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 |
0.70454 |
0.70311 |
-0.00143 |
-0.2% |
0.72872 |
High |
0.70862 |
0.70742 |
-0.00120 |
-0.2% |
0.73238 |
Low |
0.70059 |
0.70249 |
0.00190 |
0.3% |
0.70059 |
Close |
0.70294 |
0.70709 |
0.00415 |
0.6% |
0.70294 |
Range |
0.00803 |
0.00493 |
-0.00310 |
-38.6% |
0.03179 |
ATR |
0.00733 |
0.00716 |
-0.00017 |
-2.3% |
0.00000 |
Volume |
155,534 |
132,004 |
-23,530 |
-15.1% |
852,325 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.72046 |
0.71870 |
0.70980 |
|
R3 |
0.71553 |
0.71377 |
0.70845 |
|
R2 |
0.71060 |
0.71060 |
0.70799 |
|
R1 |
0.70884 |
0.70884 |
0.70754 |
0.70972 |
PP |
0.70567 |
0.70567 |
0.70567 |
0.70611 |
S1 |
0.70391 |
0.70391 |
0.70664 |
0.70479 |
S2 |
0.70074 |
0.70074 |
0.70619 |
|
S3 |
0.69581 |
0.69898 |
0.70573 |
|
S4 |
0.69088 |
0.69405 |
0.70438 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.80734 |
0.78693 |
0.72042 |
|
R3 |
0.77555 |
0.75514 |
0.71168 |
|
R2 |
0.74376 |
0.74376 |
0.70877 |
|
R1 |
0.72335 |
0.72335 |
0.70585 |
0.71766 |
PP |
0.71197 |
0.71197 |
0.71197 |
0.70913 |
S1 |
0.69156 |
0.69156 |
0.70003 |
0.68587 |
S2 |
0.68018 |
0.68018 |
0.69711 |
|
S3 |
0.64839 |
0.65977 |
0.69420 |
|
S4 |
0.61660 |
0.62798 |
0.68546 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.72346 |
0.70059 |
0.02287 |
3.2% |
0.00769 |
1.1% |
28% |
False |
False |
163,590 |
10 |
0.73444 |
0.70059 |
0.03385 |
4.8% |
0.00763 |
1.1% |
19% |
False |
False |
158,184 |
20 |
0.74133 |
0.70059 |
0.04074 |
5.8% |
0.00717 |
1.0% |
16% |
False |
False |
154,051 |
40 |
0.74133 |
0.70059 |
0.04074 |
5.8% |
0.00691 |
1.0% |
16% |
False |
False |
142,166 |
60 |
0.74133 |
0.69214 |
0.04919 |
7.0% |
0.00676 |
1.0% |
30% |
False |
False |
143,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.72837 |
2.618 |
0.72033 |
1.618 |
0.71540 |
1.000 |
0.71235 |
0.618 |
0.71047 |
HIGH |
0.70742 |
0.618 |
0.70554 |
0.500 |
0.70496 |
0.382 |
0.70437 |
LOW |
0.70249 |
0.618 |
0.69944 |
1.000 |
0.69756 |
1.618 |
0.69451 |
2.618 |
0.68958 |
4.250 |
0.68154 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.70638 |
0.70626 |
PP |
0.70567 |
0.70543 |
S1 |
0.70496 |
0.70461 |
|