| 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 |
105.376 |
105.407 |
0.031 |
0.0% |
104.566 |
| High |
105.526 |
105.697 |
0.171 |
0.2% |
105.697 |
| Low |
105.205 |
105.240 |
0.035 |
0.0% |
104.000 |
| Close |
105.407 |
105.589 |
0.182 |
0.2% |
105.589 |
| Range |
0.321 |
0.457 |
0.136 |
42.4% |
1.697 |
| ATR |
0.592 |
0.583 |
-0.010 |
-1.6% |
0.000 |
| Volume |
172,505 |
147,579 |
-24,926 |
-14.4% |
809,961 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.880 |
106.691 |
105.840 |
|
| R3 |
106.423 |
106.234 |
105.715 |
|
| R2 |
105.966 |
105.966 |
105.673 |
|
| R1 |
105.777 |
105.777 |
105.631 |
105.872 |
| PP |
105.509 |
105.509 |
105.509 |
105.556 |
| S1 |
105.320 |
105.320 |
105.547 |
105.415 |
| S2 |
105.052 |
105.052 |
105.505 |
|
| S3 |
104.595 |
104.863 |
105.463 |
|
| S4 |
104.138 |
104.406 |
105.338 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.186 |
109.585 |
106.522 |
|
| R3 |
108.489 |
107.888 |
106.056 |
|
| R2 |
106.792 |
106.792 |
105.900 |
|
| R1 |
106.191 |
106.191 |
105.745 |
106.492 |
| PP |
105.095 |
105.095 |
105.095 |
105.246 |
| S1 |
104.494 |
104.494 |
105.433 |
104.795 |
| S2 |
103.398 |
103.398 |
105.278 |
|
| S3 |
101.701 |
102.797 |
105.122 |
|
| S4 |
100.004 |
101.100 |
104.656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.697 |
104.000 |
1.697 |
1.6% |
0.589 |
0.6% |
94% |
True |
False |
161,992 |
| 10 |
106.164 |
104.000 |
2.164 |
2.0% |
0.595 |
0.6% |
73% |
False |
False |
157,378 |
| 20 |
106.548 |
104.000 |
2.548 |
2.4% |
0.525 |
0.5% |
62% |
False |
False |
161,700 |
| 40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.611 |
0.6% |
52% |
False |
False |
164,849 |
| 60 |
107.788 |
104.000 |
3.788 |
3.6% |
0.626 |
0.6% |
42% |
False |
False |
157,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.639 |
|
2.618 |
106.893 |
|
1.618 |
106.436 |
|
1.000 |
106.154 |
|
0.618 |
105.979 |
|
HIGH |
105.697 |
|
0.618 |
105.522 |
|
0.500 |
105.469 |
|
0.382 |
105.415 |
|
LOW |
105.240 |
|
0.618 |
104.958 |
|
1.000 |
104.783 |
|
1.618 |
104.501 |
|
2.618 |
104.044 |
|
4.250 |
103.298 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
105.549 |
105.484 |
| PP |
105.509 |
105.378 |
| S1 |
105.469 |
105.273 |
|