Trading Metrics calculated at close of trading on 06-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
18.1577 |
17.6623 |
-0.4954 |
-2.7% |
21.3009 |
High |
18.2908 |
17.7771 |
-0.5137 |
-2.8% |
22.4629 |
Low |
17.4272 |
16.4156 |
-1.0116 |
-5.8% |
17.3068 |
Close |
17.6623 |
16.4935 |
-1.1688 |
-6.6% |
18.1577 |
Range |
0.8636 |
1.3615 |
0.4979 |
57.7% |
5.1561 |
ATR |
2.1528 |
2.0963 |
-0.0565 |
-2.6% |
0.0000 |
Volume |
524,045 |
985,400 |
461,355 |
88.0% |
2,820,987 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.9799 |
20.0982 |
17.2423 |
|
R3 |
19.6184 |
18.7367 |
16.8679 |
|
R2 |
18.2569 |
18.2569 |
16.7431 |
|
R1 |
17.3752 |
17.3752 |
16.6183 |
17.1353 |
PP |
16.8954 |
16.8954 |
16.8954 |
16.7755 |
S1 |
16.0137 |
16.0137 |
16.3687 |
15.7738 |
S2 |
15.5339 |
15.5339 |
16.2439 |
|
S3 |
14.1724 |
14.6522 |
16.1191 |
|
S4 |
12.8109 |
13.2907 |
15.7447 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.7774 |
31.6237 |
20.9936 |
|
R3 |
29.6213 |
26.4676 |
19.5756 |
|
R2 |
24.4652 |
24.4652 |
19.1030 |
|
R1 |
21.3115 |
21.3115 |
18.6303 |
20.3103 |
PP |
19.3091 |
19.3091 |
19.3091 |
18.8086 |
S1 |
16.1554 |
16.1554 |
17.6851 |
15.1542 |
S2 |
14.1530 |
14.1530 |
17.2124 |
|
S3 |
8.9969 |
10.9993 |
16.7398 |
|
S4 |
3.8408 |
5.8432 |
15.3218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20.2841 |
16.4156 |
3.8685 |
23.5% |
1.4683 |
8.9% |
2% |
False |
True |
700,530 |
10 |
23.1708 |
16.4156 |
6.7552 |
41.0% |
1.9321 |
11.7% |
1% |
False |
True |
613,007 |
20 |
25.8023 |
16.4156 |
9.3867 |
56.9% |
2.2827 |
13.8% |
1% |
False |
True |
589,041 |
40 |
25.8023 |
13.2996 |
12.5027 |
75.8% |
2.2010 |
13.3% |
26% |
False |
False |
706,242 |
60 |
25.8023 |
10.3336 |
15.4687 |
93.8% |
1.7266 |
10.5% |
40% |
False |
False |
647,310 |
80 |
25.8023 |
9.3309 |
16.4714 |
99.9% |
1.4387 |
8.7% |
43% |
False |
False |
592,276 |
100 |
25.8023 |
9.2147 |
16.5876 |
100.6% |
1.3203 |
8.0% |
44% |
False |
False |
593,668 |
120 |
25.8023 |
7.1557 |
18.6466 |
113.1% |
1.2136 |
7.4% |
50% |
False |
False |
579,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.5635 |
2.618 |
21.3415 |
1.618 |
19.9800 |
1.000 |
19.1386 |
0.618 |
18.6185 |
HIGH |
17.7771 |
0.618 |
17.2570 |
0.500 |
17.0964 |
0.382 |
16.9357 |
LOW |
16.4156 |
0.618 |
15.5742 |
1.000 |
15.0541 |
1.618 |
14.2127 |
2.618 |
12.8512 |
4.250 |
10.6292 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
17.0964 |
17.7314 |
PP |
16.8954 |
17.3188 |
S1 |
16.6945 |
16.9061 |
|