Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.28443 |
1.28876 |
0.00433 |
0.3% |
1.32570 |
High |
1.29249 |
1.30063 |
0.00814 |
0.6% |
1.32604 |
Low |
1.28145 |
1.28747 |
0.00602 |
0.5% |
1.27630 |
Close |
1.28880 |
1.29660 |
0.00780 |
0.6% |
1.27941 |
Range |
0.01104 |
0.01316 |
0.00212 |
19.2% |
0.04974 |
ATR |
0.01325 |
0.01324 |
-0.00001 |
0.0% |
0.00000 |
Volume |
196,582 |
233,646 |
37,064 |
18.9% |
1,080,296 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.33438 |
1.32865 |
1.30384 |
|
R3 |
1.32122 |
1.31549 |
1.30022 |
|
R2 |
1.30806 |
1.30806 |
1.29901 |
|
R1 |
1.30233 |
1.30233 |
1.29781 |
1.30520 |
PP |
1.29490 |
1.29490 |
1.29490 |
1.29633 |
S1 |
1.28917 |
1.28917 |
1.29539 |
1.29204 |
S2 |
1.28174 |
1.28174 |
1.29419 |
|
S3 |
1.26858 |
1.27601 |
1.29298 |
|
S4 |
1.25542 |
1.26285 |
1.28936 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.44314 |
1.41101 |
1.30677 |
|
R3 |
1.39340 |
1.36127 |
1.29309 |
|
R2 |
1.34366 |
1.34366 |
1.28853 |
|
R1 |
1.31153 |
1.31153 |
1.28397 |
1.30273 |
PP |
1.29392 |
1.29392 |
1.29392 |
1.28951 |
S1 |
1.26179 |
1.26179 |
1.27485 |
1.25299 |
S2 |
1.24418 |
1.24418 |
1.27029 |
|
S3 |
1.19444 |
1.21205 |
1.26573 |
|
S4 |
1.14470 |
1.16231 |
1.25205 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.30340 |
1.27630 |
0.02710 |
2.1% |
0.01495 |
1.2% |
75% |
False |
False |
216,912 |
10 |
1.33554 |
1.27630 |
0.05924 |
4.6% |
0.01450 |
1.1% |
34% |
False |
False |
215,159 |
20 |
1.34816 |
1.27630 |
0.07186 |
5.5% |
0.01373 |
1.1% |
28% |
False |
False |
211,066 |
40 |
1.34816 |
1.26728 |
0.08088 |
6.2% |
0.01217 |
0.9% |
36% |
False |
False |
203,788 |
60 |
1.34816 |
1.22517 |
0.12299 |
9.5% |
0.01148 |
0.9% |
58% |
False |
False |
194,390 |
80 |
1.34816 |
1.22334 |
0.12482 |
9.6% |
0.01179 |
0.9% |
59% |
False |
False |
204,504 |
100 |
1.34816 |
1.20744 |
0.14072 |
10.9% |
0.01174 |
0.9% |
63% |
False |
False |
202,555 |
120 |
1.34816 |
1.20744 |
0.14072 |
10.9% |
0.01186 |
0.9% |
63% |
False |
False |
200,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.35656 |
2.618 |
1.33508 |
1.618 |
1.32192 |
1.000 |
1.31379 |
0.618 |
1.30876 |
HIGH |
1.30063 |
0.618 |
1.29560 |
0.500 |
1.29405 |
0.382 |
1.29250 |
LOW |
1.28747 |
0.618 |
1.27934 |
1.000 |
1.27431 |
1.618 |
1.26618 |
2.618 |
1.25302 |
4.250 |
1.23154 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.29575 |
1.29407 |
PP |
1.29490 |
1.29154 |
S1 |
1.29405 |
1.28902 |
|