Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
104.943 |
104.741 |
-0.202 |
-0.2% |
106.118 |
High |
105.168 |
104.866 |
-0.302 |
-0.3% |
106.164 |
Low |
104.525 |
104.269 |
-0.256 |
-0.2% |
104.269 |
Close |
104.741 |
104.571 |
-0.170 |
-0.2% |
104.571 |
Range |
0.643 |
0.597 |
-0.046 |
-7.2% |
1.895 |
ATR |
0.586 |
0.587 |
0.001 |
0.1% |
0.000 |
Volume |
181,454 |
145,347 |
-36,107 |
-19.9% |
763,819 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.360 |
106.062 |
104.899 |
|
R3 |
105.763 |
105.465 |
104.735 |
|
R2 |
105.166 |
105.166 |
104.680 |
|
R1 |
104.868 |
104.868 |
104.626 |
104.719 |
PP |
104.569 |
104.569 |
104.569 |
104.494 |
S1 |
104.271 |
104.271 |
104.516 |
104.122 |
S2 |
103.972 |
103.972 |
104.462 |
|
S3 |
103.375 |
103.674 |
104.407 |
|
S4 |
102.778 |
103.077 |
104.243 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.686 |
109.524 |
105.613 |
|
R3 |
108.791 |
107.629 |
105.092 |
|
R2 |
106.896 |
106.896 |
104.918 |
|
R1 |
105.734 |
105.734 |
104.745 |
105.368 |
PP |
105.001 |
105.001 |
105.001 |
104.818 |
S1 |
103.839 |
103.839 |
104.397 |
103.473 |
S2 |
103.106 |
103.106 |
104.224 |
|
S3 |
101.211 |
101.944 |
104.050 |
|
S4 |
99.316 |
100.049 |
103.529 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.164 |
104.269 |
1.895 |
1.8% |
0.601 |
0.6% |
16% |
False |
True |
152,763 |
10 |
106.383 |
104.269 |
2.114 |
2.0% |
0.476 |
0.5% |
14% |
False |
True |
152,264 |
20 |
106.944 |
104.269 |
2.675 |
2.6% |
0.600 |
0.6% |
11% |
False |
True |
165,871 |
40 |
107.047 |
104.188 |
2.859 |
2.7% |
0.653 |
0.6% |
13% |
False |
False |
167,863 |
60 |
108.161 |
104.188 |
3.973 |
3.8% |
0.620 |
0.6% |
10% |
False |
False |
154,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.403 |
2.618 |
106.429 |
1.618 |
105.832 |
1.000 |
105.463 |
0.618 |
105.235 |
HIGH |
104.866 |
0.618 |
104.638 |
0.500 |
104.568 |
0.382 |
104.497 |
LOW |
104.269 |
0.618 |
103.900 |
1.000 |
103.672 |
1.618 |
103.303 |
2.618 |
102.706 |
4.250 |
101.732 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
104.570 |
104.854 |
PP |
104.569 |
104.759 |
S1 |
104.568 |
104.665 |
|