Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.27318 |
1.27215 |
-0.00103 |
-0.1% |
1.27898 |
High |
1.27762 |
1.27790 |
0.00028 |
0.0% |
1.30063 |
Low |
1.26751 |
1.26905 |
0.00154 |
0.1% |
1.27740 |
Close |
1.27217 |
1.27418 |
0.00201 |
0.2% |
1.29149 |
Range |
0.01011 |
0.00885 |
-0.00126 |
-12.5% |
0.02323 |
ATR |
0.01324 |
0.01292 |
-0.00031 |
-2.4% |
0.00000 |
Volume |
261,617 |
270,749 |
9,132 |
3.5% |
1,131,336 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.30026 |
1.29607 |
1.27905 |
|
R3 |
1.29141 |
1.28722 |
1.27661 |
|
R2 |
1.28256 |
1.28256 |
1.27580 |
|
R1 |
1.27837 |
1.27837 |
1.27499 |
1.28047 |
PP |
1.27371 |
1.27371 |
1.27371 |
1.27476 |
S1 |
1.26952 |
1.26952 |
1.27337 |
1.27162 |
S2 |
1.26486 |
1.26486 |
1.27256 |
|
S3 |
1.25601 |
1.26067 |
1.27175 |
|
S4 |
1.24716 |
1.25182 |
1.26931 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.35953 |
1.34874 |
1.30427 |
|
R3 |
1.33630 |
1.32551 |
1.29788 |
|
R2 |
1.31307 |
1.31307 |
1.29575 |
|
R1 |
1.30228 |
1.30228 |
1.29362 |
1.30768 |
PP |
1.28984 |
1.28984 |
1.28984 |
1.29254 |
S1 |
1.27905 |
1.27905 |
1.28936 |
1.28445 |
S2 |
1.26661 |
1.26661 |
1.28723 |
|
S3 |
1.24338 |
1.25582 |
1.28510 |
|
S4 |
1.22015 |
1.23259 |
1.27871 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.29988 |
1.26751 |
0.03237 |
2.5% |
0.01238 |
1.0% |
21% |
False |
False |
255,227 |
10 |
1.30063 |
1.26751 |
0.03312 |
2.6% |
0.01236 |
1.0% |
20% |
False |
False |
239,422 |
20 |
1.34816 |
1.26751 |
0.08065 |
6.3% |
0.01354 |
1.1% |
8% |
False |
False |
228,718 |
40 |
1.34816 |
1.26751 |
0.08065 |
6.3% |
0.01237 |
1.0% |
8% |
False |
False |
212,807 |
60 |
1.34816 |
1.24381 |
0.10435 |
8.2% |
0.01159 |
0.9% |
29% |
False |
False |
202,728 |
80 |
1.34816 |
1.22517 |
0.12299 |
9.7% |
0.01185 |
0.9% |
40% |
False |
False |
207,290 |
100 |
1.34816 |
1.20744 |
0.14072 |
11.0% |
0.01175 |
0.9% |
47% |
False |
False |
206,935 |
120 |
1.34816 |
1.20744 |
0.14072 |
11.0% |
0.01173 |
0.9% |
47% |
False |
False |
202,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.31551 |
2.618 |
1.30107 |
1.618 |
1.29222 |
1.000 |
1.28675 |
0.618 |
1.28337 |
HIGH |
1.27790 |
0.618 |
1.27452 |
0.500 |
1.27348 |
0.382 |
1.27243 |
LOW |
1.26905 |
0.618 |
1.26358 |
1.000 |
1.26020 |
1.618 |
1.25473 |
2.618 |
1.24588 |
4.250 |
1.23144 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.27395 |
1.27704 |
PP |
1.27371 |
1.27609 |
S1 |
1.27348 |
1.27513 |
|