Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
104.741 |
104.566 |
-0.175 |
-0.2% |
106.118 |
High |
104.866 |
104.857 |
-0.009 |
0.0% |
106.164 |
Low |
104.269 |
104.000 |
-0.269 |
-0.3% |
104.269 |
Close |
104.571 |
104.641 |
0.070 |
0.1% |
104.571 |
Range |
0.597 |
0.857 |
0.260 |
43.6% |
1.895 |
ATR |
0.587 |
0.606 |
0.019 |
3.3% |
0.000 |
Volume |
145,347 |
164,792 |
19,445 |
13.4% |
763,819 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.070 |
106.713 |
105.112 |
|
R3 |
106.213 |
105.856 |
104.877 |
|
R2 |
105.356 |
105.356 |
104.798 |
|
R1 |
104.999 |
104.999 |
104.720 |
105.178 |
PP |
104.499 |
104.499 |
104.499 |
104.589 |
S1 |
104.142 |
104.142 |
104.562 |
104.321 |
S2 |
103.642 |
103.642 |
104.484 |
|
S3 |
102.785 |
103.285 |
104.405 |
|
S4 |
101.928 |
102.428 |
104.170 |
|
|
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 |
105.812 |
104.000 |
1.812 |
1.7% |
0.649 |
0.6% |
35% |
False |
True |
160,659 |
10 |
106.380 |
104.000 |
2.380 |
2.3% |
0.537 |
0.5% |
27% |
False |
True |
156,593 |
20 |
106.944 |
104.000 |
2.944 |
2.8% |
0.628 |
0.6% |
22% |
False |
True |
167,731 |
40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.650 |
0.6% |
21% |
False |
True |
167,744 |
60 |
108.161 |
104.000 |
4.161 |
4.0% |
0.620 |
0.6% |
15% |
False |
True |
154,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.499 |
2.618 |
107.101 |
1.618 |
106.244 |
1.000 |
105.714 |
0.618 |
105.387 |
HIGH |
104.857 |
0.618 |
104.530 |
0.500 |
104.429 |
0.382 |
104.327 |
LOW |
104.000 |
0.618 |
103.470 |
1.000 |
103.143 |
1.618 |
102.613 |
2.618 |
101.756 |
4.250 |
100.358 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
104.570 |
104.622 |
PP |
104.499 |
104.603 |
S1 |
104.429 |
104.584 |
|