Trading Metrics calculated at close of trading on 01-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
19.3451 |
18.8937 |
-0.4514 |
-2.3% |
25.3119 |
High |
20.0158 |
20.2841 |
0.2683 |
1.3% |
25.5908 |
Low |
18.7554 |
18.1684 |
-0.5870 |
-3.1% |
18.6275 |
Close |
18.8741 |
18.6194 |
-0.2547 |
-1.3% |
21.3009 |
Range |
1.2604 |
2.1157 |
0.8553 |
67.9% |
6.9633 |
ATR |
2.3048 |
2.2913 |
-0.0135 |
-0.6% |
0.0000 |
Volume |
379,715 |
778,935 |
399,220 |
105.1% |
3,238,624 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25.3711 |
24.1109 |
19.7830 |
|
R3 |
23.2554 |
21.9952 |
19.2012 |
|
R2 |
21.1397 |
21.1397 |
19.0073 |
|
R1 |
19.8795 |
19.8795 |
18.8133 |
19.4518 |
PP |
19.0240 |
19.0240 |
19.0240 |
18.8101 |
S1 |
17.7638 |
17.7638 |
18.4255 |
17.3361 |
S2 |
16.9083 |
16.9083 |
18.2315 |
|
S3 |
14.7926 |
15.6481 |
18.0376 |
|
S4 |
12.6769 |
13.5324 |
17.4558 |
|
|
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 |
23.1708 |
18.1684 |
5.0024 |
26.9% |
1.9675 |
10.6% |
9% |
False |
True |
499,330 |
10 |
25.8023 |
18.1684 |
7.6339 |
41.0% |
2.6321 |
14.1% |
6% |
False |
True |
595,486 |
20 |
25.8023 |
16.5686 |
9.2337 |
49.6% |
2.4165 |
13.0% |
22% |
False |
False |
588,503 |
40 |
25.8023 |
12.5029 |
13.2994 |
71.4% |
2.2085 |
11.9% |
46% |
False |
False |
686,739 |
60 |
25.8023 |
10.3079 |
15.4944 |
83.2% |
1.6980 |
9.1% |
54% |
False |
False |
636,926 |
80 |
25.8023 |
9.3309 |
16.4714 |
88.5% |
1.4344 |
7.7% |
56% |
False |
False |
582,991 |
100 |
25.8023 |
9.2147 |
16.5876 |
89.1% |
1.2975 |
7.0% |
57% |
False |
False |
586,034 |
120 |
25.8023 |
6.8303 |
18.9720 |
101.9% |
1.1955 |
6.4% |
62% |
False |
False |
571,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29.2758 |
2.618 |
25.8230 |
1.618 |
23.7073 |
1.000 |
22.3998 |
0.618 |
21.5916 |
HIGH |
20.2841 |
0.618 |
19.4759 |
0.500 |
19.2263 |
0.382 |
18.9766 |
LOW |
18.1684 |
0.618 |
16.8609 |
1.000 |
16.0527 |
1.618 |
14.7452 |
2.618 |
12.6295 |
4.250 |
9.1767 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
19.2263 |
19.3790 |
PP |
19.0240 |
19.1258 |
S1 |
18.8217 |
18.8726 |
|