| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.231211 |
0.242277 |
0.011066 |
4.8% |
0.248881 |
| High |
0.244786 |
0.247016 |
0.002230 |
0.9% |
0.254471 |
| Low |
0.229743 |
0.237572 |
0.007829 |
3.4% |
0.219661 |
| Close |
0.242237 |
0.245209 |
0.002972 |
1.2% |
0.242237 |
| Range |
0.015043 |
0.009444 |
-0.005599 |
-37.2% |
0.034810 |
| ATR |
0.015442 |
0.015013 |
-0.000428 |
-2.8% |
0.000000 |
| Volume |
97,846,536 |
55,774,648 |
-42,071,888 |
-43.0% |
406,264,960 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.271598 |
0.267847 |
0.250403 |
|
| R3 |
0.262154 |
0.258403 |
0.247806 |
|
| R2 |
0.252710 |
0.252710 |
0.246940 |
|
| R1 |
0.248959 |
0.248959 |
0.246075 |
0.250835 |
| PP |
0.243266 |
0.243266 |
0.243266 |
0.244203 |
| S1 |
0.239515 |
0.239515 |
0.244343 |
0.241391 |
| S2 |
0.233822 |
0.233822 |
0.243478 |
|
| S3 |
0.224378 |
0.230071 |
0.242612 |
|
| S4 |
0.214934 |
0.220627 |
0.240015 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.343220 |
0.327538 |
0.261383 |
|
| R3 |
0.308410 |
0.292728 |
0.251810 |
|
| R2 |
0.273600 |
0.273600 |
0.248619 |
|
| R1 |
0.257918 |
0.257918 |
0.245428 |
0.248354 |
| PP |
0.238790 |
0.238790 |
0.238790 |
0.234008 |
| S1 |
0.223108 |
0.223108 |
0.239046 |
0.213544 |
| S2 |
0.203980 |
0.203980 |
0.235855 |
|
| S3 |
0.169170 |
0.188298 |
0.232664 |
|
| S4 |
0.134360 |
0.153488 |
0.223092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.247016 |
0.219661 |
0.027355 |
11.2% |
0.011303 |
4.6% |
93% |
True |
False |
74,112,328 |
| 10 |
0.258356 |
0.219661 |
0.038695 |
15.8% |
0.012065 |
4.9% |
66% |
False |
False |
76,580,003 |
| 20 |
0.303857 |
0.219661 |
0.084196 |
34.3% |
0.014765 |
6.0% |
30% |
False |
False |
89,234,269 |
| 40 |
0.327219 |
0.219661 |
0.107558 |
43.9% |
0.018866 |
7.7% |
24% |
False |
False |
108,031,720 |
| 60 |
0.327219 |
0.174231 |
0.152988 |
62.4% |
0.016231 |
6.6% |
46% |
False |
False |
112,781,235 |
| 80 |
0.327219 |
0.169521 |
0.157698 |
64.3% |
0.013836 |
5.6% |
48% |
False |
False |
104,938,590 |
| 100 |
0.327219 |
0.169521 |
0.157698 |
64.3% |
0.013143 |
5.4% |
48% |
False |
False |
121,763,464 |
| 120 |
0.327219 |
0.169521 |
0.157698 |
64.3% |
0.012992 |
5.3% |
48% |
False |
False |
135,695,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.287153 |
|
2.618 |
0.271740 |
|
1.618 |
0.262296 |
|
1.000 |
0.256460 |
|
0.618 |
0.252852 |
|
HIGH |
0.247016 |
|
0.618 |
0.243408 |
|
0.500 |
0.242294 |
|
0.382 |
0.241180 |
|
LOW |
0.237572 |
|
0.618 |
0.231736 |
|
1.000 |
0.228128 |
|
1.618 |
0.222292 |
|
2.618 |
0.212848 |
|
4.250 |
0.197435 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.244237 |
0.241252 |
| PP |
0.243266 |
0.237295 |
| S1 |
0.242294 |
0.233339 |
|