Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
25.3119 |
20.3980 |
-4.9139 |
-19.4% |
20.2615 |
High |
25.5908 |
20.9002 |
-4.6906 |
-18.3% |
25.8023 |
Low |
19.6092 |
18.6275 |
-0.9817 |
-5.0% |
19.2892 |
Close |
20.3980 |
19.1965 |
-1.2015 |
-5.9% |
25.3119 |
Range |
5.9816 |
2.2727 |
-3.7089 |
-62.0% |
6.5131 |
ATR |
2.4087 |
2.3990 |
-0.0097 |
-0.4% |
0.0000 |
Volume |
827,265 |
611,716 |
-215,549 |
-26.1% |
2,955,572 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.3928 |
25.0674 |
20.4465 |
|
R3 |
24.1201 |
22.7947 |
19.8215 |
|
R2 |
21.8474 |
21.8474 |
19.6132 |
|
R1 |
20.5220 |
20.5220 |
19.4048 |
20.0484 |
PP |
19.5747 |
19.5747 |
19.5747 |
19.3379 |
S1 |
18.2493 |
18.2493 |
18.9882 |
17.7757 |
S2 |
17.3020 |
17.3020 |
18.7798 |
|
S3 |
15.0293 |
15.9766 |
18.5715 |
|
S4 |
12.7566 |
13.7039 |
17.9465 |
|
|
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 |
18.6275 |
7.1748 |
37.4% |
3.3809 |
17.6% |
8% |
False |
True |
655,283 |
10 |
25.8023 |
16.5686 |
9.2337 |
48.1% |
2.6333 |
13.7% |
28% |
False |
False |
565,075 |
20 |
25.8023 |
16.1499 |
9.6524 |
50.3% |
2.4713 |
12.9% |
32% |
False |
False |
753,116 |
40 |
25.8023 |
11.1558 |
14.6465 |
76.3% |
1.9588 |
10.2% |
55% |
False |
False |
693,686 |
60 |
25.8023 |
9.6443 |
16.1580 |
84.2% |
1.4991 |
7.8% |
59% |
False |
False |
616,601 |
80 |
25.8023 |
9.3309 |
16.4714 |
85.8% |
1.3064 |
6.8% |
60% |
False |
False |
594,845 |
100 |
25.8023 |
8.8739 |
16.9284 |
88.2% |
1.2053 |
6.3% |
61% |
False |
False |
589,192 |
120 |
25.8023 |
6.8303 |
18.9720 |
98.8% |
1.0986 |
5.7% |
65% |
False |
False |
566,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.5592 |
2.618 |
26.8501 |
1.618 |
24.5774 |
1.000 |
23.1729 |
0.618 |
22.3047 |
HIGH |
20.9002 |
0.618 |
20.0320 |
0.500 |
19.7639 |
0.382 |
19.4957 |
LOW |
18.6275 |
0.618 |
17.2230 |
1.000 |
16.3548 |
1.618 |
14.9503 |
2.618 |
12.6776 |
4.250 |
8.9685 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
19.7639 |
22.2149 |
PP |
19.5747 |
21.2088 |
S1 |
19.3856 |
20.2026 |
|