Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
19.1965 |
20.0750 |
0.8785 |
4.6% |
20.2615 |
High |
21.7682 |
21.9953 |
0.2271 |
1.0% |
25.8023 |
Low |
18.8411 |
19.4047 |
0.5636 |
3.0% |
19.2892 |
Close |
20.0750 |
21.9661 |
1.8911 |
9.4% |
25.3119 |
Range |
2.9271 |
2.5906 |
-0.3365 |
-11.5% |
6.5131 |
ATR |
2.4367 |
2.4477 |
0.0110 |
0.5% |
0.0000 |
Volume |
724,622 |
564,797 |
-159,825 |
-22.1% |
2,955,572 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.8938 |
28.0206 |
23.3909 |
|
R3 |
26.3032 |
25.4300 |
22.6785 |
|
R2 |
23.7126 |
23.7126 |
22.4410 |
|
R1 |
22.8394 |
22.8394 |
22.2036 |
23.2760 |
PP |
21.1220 |
21.1220 |
21.1220 |
21.3404 |
S1 |
20.2488 |
20.2488 |
21.7286 |
20.6854 |
S2 |
18.5314 |
18.5314 |
21.4912 |
|
S3 |
15.9408 |
17.6582 |
21.2537 |
|
S4 |
13.3502 |
15.0676 |
20.5413 |
|
|
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 |
32.7% |
3.2966 |
15.0% |
47% |
False |
False |
691,642 |
10 |
25.8023 |
17.8425 |
7.9598 |
36.2% |
2.9455 |
13.4% |
52% |
False |
False |
632,482 |
20 |
25.8023 |
16.5686 |
9.2337 |
42.0% |
2.5575 |
11.6% |
58% |
False |
False |
731,923 |
40 |
25.8023 |
11.4937 |
14.3086 |
65.1% |
2.0593 |
9.4% |
73% |
False |
False |
680,870 |
60 |
25.8023 |
9.6443 |
16.1580 |
73.6% |
1.5810 |
7.2% |
76% |
False |
False |
630,471 |
80 |
25.8023 |
9.3309 |
16.4714 |
75.0% |
1.3444 |
6.1% |
77% |
False |
False |
579,589 |
100 |
25.8023 |
9.0624 |
16.7399 |
76.2% |
1.2528 |
5.7% |
77% |
False |
False |
593,343 |
120 |
25.8023 |
6.8303 |
18.9720 |
86.4% |
1.1346 |
5.2% |
80% |
False |
False |
567,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.0054 |
2.618 |
28.7775 |
1.618 |
26.1869 |
1.000 |
24.5859 |
0.618 |
23.5963 |
HIGH |
21.9953 |
0.618 |
21.0057 |
0.500 |
20.7000 |
0.382 |
20.3943 |
LOW |
19.4047 |
0.618 |
17.8037 |
1.000 |
16.8141 |
1.618 |
15.2131 |
2.618 |
12.6225 |
4.250 |
8.3947 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
21.5441 |
21.4145 |
PP |
21.1220 |
20.8630 |
S1 |
20.7000 |
20.3114 |
|