Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
17.5021 |
17.8965 |
0.3944 |
2.3% |
17.1512 |
High |
18.2657 |
20.3659 |
2.1002 |
11.5% |
20.3659 |
Low |
17.2089 |
17.8425 |
0.6336 |
3.7% |
16.5686 |
Close |
17.8965 |
20.2614 |
2.3649 |
13.2% |
20.2614 |
Range |
1.0568 |
2.5234 |
1.4666 |
138.8% |
3.7973 |
ATR |
1.8499 |
1.8980 |
0.0481 |
2.6% |
0.0000 |
Volume |
313,122 |
640,850 |
327,728 |
104.7% |
1,756,313 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.0601 |
26.1842 |
21.6493 |
|
R3 |
24.5367 |
23.6608 |
20.9553 |
|
R2 |
22.0133 |
22.0133 |
20.7240 |
|
R1 |
21.1374 |
21.1374 |
20.4927 |
21.5754 |
PP |
19.4899 |
19.4899 |
19.4899 |
19.7089 |
S1 |
18.6140 |
18.6140 |
20.0301 |
19.0520 |
S2 |
16.9665 |
16.9665 |
19.7988 |
|
S3 |
14.4431 |
16.0906 |
19.5675 |
|
S4 |
11.9197 |
13.5672 |
18.8735 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.4572 |
29.1566 |
22.3499 |
|
R3 |
26.6599 |
25.3593 |
21.3057 |
|
R2 |
22.8626 |
22.8626 |
20.9576 |
|
R1 |
21.5620 |
21.5620 |
20.6095 |
22.2123 |
PP |
19.0653 |
19.0653 |
19.0653 |
19.3905 |
S1 |
17.7647 |
17.7647 |
19.9133 |
18.4150 |
S2 |
15.2680 |
15.2680 |
19.5652 |
|
S3 |
11.4707 |
13.9674 |
19.2171 |
|
S4 |
7.6734 |
10.1701 |
18.1729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20.3659 |
16.5686 |
3.7973 |
18.7% |
1.8612 |
9.2% |
97% |
True |
False |
532,360 |
10 |
22.8255 |
16.5686 |
6.2569 |
30.9% |
2.2876 |
11.3% |
59% |
False |
False |
800,209 |
20 |
22.8255 |
14.1640 |
8.6615 |
42.7% |
2.1665 |
10.7% |
70% |
False |
False |
784,777 |
40 |
22.8255 |
10.3336 |
12.4919 |
61.7% |
1.5279 |
7.5% |
79% |
False |
False |
667,723 |
60 |
22.8255 |
9.3309 |
13.4946 |
66.6% |
1.2185 |
6.0% |
81% |
False |
False |
592,760 |
80 |
22.8255 |
9.3309 |
13.4946 |
66.6% |
1.1190 |
5.5% |
81% |
False |
False |
594,911 |
100 |
22.8255 |
7.8237 |
15.0018 |
74.0% |
1.0378 |
5.1% |
83% |
False |
False |
578,306 |
120 |
22.8255 |
6.1451 |
16.6804 |
82.3% |
0.9535 |
4.7% |
85% |
False |
False |
558,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.0904 |
2.618 |
26.9722 |
1.618 |
24.4488 |
1.000 |
22.8893 |
0.618 |
21.9254 |
HIGH |
20.3659 |
0.618 |
19.4020 |
0.500 |
19.1042 |
0.382 |
18.8064 |
LOW |
17.8425 |
0.618 |
16.2830 |
1.000 |
15.3191 |
1.618 |
13.7596 |
2.618 |
11.2362 |
4.250 |
7.1181 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
19.8757 |
19.6634 |
PP |
19.4899 |
19.0653 |
S1 |
19.1042 |
18.4673 |
|