| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
105.407 |
105.542 |
0.135 |
0.1% |
104.566 |
| High |
105.697 |
105.662 |
-0.035 |
0.0% |
105.697 |
| Low |
105.240 |
105.264 |
0.024 |
0.0% |
104.000 |
| Close |
105.589 |
105.490 |
-0.099 |
-0.1% |
105.589 |
| Range |
0.457 |
0.398 |
-0.059 |
-12.9% |
1.697 |
| ATR |
0.583 |
0.569 |
-0.013 |
-2.3% |
0.000 |
| Volume |
147,579 |
138,826 |
-8,753 |
-5.9% |
809,961 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.666 |
106.476 |
105.709 |
|
| R3 |
106.268 |
106.078 |
105.599 |
|
| R2 |
105.870 |
105.870 |
105.563 |
|
| R1 |
105.680 |
105.680 |
105.526 |
105.576 |
| PP |
105.472 |
105.472 |
105.472 |
105.420 |
| S1 |
105.282 |
105.282 |
105.454 |
105.178 |
| S2 |
105.074 |
105.074 |
105.417 |
|
| S3 |
104.676 |
104.884 |
105.381 |
|
| S4 |
104.278 |
104.486 |
105.271 |
|
|
| 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 |
104.401 |
1.296 |
1.2% |
0.497 |
0.5% |
84% |
False |
False |
156,799 |
| 10 |
105.812 |
104.000 |
1.812 |
1.7% |
0.573 |
0.5% |
82% |
False |
False |
158,729 |
| 20 |
106.548 |
104.000 |
2.548 |
2.4% |
0.505 |
0.5% |
58% |
False |
False |
158,939 |
| 40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.598 |
0.6% |
49% |
False |
False |
162,773 |
| 60 |
107.788 |
104.000 |
3.788 |
3.6% |
0.624 |
0.6% |
39% |
False |
False |
157,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.354 |
|
2.618 |
106.704 |
|
1.618 |
106.306 |
|
1.000 |
106.060 |
|
0.618 |
105.908 |
|
HIGH |
105.662 |
|
0.618 |
105.510 |
|
0.500 |
105.463 |
|
0.382 |
105.416 |
|
LOW |
105.264 |
|
0.618 |
105.018 |
|
1.000 |
104.866 |
|
1.618 |
104.620 |
|
2.618 |
104.222 |
|
4.250 |
103.573 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
105.481 |
105.477 |
| PP |
105.472 |
105.464 |
| S1 |
105.463 |
105.451 |
|