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 |
105.723 |
105.438 |
-0.285 |
-0.3% |
106.269 |
High |
105.812 |
105.438 |
-0.374 |
-0.4% |
106.383 |
Low |
105.300 |
104.801 |
-0.499 |
-0.5% |
105.794 |
Close |
105.438 |
104.943 |
-0.495 |
-0.5% |
106.160 |
Range |
0.512 |
0.637 |
0.125 |
24.4% |
0.589 |
ATR |
0.578 |
0.582 |
0.004 |
0.7% |
0.000 |
Volume |
139,155 |
172,549 |
33,394 |
24.0% |
758,824 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.972 |
106.594 |
105.293 |
|
R3 |
106.335 |
105.957 |
105.118 |
|
R2 |
105.698 |
105.698 |
105.060 |
|
R1 |
105.320 |
105.320 |
105.001 |
105.191 |
PP |
105.061 |
105.061 |
105.061 |
104.996 |
S1 |
104.683 |
104.683 |
104.885 |
104.554 |
S2 |
104.424 |
104.424 |
104.826 |
|
S3 |
103.787 |
104.046 |
104.768 |
|
S4 |
103.150 |
103.409 |
104.593 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.879 |
107.609 |
106.484 |
|
R3 |
107.290 |
107.020 |
106.322 |
|
R2 |
106.701 |
106.701 |
106.268 |
|
R1 |
106.431 |
106.431 |
106.214 |
106.272 |
PP |
106.112 |
106.112 |
106.112 |
106.033 |
S1 |
105.842 |
105.842 |
106.106 |
105.683 |
S2 |
105.523 |
105.523 |
106.052 |
|
S3 |
104.934 |
105.253 |
105.998 |
|
S4 |
104.345 |
104.664 |
105.836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.296 |
104.801 |
1.495 |
1.4% |
0.455 |
0.4% |
9% |
False |
True |
149,300 |
10 |
106.548 |
104.801 |
1.747 |
1.7% |
0.452 |
0.4% |
8% |
False |
True |
153,180 |
20 |
106.944 |
104.801 |
2.143 |
2.0% |
0.593 |
0.6% |
7% |
False |
True |
166,958 |
40 |
107.228 |
104.188 |
3.040 |
2.9% |
0.665 |
0.6% |
25% |
False |
False |
166,882 |
60 |
108.161 |
104.188 |
3.973 |
3.8% |
0.617 |
0.6% |
19% |
False |
False |
154,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.145 |
2.618 |
107.106 |
1.618 |
106.469 |
1.000 |
106.075 |
0.618 |
105.832 |
HIGH |
105.438 |
0.618 |
105.195 |
0.500 |
105.120 |
0.382 |
105.044 |
LOW |
104.801 |
0.618 |
104.407 |
1.000 |
104.164 |
1.618 |
103.770 |
2.618 |
103.133 |
4.250 |
102.094 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
105.120 |
105.483 |
PP |
105.061 |
105.303 |
S1 |
105.002 |
105.123 |
|