| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.245209 |
0.241033 |
-0.004176 |
-1.7% |
0.248881 |
| High |
0.248311 |
0.243419 |
-0.004892 |
-2.0% |
0.254471 |
| Low |
0.238488 |
0.237731 |
-0.000757 |
-0.3% |
0.219661 |
| Close |
0.241033 |
0.239163 |
-0.001870 |
-0.8% |
0.242237 |
| Range |
0.009823 |
0.005688 |
-0.004135 |
-42.1% |
0.034810 |
| ATR |
0.014643 |
0.014003 |
-0.000640 |
-4.4% |
0.000000 |
| Volume |
68,750,984 |
52,440,932 |
-16,310,052 |
-23.7% |
406,264,960 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.257168 |
0.253854 |
0.242291 |
|
| R3 |
0.251480 |
0.248166 |
0.240727 |
|
| R2 |
0.245792 |
0.245792 |
0.240206 |
|
| R1 |
0.242478 |
0.242478 |
0.239684 |
0.241291 |
| PP |
0.240104 |
0.240104 |
0.240104 |
0.239511 |
| S1 |
0.236790 |
0.236790 |
0.238642 |
0.235603 |
| S2 |
0.234416 |
0.234416 |
0.238120 |
|
| S3 |
0.228728 |
0.231102 |
0.237599 |
|
| S4 |
0.223040 |
0.225414 |
0.236035 |
|
|
| 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 |
0.248311 |
0.219661 |
0.028650 |
12.0% |
0.010599 |
4.4% |
68% |
False |
False |
71,207,482 |
| 10 |
0.258356 |
0.219661 |
0.038695 |
16.2% |
0.011928 |
5.0% |
50% |
False |
False |
74,483,654 |
| 20 |
0.303857 |
0.219661 |
0.084196 |
35.2% |
0.013827 |
5.8% |
23% |
False |
False |
86,441,777 |
| 40 |
0.327219 |
0.219661 |
0.107558 |
45.0% |
0.016772 |
7.0% |
18% |
False |
False |
101,333,835 |
| 60 |
0.327219 |
0.183575 |
0.143644 |
60.1% |
0.016145 |
6.8% |
39% |
False |
False |
111,528,945 |
| 80 |
0.327219 |
0.169521 |
0.157698 |
65.9% |
0.013897 |
5.8% |
44% |
False |
False |
104,701,900 |
| 100 |
0.327219 |
0.169521 |
0.157698 |
65.9% |
0.012778 |
5.3% |
44% |
False |
False |
119,407,905 |
| 120 |
0.327219 |
0.169521 |
0.157698 |
65.9% |
0.012945 |
5.4% |
44% |
False |
False |
134,280,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.267593 |
|
2.618 |
0.258310 |
|
1.618 |
0.252622 |
|
1.000 |
0.249107 |
|
0.618 |
0.246934 |
|
HIGH |
0.243419 |
|
0.618 |
0.241246 |
|
0.500 |
0.240575 |
|
0.382 |
0.239904 |
|
LOW |
0.237731 |
|
0.618 |
0.234216 |
|
1.000 |
0.232043 |
|
1.618 |
0.228528 |
|
2.618 |
0.222840 |
|
4.250 |
0.213557 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.240575 |
0.242942 |
| PP |
0.240104 |
0.241682 |
| S1 |
0.239634 |
0.240423 |
|