Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
104.566 |
104.642 |
0.076 |
0.1% |
106.118 |
High |
104.857 |
105.074 |
0.217 |
0.2% |
106.164 |
Low |
104.000 |
104.401 |
0.401 |
0.4% |
104.269 |
Close |
104.641 |
104.921 |
0.280 |
0.3% |
104.571 |
Range |
0.857 |
0.673 |
-0.184 |
-21.5% |
1.895 |
ATR |
0.606 |
0.611 |
0.005 |
0.8% |
0.000 |
Volume |
164,792 |
151,390 |
-13,402 |
-8.1% |
763,819 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.818 |
106.542 |
105.291 |
|
R3 |
106.145 |
105.869 |
105.106 |
|
R2 |
105.472 |
105.472 |
105.044 |
|
R1 |
105.196 |
105.196 |
104.983 |
105.334 |
PP |
104.799 |
104.799 |
104.799 |
104.868 |
S1 |
104.523 |
104.523 |
104.859 |
104.661 |
S2 |
104.126 |
104.126 |
104.798 |
|
S3 |
103.453 |
103.850 |
104.736 |
|
S4 |
102.780 |
103.177 |
104.551 |
|
|
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 |
105.438 |
104.000 |
1.438 |
1.4% |
0.681 |
0.6% |
64% |
False |
False |
163,106 |
10 |
106.296 |
104.000 |
2.296 |
2.2% |
0.552 |
0.5% |
40% |
False |
False |
155,664 |
20 |
106.944 |
104.000 |
2.944 |
2.8% |
0.627 |
0.6% |
31% |
False |
False |
167,490 |
40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.649 |
0.6% |
30% |
False |
False |
167,188 |
60 |
108.161 |
104.000 |
4.161 |
4.0% |
0.624 |
0.6% |
22% |
False |
False |
154,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.934 |
2.618 |
106.836 |
1.618 |
106.163 |
1.000 |
105.747 |
0.618 |
105.490 |
HIGH |
105.074 |
0.618 |
104.817 |
0.500 |
104.738 |
0.382 |
104.658 |
LOW |
104.401 |
0.618 |
103.985 |
1.000 |
103.728 |
1.618 |
103.312 |
2.618 |
102.639 |
4.250 |
101.541 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
104.860 |
104.793 |
PP |
104.799 |
104.665 |
S1 |
104.738 |
104.537 |
|