
40.6726 |
28.8941 |
|
R3 |
36.4940 |
34.1595 |
27.1030 |
|
R2 |
29.9809 |
29.9809 |
26.5060 |
|
R1 |
27.6464 |
27.6464 |
25.9089 |
28.8137 |
PP |
23.4678 |
23.4678 |
23.4678 |
24.0514 |
S1 |
21.1333 |
21.1333 |
24.7149 |
22.3006 |
S2 |
16.9547 |
16.9547 |
24.1178 |
|
S3 |
10.4416 |
14.6202 |
23.5208 |
|
S4 |
3.9285 |
8.1071 |
21.7297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25.8023 |
19.4573 |
6.3450 |
31.1% |
3.2899 |
16.1% |
15% |
False |
False |
636,623 |
10 |
25.8023 |
16.5686 |
9.2337 |
45.3% |
2.6010 |
12.8% |
41% |
False |
False |
553,915 |
20 |
25.8023 |
15.6507 |
10.1516 |
49.8% |
2.5601 |
12.6% |
47% |
False |
False |
754,016 |
40 |
25.8023 |
10.7814 |
15.0209 |
73.6% |
1.9303 |
9.5% |
64% |
False |
False |
701,757 |
60 |
25.8023 |
9.3309 |
16.4714 |
80.8% |
1.4772 |
7.2% |
67% |
False |
False |
611,246 |
80 |
25.8023 |
9.3309 |
16.4714 |
80.8% |
1.3096 |
6.4% |
67% |
False |
False |
604,969 |
100 |
25.8023 |
8.6093 |
17.1930 |
84.3% |
1.1896 |
5.8% |
69% |
False |
False |
586,610 |
120 |
25.8023 |
6.8303 |
18.9720 |
93.0% |
1.0872 |
5.3% |
72% |
False |
False |
564,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.0126 |
2.618 |
41.2506 |
1.618 |
35.2690 |
1.000 |
31.5724 |
0.618 |
29.2874 |
HIGH |
25.5908 |
0.618 |
23.3058 |
0.500 |
22.6000 |
0.382 |
21.8942 |
LOW |
19.6092 |
0.618 |
15.9126 |
1.000 |
13.6276 |
1.618 |
9.9310 |
2.618 |
3.9494 |
4.250 |
-5.8126 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
22.6000 |
22.7058 |
PP |
21.8660 |
21.9365 |
S1 |
21.1320 |
21.1673 |
|