Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
21.9661 |
21.3009 |
-0.6652 |
-3.0% |
25.3119 |
High |
23.1708 |
22.4629 |
-0.7079 |
-3.1% |
25.5908 |
Low |
20.8433 |
19.8747 |
-0.9686 |
-4.6% |
18.6275 |
Close |
21.3009 |
20.4481 |
-0.8528 |
-4.0% |
21.3009 |
Range |
2.3275 |
2.5882 |
0.2607 |
11.2% |
6.9633 |
ATR |
2.4391 |
2.4498 |
0.0106 |
0.4% |
0.0000 |
Volume |
510,224 |
453,479 |
-56,745 |
-11.1% |
3,238,624 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.6932 |
27.1588 |
21.8716 |
|
R3 |
26.1050 |
24.5706 |
21.1599 |
|
R2 |
23.5168 |
23.5168 |
20.9226 |
|
R1 |
21.9824 |
21.9824 |
20.6854 |
21.4555 |
PP |
20.9286 |
20.9286 |
20.9286 |
20.6651 |
S1 |
19.3942 |
19.3942 |
20.2108 |
18.8673 |
S2 |
18.3404 |
18.3404 |
19.9736 |
|
S3 |
15.7522 |
16.8060 |
19.7363 |
|
S4 |
13.1640 |
14.2178 |
19.0246 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.7296 |
38.9786 |
25.1307 |
|
R3 |
35.7663 |
32.0153 |
23.2158 |
|
R2 |
28.8030 |
28.8030 |
22.5775 |
|
R1 |
25.0520 |
25.0520 |
21.9392 |
23.4459 |
PP |
21.8397 |
21.8397 |
21.8397 |
21.0367 |
S1 |
18.0887 |
18.0887 |
20.6626 |
16.4826 |
S2 |
14.8764 |
14.8764 |
20.0243 |
|
S3 |
7.9131 |
11.1254 |
19.3860 |
|
S4 |
0.9498 |
4.1621 |
17.4711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23.1708 |
18.6275 |
4.5433 |
22.2% |
2.5412 |
12.4% |
40% |
False |
False |
572,967 |
10 |
25.8023 |
18.6275 |
7.1748 |
35.1% |
2.9156 |
14.3% |
25% |
False |
False |
604,795 |
20 |
25.8023 |
16.5686 |
9.2337 |
45.2% |
2.6687 |
13.1% |
42% |
False |
False |
683,586 |
40 |
25.8023 |
11.7694 |
14.0329 |
68.6% |
2.1606 |
10.6% |
62% |
False |
False |
682,988 |
60 |
25.8023 |
9.6443 |
16.1580 |
79.0% |
1.6502 |
8.1% |
67% |
False |
False |
639,537 |
80 |
25.8023 |
9.3309 |
16.4714 |
80.6% |
1.3925 |
6.8% |
67% |
False |
False |
577,378 |
100 |
25.8023 |
9.2147 |
16.5876 |
81.1% |
1.2844 |
6.3% |
68% |
False |
False |
589,794 |
120 |
25.8023 |
6.8303 |
18.9720 |
92.8% |
1.1649 |
5.7% |
72% |
False |
False |
567,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.4628 |
2.618 |
29.2388 |
1.618 |
26.6506 |
1.000 |
25.0511 |
0.618 |
24.0624 |
HIGH |
22.4629 |
0.618 |
21.4742 |
0.500 |
21.1688 |
0.382 |
20.8634 |
LOW |
19.8747 |
0.618 |
18.2752 |
1.000 |
17.2865 |
1.618 |
15.6870 |
2.618 |
13.0988 |
4.250 |
8.8749 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
21.1688 |
21.2878 |
PP |
20.9286 |
21.0079 |
S1 |
20.6883 |
20.7280 |
|