Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.082673 |
0.096780 |
0.014107 |
17.1% |
0.090936 |
High |
0.098697 |
0.106484 |
0.007787 |
7.9% |
0.098697 |
Low |
0.082278 |
0.092422 |
0.010144 |
12.3% |
0.075627 |
Close |
0.096785 |
0.103857 |
0.007072 |
7.3% |
0.096785 |
Range |
0.016419 |
0.014062 |
-0.002357 |
-14.4% |
0.023070 |
ATR |
0.009139 |
0.009491 |
0.000352 |
3.8% |
0.000000 |
Volume |
127,951,072 |
103,101,416 |
-24,849,656 |
-19.4% |
482,166,448 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.143107 |
0.137544 |
0.111591 |
|
R3 |
0.129045 |
0.123482 |
0.107724 |
|
R2 |
0.114983 |
0.114983 |
0.106435 |
|
R1 |
0.109420 |
0.109420 |
0.105146 |
0.112202 |
PP |
0.100921 |
0.100921 |
0.100921 |
0.102312 |
S1 |
0.095358 |
0.095358 |
0.102568 |
0.098140 |
S2 |
0.086859 |
0.086859 |
0.101279 |
|
S3 |
0.072797 |
0.081296 |
0.099990 |
|
S4 |
0.058735 |
0.067234 |
0.096123 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.159580 |
0.151252 |
0.109474 |
|
R3 |
0.136510 |
0.128182 |
0.103129 |
|
R2 |
0.113440 |
0.113440 |
0.101015 |
|
R1 |
0.105112 |
0.105112 |
0.098900 |
0.109276 |
PP |
0.090370 |
0.090370 |
0.090370 |
0.092452 |
S1 |
0.082042 |
0.082042 |
0.094670 |
0.086206 |
S2 |
0.067300 |
0.067300 |
0.092556 |
|
S3 |
0.044230 |
0.058972 |
0.090441 |
|
S4 |
0.021160 |
0.035902 |
0.084097 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.106484 |
0.075627 |
0.030857 |
29.7% |
0.009728 |
9.4% |
91% |
True |
False |
94,652,088 |
10 |
0.106484 |
0.075627 |
0.030857 |
29.7% |
0.008063 |
7.8% |
91% |
True |
False |
102,472,396 |
20 |
0.128010 |
0.075627 |
0.052383 |
50.4% |
0.009183 |
8.8% |
54% |
False |
False |
102,341,913 |
40 |
0.152105 |
0.075627 |
0.076478 |
73.6% |
0.009875 |
9.5% |
37% |
False |
False |
100,772,486 |
60 |
0.154481 |
0.075627 |
0.078854 |
75.9% |
0.010605 |
10.2% |
36% |
False |
False |
136,438,489 |
80 |
0.154481 |
0.069536 |
0.084945 |
81.8% |
0.009496 |
9.1% |
40% |
False |
False |
144,933,774 |
100 |
0.154481 |
0.047492 |
0.106989 |
103.0% |
0.008785 |
8.5% |
53% |
False |
False |
151,050,123 |
120 |
0.154481 |
0.031072 |
0.123409 |
118.8% |
0.007938 |
7.6% |
59% |
False |
False |
143,205,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.166248 |
2.618 |
0.143298 |
1.618 |
0.129236 |
1.000 |
0.120546 |
0.618 |
0.115174 |
HIGH |
0.106484 |
0.618 |
0.101112 |
0.500 |
0.099453 |
0.382 |
0.097794 |
LOW |
0.092422 |
0.618 |
0.083732 |
1.000 |
0.078360 |
1.618 |
0.069670 |
2.618 |
0.055608 |
4.250 |
0.032659 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.102389 |
0.099605 |
PP |
0.100921 |
0.095353 |
S1 |
0.099453 |
0.091101 |
|