Trading Metrics calculated at close of trading on 07-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
17.6623 |
16.4935 |
-1.1688 |
-6.6% |
21.3009 |
High |
17.7771 |
16.9539 |
-0.8232 |
-4.6% |
22.4629 |
Low |
16.4156 |
16.0288 |
-0.3868 |
-2.4% |
17.3068 |
Close |
16.4935 |
16.7100 |
0.2165 |
1.3% |
18.1577 |
Range |
1.3615 |
0.9251 |
-0.4364 |
-32.1% |
5.1561 |
ATR |
2.0963 |
2.0126 |
-0.0837 |
-4.0% |
0.0000 |
Volume |
985,400 |
353,714 |
-631,686 |
-64.1% |
2,820,987 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.3395 |
18.9499 |
17.2188 |
|
R3 |
18.4144 |
18.0248 |
16.9644 |
|
R2 |
17.4893 |
17.4893 |
16.8796 |
|
R1 |
17.0997 |
17.0997 |
16.7948 |
17.2945 |
PP |
16.5642 |
16.5642 |
16.5642 |
16.6617 |
S1 |
16.1746 |
16.1746 |
16.6252 |
16.3694 |
S2 |
15.6391 |
15.6391 |
16.5404 |
|
S3 |
14.7140 |
15.2495 |
16.4556 |
|
S4 |
13.7889 |
14.3244 |
16.2012 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.7774 |
31.6237 |
20.9936 |
|
R3 |
29.6213 |
26.4676 |
19.5756 |
|
R2 |
24.4652 |
24.4652 |
19.1030 |
|
R1 |
21.3115 |
21.3115 |
18.6303 |
20.3103 |
PP |
19.3091 |
19.3091 |
19.3091 |
18.8086 |
S1 |
16.1554 |
16.1554 |
17.6851 |
15.1542 |
S2 |
14.1530 |
14.1530 |
17.2124 |
|
S3 |
8.9969 |
10.9993 |
16.7398 |
|
S4 |
3.8408 |
5.8432 |
15.3218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20.2841 |
16.0288 |
4.2553 |
25.5% |
1.4013 |
8.4% |
16% |
False |
True |
695,330 |
10 |
23.1708 |
16.0288 |
7.1420 |
42.7% |
1.7319 |
10.4% |
10% |
False |
True |
575,916 |
20 |
25.8023 |
16.0288 |
9.7735 |
58.5% |
2.2620 |
13.5% |
7% |
False |
True |
591,615 |
40 |
25.8023 |
13.3552 |
12.4471 |
74.5% |
2.1905 |
13.1% |
27% |
False |
False |
695,910 |
60 |
25.8023 |
10.3336 |
15.4687 |
92.6% |
1.7308 |
10.4% |
41% |
False |
False |
644,476 |
80 |
25.8023 |
9.3309 |
16.4714 |
98.6% |
1.4466 |
8.7% |
45% |
False |
False |
590,099 |
100 |
25.8023 |
9.2147 |
16.5876 |
99.3% |
1.3258 |
7.9% |
45% |
False |
False |
592,931 |
120 |
25.8023 |
7.2129 |
18.5894 |
111.2% |
1.2198 |
7.3% |
51% |
False |
False |
579,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.8856 |
2.618 |
19.3758 |
1.618 |
18.4507 |
1.000 |
17.8790 |
0.618 |
17.5256 |
HIGH |
16.9539 |
0.618 |
16.6005 |
0.500 |
16.4914 |
0.382 |
16.3822 |
LOW |
16.0288 |
0.618 |
15.4571 |
1.000 |
15.1037 |
1.618 |
14.5320 |
2.618 |
13.6069 |
4.250 |
12.0971 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
16.6371 |
17.1598 |
PP |
16.5642 |
17.0099 |
S1 |
16.4914 |
16.8599 |
|