| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10.85 |
10.85 |
0.00 |
0.0% |
10.73 |
| High |
11.11 |
11.11 |
0.00 |
0.0% |
10.96 |
| Low |
10.84 |
10.84 |
0.00 |
0.0% |
10.49 |
| Close |
11.00 |
11.00 |
0.00 |
0.0% |
10.65 |
| Range |
0.27 |
0.27 |
0.00 |
0.0% |
0.47 |
| ATR |
0.30 |
0.30 |
0.00 |
-0.8% |
0.00 |
| Volume |
8,538,800 |
8,538,800 |
0 |
0.0% |
83,563,800 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11.79 |
11.67 |
11.15 |
|
| R3 |
11.52 |
11.40 |
11.07 |
|
| R2 |
11.25 |
11.25 |
11.05 |
|
| R1 |
11.13 |
11.13 |
11.02 |
11.19 |
| PP |
10.98 |
10.98 |
10.98 |
11.02 |
| S1 |
10.86 |
10.86 |
10.98 |
10.92 |
| S2 |
10.71 |
10.71 |
10.95 |
|
| S3 |
10.44 |
10.59 |
10.93 |
|
| S4 |
10.17 |
10.32 |
10.85 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.11 |
11.85 |
10.91 |
|
| R3 |
11.64 |
11.38 |
10.78 |
|
| R2 |
11.17 |
11.17 |
10.74 |
|
| R1 |
10.91 |
10.91 |
10.69 |
10.81 |
| PP |
10.70 |
10.70 |
10.70 |
10.65 |
| S1 |
10.44 |
10.44 |
10.61 |
10.34 |
| S2 |
10.23 |
10.23 |
10.56 |
|
| S3 |
9.76 |
9.97 |
10.52 |
|
| S4 |
9.29 |
9.50 |
10.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11.23 |
10.81 |
0.42 |
3.8% |
0.26 |
2.3% |
45% |
False |
False |
8,699,760 |
| 10 |
11.23 |
10.53 |
0.70 |
6.4% |
0.28 |
2.5% |
67% |
False |
False |
9,720,680 |
| 20 |
11.23 |
10.49 |
0.74 |
6.7% |
0.31 |
2.8% |
69% |
False |
False |
10,034,600 |
| 40 |
11.56 |
10.49 |
1.07 |
9.7% |
0.29 |
2.6% |
48% |
False |
False |
9,963,470 |
| 60 |
11.56 |
10.10 |
1.46 |
13.3% |
0.33 |
3.0% |
62% |
False |
False |
11,552,863 |
| 80 |
11.56 |
9.46 |
2.11 |
19.1% |
0.32 |
2.9% |
73% |
False |
False |
11,955,440 |
| 100 |
11.56 |
9.46 |
2.11 |
19.1% |
0.31 |
2.8% |
73% |
False |
False |
11,328,030 |
| 120 |
11.56 |
9.43 |
2.14 |
19.4% |
0.31 |
2.9% |
74% |
False |
False |
11,219,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12.26 |
|
2.618 |
11.82 |
|
1.618 |
11.55 |
|
1.000 |
11.38 |
|
0.618 |
11.28 |
|
HIGH |
11.11 |
|
0.618 |
11.01 |
|
0.500 |
10.98 |
|
0.382 |
10.94 |
|
LOW |
10.84 |
|
0.618 |
10.67 |
|
1.000 |
10.57 |
|
1.618 |
10.40 |
|
2.618 |
10.13 |
|
4.250 |
9.69 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10.99 |
11.04 |
| PP |
10.98 |
11.02 |
| S1 |
10.98 |
11.01 |
|