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 |
0.70710 |
0.71289 |
0.00579 |
0.8% |
0.72872 |
High |
0.71377 |
0.71750 |
0.00373 |
0.5% |
0.73238 |
Low |
0.70693 |
0.71002 |
0.00309 |
0.4% |
0.70059 |
Close |
0.71289 |
0.71621 |
0.00332 |
0.5% |
0.70294 |
Range |
0.00684 |
0.00748 |
0.00064 |
9.4% |
0.03179 |
ATR |
0.00713 |
0.00716 |
0.00002 |
0.3% |
0.00000 |
Volume |
140,547 |
172,692 |
32,145 |
22.9% |
852,325 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.73702 |
0.73409 |
0.72032 |
|
R3 |
0.72954 |
0.72661 |
0.71827 |
|
R2 |
0.72206 |
0.72206 |
0.71758 |
|
R1 |
0.71913 |
0.71913 |
0.71690 |
0.72060 |
PP |
0.71458 |
0.71458 |
0.71458 |
0.71531 |
S1 |
0.71165 |
0.71165 |
0.71552 |
0.71312 |
S2 |
0.70710 |
0.70710 |
0.71484 |
|
S3 |
0.69962 |
0.70417 |
0.71415 |
|
S4 |
0.69214 |
0.69669 |
0.71210 |
|
|
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 |
0.71750 |
0.70059 |
0.01691 |
2.4% |
0.00675 |
0.9% |
92% |
True |
False |
157,499 |
10 |
0.73337 |
0.70059 |
0.03278 |
4.6% |
0.00764 |
1.1% |
48% |
False |
False |
163,122 |
20 |
0.73444 |
0.70059 |
0.03385 |
4.7% |
0.00721 |
1.0% |
46% |
False |
False |
153,517 |
40 |
0.74133 |
0.70059 |
0.04074 |
5.7% |
0.00690 |
1.0% |
38% |
False |
False |
142,985 |
60 |
0.74133 |
0.69214 |
0.04919 |
6.9% |
0.00678 |
0.9% |
49% |
False |
False |
144,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.74929 |
2.618 |
0.73708 |
1.618 |
0.72960 |
1.000 |
0.72498 |
0.618 |
0.72212 |
HIGH |
0.71750 |
0.618 |
0.71464 |
0.500 |
0.71376 |
0.382 |
0.71288 |
LOW |
0.71002 |
0.618 |
0.70540 |
1.000 |
0.70254 |
1.618 |
0.69792 |
2.618 |
0.69044 |
4.250 |
0.67823 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.71539 |
0.71414 |
PP |
0.71458 |
0.71207 |
S1 |
0.71376 |
0.71000 |
|