Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
104.642 |
104.921 |
0.279 |
0.3% |
106.118 |
High |
105.074 |
105.485 |
0.411 |
0.4% |
106.164 |
Low |
104.401 |
104.848 |
0.447 |
0.4% |
104.269 |
Close |
104.921 |
105.374 |
0.453 |
0.4% |
104.571 |
Range |
0.673 |
0.637 |
-0.036 |
-5.3% |
1.895 |
ATR |
0.611 |
0.613 |
0.002 |
0.3% |
0.000 |
Volume |
151,390 |
173,695 |
22,305 |
14.7% |
763,819 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.147 |
106.897 |
105.724 |
|
R3 |
106.510 |
106.260 |
105.549 |
|
R2 |
105.873 |
105.873 |
105.491 |
|
R1 |
105.623 |
105.623 |
105.432 |
105.748 |
PP |
105.236 |
105.236 |
105.236 |
105.298 |
S1 |
104.986 |
104.986 |
105.316 |
105.111 |
S2 |
104.599 |
104.599 |
105.257 |
|
S3 |
103.962 |
104.349 |
105.199 |
|
S4 |
103.325 |
103.712 |
105.024 |
|
|
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 |
105.485 |
104.000 |
1.485 |
1.4% |
0.681 |
0.6% |
93% |
True |
False |
163,335 |
10 |
106.296 |
104.000 |
2.296 |
2.2% |
0.568 |
0.5% |
60% |
False |
False |
156,318 |
20 |
106.944 |
104.000 |
2.944 |
2.8% |
0.628 |
0.6% |
47% |
False |
False |
168,826 |
40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.653 |
0.6% |
45% |
False |
False |
167,321 |
60 |
107.788 |
104.000 |
3.788 |
3.6% |
0.621 |
0.6% |
36% |
False |
False |
155,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.192 |
2.618 |
107.153 |
1.618 |
106.516 |
1.000 |
106.122 |
0.618 |
105.879 |
HIGH |
105.485 |
0.618 |
105.242 |
0.500 |
105.167 |
0.382 |
105.091 |
LOW |
104.848 |
0.618 |
104.454 |
1.000 |
104.211 |
1.618 |
103.817 |
2.618 |
103.180 |
4.250 |
102.141 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
105.305 |
105.164 |
PP |
105.236 |
104.953 |
S1 |
105.167 |
104.743 |
|