Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
20.4481 |
19.3451 |
-1.1030 |
-5.4% |
25.3119 |
High |
20.5896 |
20.0158 |
-0.5738 |
-2.8% |
25.5908 |
Low |
19.0439 |
18.7554 |
-0.2885 |
-1.5% |
18.6275 |
Close |
19.3451 |
18.8741 |
-0.4710 |
-2.4% |
21.3009 |
Range |
1.5457 |
1.2604 |
-0.2853 |
-18.5% |
6.9633 |
ATR |
2.3852 |
2.3048 |
-0.0803 |
-3.4% |
0.0000 |
Volume |
374,300 |
379,715 |
5,415 |
1.4% |
3,238,624 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.9963 |
22.1956 |
19.5673 |
|
R3 |
21.7359 |
20.9352 |
19.2207 |
|
R2 |
20.4755 |
20.4755 |
19.1052 |
|
R1 |
19.6748 |
19.6748 |
18.9896 |
19.4450 |
PP |
19.2151 |
19.2151 |
19.2151 |
19.1002 |
S1 |
18.4144 |
18.4144 |
18.7586 |
18.1846 |
S2 |
17.9547 |
17.9547 |
18.6430 |
|
S3 |
16.6943 |
17.1540 |
18.5275 |
|
S4 |
15.4339 |
15.8936 |
18.1809 |
|
|
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 |
18.7554 |
4.4154 |
23.4% |
2.0625 |
10.9% |
3% |
False |
True |
456,503 |
10 |
25.8023 |
18.6275 |
7.1748 |
38.0% |
2.7839 |
14.7% |
3% |
False |
False |
573,208 |
20 |
25.8023 |
16.5686 |
9.2337 |
48.9% |
2.4504 |
13.0% |
25% |
False |
False |
597,796 |
40 |
25.8023 |
12.3936 |
13.4087 |
71.0% |
2.1689 |
11.5% |
48% |
False |
False |
676,222 |
60 |
25.8023 |
10.3079 |
15.4944 |
82.1% |
1.6772 |
8.9% |
55% |
False |
False |
636,339 |
80 |
25.8023 |
9.3309 |
16.4714 |
87.3% |
1.4153 |
7.5% |
58% |
False |
False |
578,755 |
100 |
25.8023 |
9.2147 |
16.5876 |
87.9% |
1.2812 |
6.8% |
58% |
False |
False |
583,213 |
120 |
25.8023 |
6.8303 |
18.9720 |
100.5% |
1.1805 |
6.3% |
63% |
False |
False |
567,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25.3725 |
2.618 |
23.3155 |
1.618 |
22.0551 |
1.000 |
21.2762 |
0.618 |
20.7947 |
HIGH |
20.0158 |
0.618 |
19.5343 |
0.500 |
19.3856 |
0.382 |
19.2369 |
LOW |
18.7554 |
0.618 |
17.9765 |
1.000 |
17.4950 |
1.618 |
16.7161 |
2.618 |
15.4557 |
4.250 |
13.3987 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
19.3856 |
20.6092 |
PP |
19.2151 |
20.0308 |
S1 |
19.0446 |
19.4525 |
|