Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
104.921 |
105.376 |
0.455 |
0.4% |
106.118 |
High |
105.485 |
105.526 |
0.041 |
0.0% |
106.164 |
Low |
104.848 |
105.205 |
0.357 |
0.3% |
104.269 |
Close |
105.374 |
105.407 |
0.033 |
0.0% |
104.571 |
Range |
0.637 |
0.321 |
-0.316 |
-49.6% |
1.895 |
ATR |
0.613 |
0.592 |
-0.021 |
-3.4% |
0.000 |
Volume |
173,695 |
172,505 |
-1,190 |
-0.7% |
763,819 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.342 |
106.196 |
105.584 |
|
R3 |
106.021 |
105.875 |
105.495 |
|
R2 |
105.700 |
105.700 |
105.466 |
|
R1 |
105.554 |
105.554 |
105.436 |
105.627 |
PP |
105.379 |
105.379 |
105.379 |
105.416 |
S1 |
105.233 |
105.233 |
105.378 |
105.306 |
S2 |
105.058 |
105.058 |
105.348 |
|
S3 |
104.737 |
104.912 |
105.319 |
|
S4 |
104.416 |
104.591 |
105.230 |
|
|
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 |
105.526 |
104.000 |
1.526 |
1.4% |
0.617 |
0.6% |
92% |
True |
False |
161,545 |
10 |
106.254 |
104.000 |
2.254 |
2.1% |
0.569 |
0.5% |
62% |
False |
False |
157,412 |
20 |
106.944 |
104.000 |
2.944 |
2.8% |
0.590 |
0.6% |
48% |
False |
False |
166,539 |
40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.646 |
0.6% |
46% |
False |
False |
167,195 |
60 |
107.788 |
104.000 |
3.788 |
3.6% |
0.620 |
0.6% |
37% |
False |
False |
156,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.890 |
2.618 |
106.366 |
1.618 |
106.045 |
1.000 |
105.847 |
0.618 |
105.724 |
HIGH |
105.526 |
0.618 |
105.403 |
0.500 |
105.366 |
0.382 |
105.328 |
LOW |
105.205 |
0.618 |
105.007 |
1.000 |
104.884 |
1.618 |
104.686 |
2.618 |
104.365 |
4.250 |
103.841 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
105.393 |
105.259 |
PP |
105.379 |
105.111 |
S1 |
105.366 |
104.964 |
|