Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.28297 |
1.28551 |
0.00254 |
0.2% |
1.29206 |
High |
1.29020 |
1.29415 |
0.00395 |
0.3% |
1.29655 |
Low |
1.28232 |
1.28051 |
-0.00181 |
-0.1% |
1.26751 |
Close |
1.28544 |
1.29184 |
0.00640 |
0.5% |
1.27412 |
Range |
0.00788 |
0.01364 |
0.00576 |
73.1% |
0.02904 |
ATR |
0.01286 |
0.01292 |
0.00006 |
0.4% |
0.00000 |
Volume |
230,158 |
265,921 |
35,763 |
15.5% |
1,273,480 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.32975 |
1.32444 |
1.29934 |
|
R3 |
1.31611 |
1.31080 |
1.29559 |
|
R2 |
1.30247 |
1.30247 |
1.29434 |
|
R1 |
1.29716 |
1.29716 |
1.29309 |
1.29982 |
PP |
1.28883 |
1.28883 |
1.28883 |
1.29016 |
S1 |
1.28352 |
1.28352 |
1.29059 |
1.28618 |
S2 |
1.27519 |
1.27519 |
1.28934 |
|
S3 |
1.26155 |
1.26988 |
1.28809 |
|
S4 |
1.24791 |
1.25624 |
1.28434 |
|
|
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 |
1.29415 |
1.26874 |
0.02541 |
2.0% |
0.01195 |
0.9% |
91% |
True |
False |
240,565 |
10 |
1.29988 |
1.26751 |
0.03237 |
2.5% |
0.01258 |
1.0% |
75% |
False |
False |
249,708 |
20 |
1.33554 |
1.26751 |
0.06803 |
5.3% |
0.01354 |
1.0% |
36% |
False |
False |
232,433 |
40 |
1.34816 |
1.26751 |
0.08065 |
6.2% |
0.01255 |
1.0% |
30% |
False |
False |
215,077 |
60 |
1.34816 |
1.24799 |
0.10017 |
7.8% |
0.01187 |
0.9% |
44% |
False |
False |
207,073 |
80 |
1.34816 |
1.22517 |
0.12299 |
9.5% |
0.01187 |
0.9% |
54% |
False |
False |
207,940 |
100 |
1.34816 |
1.20744 |
0.14072 |
10.9% |
0.01174 |
0.9% |
60% |
False |
False |
208,587 |
120 |
1.34816 |
1.20744 |
0.14072 |
10.9% |
0.01176 |
0.9% |
60% |
False |
False |
205,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.35212 |
2.618 |
1.32986 |
1.618 |
1.31622 |
1.000 |
1.30779 |
0.618 |
1.30258 |
HIGH |
1.29415 |
0.618 |
1.28894 |
0.500 |
1.28733 |
0.382 |
1.28572 |
LOW |
1.28051 |
0.618 |
1.27208 |
1.000 |
1.26687 |
1.618 |
1.25844 |
2.618 |
1.24480 |
4.250 |
1.22254 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.29034 |
1.28943 |
PP |
1.28883 |
1.28702 |
S1 |
1.28733 |
1.28461 |
|