Trading Metrics calculated at close of trading on 01-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2019 |
01-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
7.2748 |
7.4167 |
0.1419 |
2.0% |
9.4391 |
High |
7.6103 |
8.0115 |
0.4012 |
5.3% |
9.6302 |
Low |
6.9998 |
7.4167 |
0.4169 |
6.0% |
6.8483 |
Close |
7.4167 |
7.5700 |
0.1533 |
2.1% |
7.2748 |
Range |
0.6105 |
0.5948 |
-0.0157 |
-2.6% |
2.7819 |
ATR |
0.6606 |
0.6559 |
-0.0047 |
-0.7% |
0.0000 |
Volume |
652,056 |
880,457 |
228,401 |
35.0% |
4,099,407 |
|
Daily Pivots for day following 01-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.4505 |
9.1050 |
7.8971 |
|
R3 |
8.8557 |
8.5102 |
7.7336 |
|
R2 |
8.2609 |
8.2609 |
7.6790 |
|
R1 |
7.9154 |
7.9154 |
7.6245 |
8.0882 |
PP |
7.6661 |
7.6661 |
7.6661 |
7.7524 |
S1 |
7.3206 |
7.3206 |
7.5155 |
7.4934 |
S2 |
7.0713 |
7.0713 |
7.4610 |
|
S3 |
6.4765 |
6.7258 |
7.4064 |
|
S4 |
5.8817 |
6.1310 |
7.2429 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.2635 |
14.5510 |
8.8048 |
|
R3 |
13.4816 |
11.7691 |
8.0398 |
|
R2 |
10.6997 |
10.6997 |
7.7848 |
|
R1 |
8.9872 |
8.9872 |
7.5298 |
8.4525 |
PP |
7.9178 |
7.9178 |
7.9178 |
7.6504 |
S1 |
6.2053 |
6.2053 |
7.0198 |
5.6706 |
S2 |
5.1359 |
5.1359 |
6.7648 |
|
S3 |
2.3540 |
3.4234 |
6.5098 |
|
S4 |
-0.4279 |
0.6415 |
5.7448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.0115 |
6.8483 |
1.1632 |
15.4% |
0.5536 |
7.3% |
62% |
True |
False |
814,913 |
10 |
10.3234 |
6.8483 |
3.4751 |
45.9% |
0.7490 |
9.9% |
21% |
False |
False |
780,514 |
20 |
10.3234 |
6.8483 |
3.4751 |
45.9% |
0.6042 |
8.0% |
21% |
False |
False |
694,615 |
40 |
11.6231 |
6.8483 |
4.7748 |
63.1% |
0.5989 |
7.9% |
15% |
False |
False |
757,761 |
60 |
17.4448 |
6.8483 |
10.5965 |
140.0% |
0.8610 |
11.4% |
7% |
False |
False |
847,404 |
80 |
20.8595 |
6.8483 |
14.0112 |
185.1% |
1.0601 |
14.0% |
5% |
False |
False |
831,333 |
100 |
20.8595 |
6.8483 |
14.0112 |
185.1% |
1.1296 |
14.9% |
5% |
False |
False |
878,071 |
120 |
20.8595 |
6.8483 |
14.0112 |
185.1% |
1.0661 |
14.1% |
5% |
False |
False |
949,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.5394 |
2.618 |
9.5687 |
1.618 |
8.9739 |
1.000 |
8.6063 |
0.618 |
8.3791 |
HIGH |
8.0115 |
0.618 |
7.7843 |
0.500 |
7.7141 |
0.382 |
7.6439 |
LOW |
7.4167 |
0.618 |
7.0491 |
1.000 |
6.8219 |
1.618 |
6.4543 |
2.618 |
5.8595 |
4.250 |
4.8888 |
|
|
Fisher Pivots for day following 01-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
7.7141 |
7.5486 |
PP |
7.6661 |
7.5271 |
S1 |
7.6180 |
7.5057 |
|