Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.27286 |
1.27776 |
0.00490 |
0.4% |
1.29206 |
High |
1.28043 |
1.29273 |
0.01230 |
1.0% |
1.29655 |
Low |
1.26874 |
1.27506 |
0.00632 |
0.5% |
1.26751 |
Close |
1.27412 |
1.28294 |
0.00882 |
0.7% |
1.27412 |
Range |
0.01169 |
0.01767 |
0.00598 |
51.2% |
0.02904 |
ATR |
0.01283 |
0.01325 |
0.00041 |
3.2% |
0.00000 |
Volume |
229,218 |
206,783 |
-22,435 |
-9.8% |
1,273,480 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.33659 |
1.32743 |
1.29266 |
|
R3 |
1.31892 |
1.30976 |
1.28780 |
|
R2 |
1.30125 |
1.30125 |
1.28618 |
|
R1 |
1.29209 |
1.29209 |
1.28456 |
1.29667 |
PP |
1.28358 |
1.28358 |
1.28358 |
1.28587 |
S1 |
1.27442 |
1.27442 |
1.28132 |
1.27900 |
S2 |
1.26591 |
1.26591 |
1.27970 |
|
S3 |
1.24824 |
1.25675 |
1.27808 |
|
S4 |
1.23057 |
1.23908 |
1.27322 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.36651 |
1.34936 |
1.29009 |
|
R3 |
1.33747 |
1.32032 |
1.28211 |
|
R2 |
1.30843 |
1.30843 |
1.27944 |
|
R1 |
1.29128 |
1.29128 |
1.27678 |
1.28534 |
PP |
1.27939 |
1.27939 |
1.27939 |
1.27642 |
S1 |
1.26224 |
1.26224 |
1.27146 |
1.25630 |
S2 |
1.25035 |
1.25035 |
1.26880 |
|
S3 |
1.22131 |
1.23320 |
1.26613 |
|
S4 |
1.19227 |
1.20416 |
1.25815 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.29273 |
1.26751 |
0.02522 |
2.0% |
0.01276 |
1.0% |
61% |
True |
False |
245,148 |
10 |
1.30063 |
1.26751 |
0.03312 |
2.6% |
0.01285 |
1.0% |
47% |
False |
False |
243,122 |
20 |
1.34816 |
1.26751 |
0.08065 |
6.3% |
0.01369 |
1.1% |
19% |
False |
False |
230,005 |
40 |
1.34816 |
1.26751 |
0.08065 |
6.3% |
0.01259 |
1.0% |
19% |
False |
False |
212,146 |
60 |
1.34816 |
1.24622 |
0.10194 |
7.9% |
0.01191 |
0.9% |
36% |
False |
False |
204,869 |
80 |
1.34816 |
1.22517 |
0.12299 |
9.6% |
0.01190 |
0.9% |
47% |
False |
False |
207,482 |
100 |
1.34816 |
1.20744 |
0.14072 |
11.0% |
0.01177 |
0.9% |
54% |
False |
False |
208,017 |
120 |
1.34816 |
1.20744 |
0.14072 |
11.0% |
0.01186 |
0.9% |
54% |
False |
False |
204,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.36783 |
2.618 |
1.33899 |
1.618 |
1.32132 |
1.000 |
1.31040 |
0.618 |
1.30365 |
HIGH |
1.29273 |
0.618 |
1.28598 |
0.500 |
1.28390 |
0.382 |
1.28181 |
LOW |
1.27506 |
0.618 |
1.26414 |
1.000 |
1.25739 |
1.618 |
1.24647 |
2.618 |
1.22880 |
4.250 |
1.19996 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.28390 |
1.28221 |
PP |
1.28358 |
1.28147 |
S1 |
1.28326 |
1.28074 |
|