Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.103830 |
0.099698 |
-0.004132 |
-4.0% |
0.090936 |
High |
0.103939 |
0.101829 |
-0.002110 |
-2.0% |
0.098697 |
Low |
0.097470 |
0.096722 |
-0.000748 |
-0.8% |
0.075627 |
Close |
0.099679 |
0.099267 |
-0.000412 |
-0.4% |
0.096785 |
Range |
0.006469 |
0.005107 |
-0.001362 |
-21.1% |
0.023070 |
ATR |
0.009275 |
0.008977 |
-0.000298 |
-3.2% |
0.000000 |
Volume |
107,926,584 |
80,965,720 |
-26,960,864 |
-25.0% |
482,166,448 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.114594 |
0.112037 |
0.102076 |
|
R3 |
0.109487 |
0.106930 |
0.100671 |
|
R2 |
0.104380 |
0.104380 |
0.100203 |
|
R1 |
0.101823 |
0.101823 |
0.099735 |
0.100548 |
PP |
0.099273 |
0.099273 |
0.099273 |
0.098635 |
S1 |
0.096716 |
0.096716 |
0.098799 |
0.095441 |
S2 |
0.094166 |
0.094166 |
0.098331 |
|
S3 |
0.089059 |
0.091609 |
0.097863 |
|
S4 |
0.083952 |
0.086502 |
0.096458 |
|
|
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 |
0.075717 |
0.030767 |
31.0% |
0.009843 |
9.9% |
77% |
False |
False |
99,996,219 |
10 |
0.106484 |
0.075627 |
0.030857 |
31.1% |
0.008307 |
8.4% |
77% |
False |
False |
98,391,384 |
20 |
0.116760 |
0.075627 |
0.041133 |
41.4% |
0.008581 |
8.6% |
57% |
False |
False |
100,715,015 |
40 |
0.152105 |
0.075627 |
0.076478 |
77.0% |
0.009755 |
9.8% |
31% |
False |
False |
99,454,665 |
60 |
0.154481 |
0.075627 |
0.078854 |
79.4% |
0.010146 |
10.2% |
30% |
False |
False |
126,115,536 |
80 |
0.154481 |
0.069536 |
0.084945 |
85.6% |
0.009540 |
9.6% |
35% |
False |
False |
144,378,812 |
100 |
0.154481 |
0.049680 |
0.104801 |
105.6% |
0.008837 |
8.9% |
47% |
False |
False |
150,471,389 |
120 |
0.154481 |
0.031072 |
0.123409 |
124.3% |
0.008016 |
8.1% |
55% |
False |
False |
143,995,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.123534 |
2.618 |
0.115199 |
1.618 |
0.110092 |
1.000 |
0.106936 |
0.618 |
0.104985 |
HIGH |
0.101829 |
0.618 |
0.099878 |
0.500 |
0.099276 |
0.382 |
0.098673 |
LOW |
0.096722 |
0.618 |
0.093566 |
1.000 |
0.091615 |
1.618 |
0.088459 |
2.618 |
0.083352 |
4.250 |
0.075017 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.099276 |
0.099453 |
PP |
0.099273 |
0.099391 |
S1 |
0.099270 |
0.099329 |
|