Trading Metrics calculated at close of trading on 01-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.099698 |
0.099267 |
-0.000431 |
-0.4% |
0.090936 |
High |
0.101829 |
0.104400 |
0.002571 |
2.5% |
0.098697 |
Low |
0.096722 |
0.095174 |
-0.001548 |
-1.6% |
0.075627 |
Close |
0.099267 |
0.097249 |
-0.002018 |
-2.0% |
0.096785 |
Range |
0.005107 |
0.009226 |
0.004119 |
80.7% |
0.023070 |
ATR |
0.008977 |
0.008995 |
0.000018 |
0.2% |
0.000000 |
Volume |
80,965,720 |
118,046,304 |
37,080,584 |
45.8% |
482,166,448 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.126619 |
0.121160 |
0.102323 |
|
R3 |
0.117393 |
0.111934 |
0.099786 |
|
R2 |
0.108167 |
0.108167 |
0.098940 |
|
R1 |
0.102708 |
0.102708 |
0.098095 |
0.100825 |
PP |
0.098941 |
0.098941 |
0.098941 |
0.097999 |
S1 |
0.093482 |
0.093482 |
0.096403 |
0.091599 |
S2 |
0.089715 |
0.089715 |
0.095558 |
|
S3 |
0.080489 |
0.084256 |
0.094712 |
|
S4 |
0.071263 |
0.075030 |
0.092175 |
|
|
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 |
0.082278 |
0.024206 |
24.9% |
0.010257 |
10.5% |
62% |
False |
False |
107,598,219 |
10 |
0.106484 |
0.075627 |
0.030857 |
31.7% |
0.008871 |
9.1% |
70% |
False |
False |
98,097,711 |
20 |
0.106484 |
0.075627 |
0.030857 |
31.7% |
0.008300 |
8.5% |
70% |
False |
False |
101,654,992 |
40 |
0.152105 |
0.075627 |
0.076478 |
78.6% |
0.009849 |
10.1% |
28% |
False |
False |
100,358,427 |
60 |
0.154481 |
0.075627 |
0.078854 |
81.1% |
0.010081 |
10.4% |
27% |
False |
False |
121,135,827 |
80 |
0.154481 |
0.069536 |
0.084945 |
87.3% |
0.009522 |
9.8% |
33% |
False |
False |
142,855,640 |
100 |
0.154481 |
0.049680 |
0.104801 |
107.8% |
0.008911 |
9.2% |
45% |
False |
False |
150,858,480 |
120 |
0.154481 |
0.033799 |
0.120682 |
124.1% |
0.008067 |
8.3% |
53% |
False |
False |
144,418,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.143611 |
2.618 |
0.128554 |
1.618 |
0.119328 |
1.000 |
0.113626 |
0.618 |
0.110102 |
HIGH |
0.104400 |
0.618 |
0.100876 |
0.500 |
0.099787 |
0.382 |
0.098698 |
LOW |
0.095174 |
0.618 |
0.089472 |
1.000 |
0.085948 |
1.618 |
0.080246 |
2.618 |
0.071020 |
4.250 |
0.055964 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.099787 |
0.099787 |
PP |
0.098941 |
0.098941 |
S1 |
0.098095 |
0.098095 |
|