Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.18343 |
1.18623 |
0.00280 |
0.2% |
1.18130 |
High |
1.18876 |
1.19000 |
0.00124 |
0.1% |
1.19162 |
Low |
1.18320 |
1.18396 |
0.00076 |
0.1% |
1.17530 |
Close |
1.18628 |
1.18458 |
-0.00170 |
-0.1% |
1.18461 |
Range |
0.00556 |
0.00604 |
0.00048 |
8.6% |
0.01632 |
ATR |
0.00869 |
0.00850 |
-0.00019 |
-2.2% |
0.00000 |
Volume |
161,349 |
176,314 |
14,965 |
9.3% |
942,786 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.20430 |
1.20048 |
1.18790 |
|
R3 |
1.19826 |
1.19444 |
1.18624 |
|
R2 |
1.19222 |
1.19222 |
1.18569 |
|
R1 |
1.18840 |
1.18840 |
1.18513 |
1.18729 |
PP |
1.18618 |
1.18618 |
1.18618 |
1.18563 |
S1 |
1.18236 |
1.18236 |
1.18403 |
1.18125 |
S2 |
1.18014 |
1.18014 |
1.18347 |
|
S3 |
1.17410 |
1.17632 |
1.18292 |
|
S4 |
1.16806 |
1.17028 |
1.18126 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.23280 |
1.22503 |
1.19359 |
|
R3 |
1.21648 |
1.20871 |
1.18910 |
|
R2 |
1.20016 |
1.20016 |
1.18760 |
|
R1 |
1.19239 |
1.19239 |
1.18611 |
1.19628 |
PP |
1.18384 |
1.18384 |
1.18384 |
1.18579 |
S1 |
1.17607 |
1.17607 |
1.18311 |
1.17996 |
S2 |
1.16752 |
1.16752 |
1.18162 |
|
S3 |
1.15120 |
1.15975 |
1.18012 |
|
S4 |
1.13488 |
1.14343 |
1.17563 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.19162 |
1.17530 |
0.01632 |
1.4% |
0.00752 |
0.6% |
57% |
False |
False |
206,416 |
10 |
1.20099 |
1.17530 |
0.02569 |
2.2% |
0.00812 |
0.7% |
36% |
False |
False |
227,275 |
20 |
1.20099 |
1.17530 |
0.02569 |
2.2% |
0.00874 |
0.7% |
36% |
False |
False |
227,545 |
40 |
1.20099 |
1.14236 |
0.05863 |
4.9% |
0.00917 |
0.8% |
72% |
False |
False |
229,350 |
60 |
1.20099 |
1.11851 |
0.08248 |
7.0% |
0.00861 |
0.7% |
80% |
False |
False |
216,365 |
80 |
1.20099 |
1.08914 |
0.11185 |
9.4% |
0.00891 |
0.8% |
85% |
False |
False |
221,646 |
100 |
1.20099 |
1.07663 |
0.12436 |
10.5% |
0.00867 |
0.7% |
87% |
False |
False |
213,648 |
120 |
1.20099 |
1.07269 |
0.12830 |
10.8% |
0.00874 |
0.7% |
87% |
False |
False |
217,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.21567 |
2.618 |
1.20581 |
1.618 |
1.19977 |
1.000 |
1.19604 |
0.618 |
1.19373 |
HIGH |
1.19000 |
0.618 |
1.18769 |
0.500 |
1.18698 |
0.382 |
1.18627 |
LOW |
1.18396 |
0.618 |
1.18023 |
1.000 |
1.17792 |
1.618 |
1.17419 |
2.618 |
1.16815 |
4.250 |
1.15829 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.18698 |
1.18558 |
PP |
1.18618 |
1.18524 |
S1 |
1.18538 |
1.18491 |
|