Trading Metrics calculated at close of trading on 29-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
105.542 |
105.491 |
-0.051 |
0.0% |
104.566 |
High |
105.662 |
105.730 |
0.068 |
0.1% |
105.697 |
Low |
105.264 |
105.342 |
0.078 |
0.1% |
104.000 |
Close |
105.490 |
105.659 |
0.169 |
0.2% |
105.589 |
Range |
0.398 |
0.388 |
-0.010 |
-2.5% |
1.697 |
ATR |
0.569 |
0.556 |
-0.013 |
-2.3% |
0.000 |
Volume |
138,826 |
161,643 |
22,817 |
16.4% |
809,961 |
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.741 |
106.588 |
105.872 |
|
R3 |
106.353 |
106.200 |
105.766 |
|
R2 |
105.965 |
105.965 |
105.730 |
|
R1 |
105.812 |
105.812 |
105.695 |
105.889 |
PP |
105.577 |
105.577 |
105.577 |
105.615 |
S1 |
105.424 |
105.424 |
105.623 |
105.501 |
S2 |
105.189 |
105.189 |
105.588 |
|
S3 |
104.801 |
105.036 |
105.552 |
|
S4 |
104.413 |
104.648 |
105.446 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.186 |
109.585 |
106.522 |
|
R3 |
108.489 |
107.888 |
106.056 |
|
R2 |
106.792 |
106.792 |
105.900 |
|
R1 |
106.191 |
106.191 |
105.745 |
106.492 |
PP |
105.095 |
105.095 |
105.095 |
105.246 |
S1 |
104.494 |
104.494 |
105.433 |
104.795 |
S2 |
103.398 |
103.398 |
105.278 |
|
S3 |
101.701 |
102.797 |
105.122 |
|
S4 |
100.004 |
101.100 |
104.656 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.730 |
104.848 |
0.882 |
0.8% |
0.440 |
0.4% |
92% |
True |
False |
158,849 |
10 |
105.730 |
104.000 |
1.730 |
1.6% |
0.561 |
0.5% |
96% |
True |
False |
160,978 |
20 |
106.548 |
104.000 |
2.548 |
2.4% |
0.497 |
0.5% |
65% |
False |
False |
156,977 |
40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.594 |
0.6% |
54% |
False |
False |
162,840 |
60 |
107.706 |
104.000 |
3.706 |
3.5% |
0.621 |
0.6% |
45% |
False |
False |
158,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.379 |
2.618 |
106.746 |
1.618 |
106.358 |
1.000 |
106.118 |
0.618 |
105.970 |
HIGH |
105.730 |
0.618 |
105.582 |
0.500 |
105.536 |
0.382 |
105.490 |
LOW |
105.342 |
0.618 |
105.102 |
1.000 |
104.954 |
1.618 |
104.714 |
2.618 |
104.326 |
4.250 |
103.693 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
105.618 |
105.601 |
PP |
105.577 |
105.543 |
S1 |
105.536 |
105.485 |
|