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 |
0.72880 |
0.73014 |
0.00134 |
0.2% |
0.72882 |
High |
0.73425 |
0.73444 |
0.00019 |
0.0% |
0.73240 |
Low |
0.72666 |
0.72786 |
0.00120 |
0.2% |
0.71922 |
Close |
0.73014 |
0.73053 |
0.00039 |
0.1% |
0.72834 |
Range |
0.00759 |
0.00658 |
-0.00101 |
-13.3% |
0.01318 |
ATR |
0.00673 |
0.00672 |
-0.00001 |
-0.2% |
0.00000 |
Volume |
115,406 |
148,456 |
33,050 |
28.6% |
728,308 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.75068 |
0.74719 |
0.73415 |
|
R3 |
0.74410 |
0.74061 |
0.73234 |
|
R2 |
0.73752 |
0.73752 |
0.73174 |
|
R1 |
0.73403 |
0.73403 |
0.73113 |
0.73578 |
PP |
0.73094 |
0.73094 |
0.73094 |
0.73182 |
S1 |
0.72745 |
0.72745 |
0.72993 |
0.72920 |
S2 |
0.72436 |
0.72436 |
0.72932 |
|
S3 |
0.71778 |
0.72087 |
0.72872 |
|
S4 |
0.71120 |
0.71429 |
0.72691 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.76619 |
0.76045 |
0.73559 |
|
R3 |
0.75301 |
0.74727 |
0.73196 |
|
R2 |
0.73983 |
0.73983 |
0.73076 |
|
R1 |
0.73409 |
0.73409 |
0.72955 |
0.73037 |
PP |
0.72665 |
0.72665 |
0.72665 |
0.72480 |
S1 |
0.72091 |
0.72091 |
0.72713 |
0.71719 |
S2 |
0.71347 |
0.71347 |
0.72592 |
|
S3 |
0.70029 |
0.70773 |
0.72472 |
|
S4 |
0.68711 |
0.69455 |
0.72109 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.73444 |
0.72482 |
0.00962 |
1.3% |
0.00620 |
0.8% |
59% |
True |
False |
134,087 |
10 |
0.73444 |
0.71922 |
0.01522 |
2.1% |
0.00679 |
0.9% |
74% |
True |
False |
143,912 |
20 |
0.74133 |
0.71356 |
0.02777 |
3.8% |
0.00678 |
0.9% |
61% |
False |
False |
140,776 |
40 |
0.74133 |
0.70640 |
0.03493 |
4.8% |
0.00673 |
0.9% |
69% |
False |
False |
140,561 |
60 |
0.74133 |
0.68326 |
0.05807 |
7.9% |
0.00646 |
0.9% |
81% |
False |
False |
139,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.76241 |
2.618 |
0.75167 |
1.618 |
0.74509 |
1.000 |
0.74102 |
0.618 |
0.73851 |
HIGH |
0.73444 |
0.618 |
0.73193 |
0.500 |
0.73115 |
0.382 |
0.73037 |
LOW |
0.72786 |
0.618 |
0.72379 |
1.000 |
0.72128 |
1.618 |
0.71721 |
2.618 |
0.71063 |
4.250 |
0.69990 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.73115 |
0.73050 |
PP |
0.73094 |
0.73047 |
S1 |
0.73074 |
0.73044 |
|