Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
20.3980 |
19.1965 |
-1.2015 |
-5.9% |
20.2615 |
High |
20.9002 |
21.7682 |
0.8680 |
4.2% |
25.8023 |
Low |
18.6275 |
18.8411 |
0.2136 |
1.1% |
19.2892 |
Close |
19.1965 |
20.0750 |
0.8785 |
4.6% |
25.3119 |
Range |
2.2727 |
2.9271 |
0.6544 |
28.8% |
6.5131 |
ATR |
2.3990 |
2.4367 |
0.0377 |
1.6% |
0.0000 |
Volume |
611,716 |
724,622 |
112,906 |
18.5% |
2,955,572 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.0094 |
27.4693 |
21.6849 |
|
R3 |
26.0823 |
24.5422 |
20.8800 |
|
R2 |
23.1552 |
23.1552 |
20.6116 |
|
R1 |
21.6151 |
21.6151 |
20.3433 |
22.3852 |
PP |
20.2281 |
20.2281 |
20.2281 |
20.6131 |
S1 |
18.6880 |
18.6880 |
19.8067 |
19.4581 |
S2 |
17.3010 |
17.3010 |
19.5384 |
|
S3 |
14.3739 |
15.7609 |
19.2700 |
|
S4 |
11.4468 |
12.8338 |
18.4651 |
|
|
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 |
35.7% |
3.5053 |
17.5% |
20% |
False |
False |
689,914 |
10 |
25.8023 |
17.2089 |
8.5934 |
42.8% |
2.7921 |
13.9% |
33% |
False |
False |
607,314 |
20 |
25.8023 |
16.5686 |
9.2337 |
46.0% |
2.4974 |
12.4% |
38% |
False |
False |
749,190 |
40 |
25.8023 |
11.4937 |
14.3086 |
71.3% |
2.0099 |
10.0% |
60% |
False |
False |
687,038 |
60 |
25.8023 |
9.6443 |
16.1580 |
80.5% |
1.5433 |
7.7% |
65% |
False |
False |
624,866 |
80 |
25.8023 |
9.3309 |
16.4714 |
82.0% |
1.3215 |
6.6% |
65% |
False |
False |
585,376 |
100 |
25.8023 |
8.9954 |
16.8069 |
83.7% |
1.2317 |
6.1% |
66% |
False |
False |
592,528 |
120 |
25.8023 |
6.8303 |
18.9720 |
94.5% |
1.1174 |
5.6% |
70% |
False |
False |
567,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.2084 |
2.618 |
29.4313 |
1.618 |
26.5042 |
1.000 |
24.6953 |
0.618 |
23.5771 |
HIGH |
21.7682 |
0.618 |
20.6500 |
0.500 |
20.3047 |
0.382 |
19.9593 |
LOW |
18.8411 |
0.618 |
17.0322 |
1.000 |
15.9140 |
1.618 |
14.1051 |
2.618 |
11.1780 |
4.250 |
6.4009 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
20.3047 |
22.1092 |
PP |
20.2281 |
21.4311 |
S1 |
20.1516 |
20.7531 |
|