Trading Metrics calculated at close of trading on 29-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
21.3009 |
20.4481 |
-0.8528 |
-4.0% |
25.3119 |
High |
22.4629 |
20.5896 |
-1.8733 |
-8.3% |
25.5908 |
Low |
19.8747 |
19.0439 |
-0.8308 |
-4.2% |
18.6275 |
Close |
20.4481 |
19.3451 |
-1.1030 |
-5.4% |
21.3009 |
Range |
2.5882 |
1.5457 |
-1.0425 |
-40.3% |
6.9633 |
ATR |
2.4498 |
2.3852 |
-0.0646 |
-2.6% |
0.0000 |
Volume |
453,479 |
374,300 |
-79,179 |
-17.5% |
3,238,624 |
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.2966 |
23.3666 |
20.1952 |
|
R3 |
22.7509 |
21.8209 |
19.7702 |
|
R2 |
21.2052 |
21.2052 |
19.6285 |
|
R1 |
20.2752 |
20.2752 |
19.4868 |
19.9674 |
PP |
19.6595 |
19.6595 |
19.6595 |
19.5056 |
S1 |
18.7295 |
18.7295 |
19.2034 |
18.4217 |
S2 |
18.1138 |
18.1138 |
19.0617 |
|
S3 |
16.5681 |
17.1838 |
18.9200 |
|
S4 |
15.0224 |
15.6381 |
18.4950 |
|
|
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 |
18.8411 |
4.3297 |
22.4% |
2.3958 |
12.4% |
12% |
False |
False |
525,484 |
10 |
25.8023 |
18.6275 |
7.1748 |
37.1% |
2.8883 |
14.9% |
10% |
False |
False |
590,383 |
20 |
25.8023 |
16.5686 |
9.2337 |
47.7% |
2.5042 |
12.9% |
30% |
False |
False |
633,370 |
40 |
25.8023 |
12.2784 |
13.5239 |
69.9% |
2.1496 |
11.1% |
52% |
False |
False |
676,753 |
60 |
25.8023 |
10.2075 |
15.5948 |
80.6% |
1.6636 |
8.6% |
59% |
False |
False |
638,761 |
80 |
25.8023 |
9.3309 |
16.4714 |
85.1% |
1.4038 |
7.3% |
61% |
False |
False |
577,808 |
100 |
25.8023 |
9.2147 |
16.5876 |
85.7% |
1.2752 |
6.6% |
61% |
False |
False |
585,215 |
120 |
25.8023 |
6.8303 |
18.9720 |
98.1% |
1.1721 |
6.1% |
66% |
False |
False |
566,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27.1588 |
2.618 |
24.6362 |
1.618 |
23.0905 |
1.000 |
22.1353 |
0.618 |
21.5448 |
HIGH |
20.5896 |
0.618 |
19.9991 |
0.500 |
19.8168 |
0.382 |
19.6344 |
LOW |
19.0439 |
0.618 |
18.0887 |
1.000 |
17.4982 |
1.618 |
16.5430 |
2.618 |
14.9973 |
4.250 |
12.4747 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
19.8168 |
21.1074 |
PP |
19.6595 |
20.5199 |
S1 |
19.5023 |
19.9325 |
|