| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
105.491 |
105.656 |
0.165 |
0.2% |
104.566 |
| High |
105.730 |
105.802 |
0.072 |
0.1% |
105.697 |
| Low |
105.342 |
105.402 |
0.060 |
0.1% |
104.000 |
| Close |
105.659 |
105.459 |
-0.200 |
-0.2% |
105.589 |
| Range |
0.388 |
0.400 |
0.012 |
3.1% |
1.697 |
| ATR |
0.556 |
0.545 |
-0.011 |
-2.0% |
0.000 |
| Volume |
161,643 |
184,869 |
23,226 |
14.4% |
809,961 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.754 |
106.507 |
105.679 |
|
| R3 |
106.354 |
106.107 |
105.569 |
|
| R2 |
105.954 |
105.954 |
105.532 |
|
| R1 |
105.707 |
105.707 |
105.496 |
105.631 |
| PP |
105.554 |
105.554 |
105.554 |
105.516 |
| S1 |
105.307 |
105.307 |
105.422 |
105.231 |
| S2 |
105.154 |
105.154 |
105.386 |
|
| S3 |
104.754 |
104.907 |
105.349 |
|
| S4 |
104.354 |
104.507 |
105.239 |
|
|
| 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 |
105.802 |
105.205 |
0.597 |
0.6% |
0.393 |
0.4% |
43% |
True |
False |
161,084 |
| 10 |
105.802 |
104.000 |
1.802 |
1.7% |
0.537 |
0.5% |
81% |
True |
False |
162,210 |
| 20 |
106.548 |
104.000 |
2.548 |
2.4% |
0.494 |
0.5% |
57% |
False |
False |
157,695 |
| 40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.591 |
0.6% |
48% |
False |
False |
163,260 |
| 60 |
107.520 |
104.000 |
3.520 |
3.3% |
0.619 |
0.6% |
41% |
False |
False |
159,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.502 |
|
2.618 |
106.849 |
|
1.618 |
106.449 |
|
1.000 |
106.202 |
|
0.618 |
106.049 |
|
HIGH |
105.802 |
|
0.618 |
105.649 |
|
0.500 |
105.602 |
|
0.382 |
105.555 |
|
LOW |
105.402 |
|
0.618 |
105.155 |
|
1.000 |
105.002 |
|
1.618 |
104.755 |
|
2.618 |
104.355 |
|
4.250 |
103.702 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
105.602 |
105.533 |
| PP |
105.554 |
105.508 |
| S1 |
105.507 |
105.484 |
|