Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
20.0750 |
21.9661 |
1.8911 |
9.4% |
25.3119 |
High |
21.9953 |
23.1708 |
1.1755 |
5.3% |
25.5908 |
Low |
19.4047 |
20.8433 |
1.4386 |
7.4% |
18.6275 |
Close |
21.9661 |
21.3009 |
-0.6652 |
-3.0% |
21.3009 |
Range |
2.5906 |
2.3275 |
-0.2631 |
-10.2% |
6.9633 |
ATR |
2.4477 |
2.4391 |
-0.0086 |
-0.4% |
0.0000 |
Volume |
564,797 |
510,224 |
-54,573 |
-9.7% |
3,238,624 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.7542 |
27.3550 |
22.5810 |
|
R3 |
26.4267 |
25.0275 |
21.9410 |
|
R2 |
24.0992 |
24.0992 |
21.7276 |
|
R1 |
22.7000 |
22.7000 |
21.5143 |
22.2359 |
PP |
21.7717 |
21.7717 |
21.7717 |
21.5396 |
S1 |
20.3725 |
20.3725 |
21.0875 |
19.9084 |
S2 |
19.4442 |
19.4442 |
20.8742 |
|
S3 |
17.1167 |
18.0450 |
20.6608 |
|
S4 |
14.7892 |
15.7175 |
20.0208 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.7296 |
38.9786 |
25.1307 |
|
R3 |
35.7663 |
32.0153 |
23.2158 |
|
R2 |
28.8030 |
28.8030 |
22.5775 |
|
R1 |
25.0520 |
25.0520 |
21.9392 |
23.4459 |
PP |
21.8397 |
21.8397 |
21.8397 |
21.0367 |
S1 |
18.0887 |
18.0887 |
20.6626 |
16.4826 |
S2 |
14.8764 |
14.8764 |
20.0243 |
|
S3 |
7.9131 |
11.1254 |
19.3860 |
|
S4 |
0.9498 |
4.1621 |
17.4711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25.5908 |
18.6275 |
6.9633 |
32.7% |
3.2199 |
15.1% |
38% |
False |
False |
647,724 |
10 |
25.8023 |
18.6275 |
7.1748 |
33.7% |
2.9259 |
13.7% |
37% |
False |
False |
619,419 |
20 |
25.8023 |
16.5686 |
9.2337 |
43.3% |
2.6068 |
12.2% |
51% |
False |
False |
709,814 |
40 |
25.8023 |
11.6100 |
14.1923 |
66.6% |
2.1076 |
9.9% |
68% |
False |
False |
683,584 |
60 |
25.8023 |
9.6443 |
16.1580 |
75.9% |
1.6101 |
7.6% |
72% |
False |
False |
635,146 |
80 |
25.8023 |
9.3309 |
16.4714 |
77.3% |
1.3649 |
6.4% |
73% |
False |
False |
578,365 |
100 |
25.8023 |
9.2147 |
16.5876 |
77.9% |
1.2674 |
5.9% |
73% |
False |
False |
591,807 |
120 |
25.8023 |
6.8303 |
18.9720 |
89.1% |
1.1512 |
5.4% |
76% |
False |
False |
567,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.0627 |
2.618 |
29.2642 |
1.618 |
26.9367 |
1.000 |
25.4983 |
0.618 |
24.6092 |
HIGH |
23.1708 |
0.618 |
22.2817 |
0.500 |
22.0071 |
0.382 |
21.7324 |
LOW |
20.8433 |
0.618 |
19.4049 |
1.000 |
18.5158 |
1.618 |
17.0774 |
2.618 |
14.7499 |
4.250 |
10.9514 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
22.0071 |
21.2026 |
PP |
21.7717 |
21.1043 |
S1 |
21.5363 |
21.0060 |
|