Trading Metrics calculated at close of trading on 01-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
16.97 |
16.97 |
0.00 |
0.0% |
16.42 |
High |
17.20 |
17.20 |
0.00 |
0.0% |
16.53 |
Low |
16.83 |
16.83 |
0.00 |
0.0% |
15.58 |
Close |
17.02 |
17.02 |
0.00 |
0.0% |
15.79 |
Range |
0.37 |
0.37 |
0.00 |
0.0% |
0.95 |
ATR |
0.45 |
0.45 |
-0.01 |
-1.3% |
0.00 |
Volume |
10,028,300 |
10,028,300 |
0 |
0.0% |
15,531,800 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.13 |
17.94 |
17.22 |
|
R3 |
17.76 |
17.57 |
17.12 |
|
R2 |
17.39 |
17.39 |
17.09 |
|
R1 |
17.20 |
17.20 |
17.05 |
17.30 |
PP |
17.02 |
17.02 |
17.02 |
17.06 |
S1 |
16.83 |
16.83 |
16.99 |
16.93 |
S2 |
16.65 |
16.65 |
16.95 |
|
S3 |
16.28 |
16.46 |
16.92 |
|
S4 |
15.91 |
16.09 |
16.82 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.82 |
18.25 |
16.31 |
|
R3 |
17.87 |
17.30 |
16.05 |
|
R2 |
16.92 |
16.92 |
15.96 |
|
R1 |
16.35 |
16.35 |
15.88 |
16.16 |
PP |
15.97 |
15.97 |
15.97 |
15.87 |
S1 |
15.40 |
15.40 |
15.70 |
15.21 |
S2 |
15.02 |
15.02 |
15.62 |
|
S3 |
14.07 |
14.45 |
15.53 |
|
S4 |
13.12 |
13.50 |
15.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17.20 |
16.32 |
0.88 |
5.2% |
0.38 |
2.2% |
80% |
True |
False |
5,181,200 |
10 |
17.20 |
15.58 |
1.62 |
9.5% |
0.34 |
2.0% |
89% |
True |
False |
3,384,900 |
20 |
17.20 |
15.58 |
1.62 |
9.5% |
0.39 |
2.3% |
89% |
True |
False |
2,428,880 |
40 |
18.51 |
15.58 |
2.93 |
17.2% |
0.49 |
2.9% |
49% |
False |
False |
1,958,945 |
60 |
18.51 |
15.58 |
2.93 |
17.2% |
0.47 |
2.8% |
49% |
False |
False |
1,992,620 |
80 |
18.51 |
15.58 |
2.93 |
17.2% |
0.48 |
2.8% |
49% |
False |
False |
1,912,862 |
100 |
18.51 |
14.90 |
3.61 |
21.2% |
0.48 |
2.8% |
59% |
False |
False |
1,922,874 |
120 |
18.51 |
13.55 |
4.97 |
29.2% |
0.49 |
2.9% |
70% |
False |
False |
2,055,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.77 |
2.618 |
18.17 |
1.618 |
17.80 |
1.000 |
17.57 |
0.618 |
17.43 |
HIGH |
17.20 |
0.618 |
17.06 |
0.500 |
17.02 |
0.382 |
16.97 |
LOW |
16.83 |
0.618 |
16.60 |
1.000 |
16.46 |
1.618 |
16.23 |
2.618 |
15.86 |
4.250 |
15.26 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
17.02 |
16.94 |
PP |
17.02 |
16.85 |
S1 |
17.02 |
16.77 |
|