Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
105.438 |
104.943 |
-0.495 |
-0.5% |
106.269 |
High |
105.438 |
105.168 |
-0.270 |
-0.3% |
106.383 |
Low |
104.801 |
104.525 |
-0.276 |
-0.3% |
105.794 |
Close |
104.943 |
104.741 |
-0.202 |
-0.2% |
106.160 |
Range |
0.637 |
0.643 |
0.006 |
0.9% |
0.589 |
ATR |
0.582 |
0.586 |
0.004 |
0.7% |
0.000 |
Volume |
172,549 |
181,454 |
8,905 |
5.2% |
758,824 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.740 |
106.384 |
105.095 |
|
R3 |
106.097 |
105.741 |
104.918 |
|
R2 |
105.454 |
105.454 |
104.859 |
|
R1 |
105.098 |
105.098 |
104.800 |
104.955 |
PP |
104.811 |
104.811 |
104.811 |
104.740 |
S1 |
104.455 |
104.455 |
104.682 |
104.312 |
S2 |
104.168 |
104.168 |
104.623 |
|
S3 |
103.525 |
103.812 |
104.564 |
|
S4 |
102.882 |
103.169 |
104.387 |
|
|
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 |
106.254 |
104.525 |
1.729 |
1.7% |
0.521 |
0.5% |
12% |
False |
True |
153,278 |
10 |
106.500 |
104.525 |
1.975 |
1.9% |
0.461 |
0.4% |
11% |
False |
True |
153,267 |
20 |
106.944 |
104.525 |
2.419 |
2.3% |
0.602 |
0.6% |
9% |
False |
True |
166,651 |
40 |
107.047 |
104.188 |
2.859 |
2.7% |
0.668 |
0.6% |
19% |
False |
False |
168,404 |
60 |
108.161 |
104.188 |
3.973 |
3.8% |
0.619 |
0.6% |
14% |
False |
False |
154,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.901 |
2.618 |
106.851 |
1.618 |
106.208 |
1.000 |
105.811 |
0.618 |
105.565 |
HIGH |
105.168 |
0.618 |
104.922 |
0.500 |
104.847 |
0.382 |
104.771 |
LOW |
104.525 |
0.618 |
104.128 |
1.000 |
103.882 |
1.618 |
103.485 |
2.618 |
102.842 |
4.250 |
101.792 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
104.847 |
105.169 |
PP |
104.811 |
105.026 |
S1 |
104.776 |
104.884 |
|