| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
8.24 |
8.08 |
-0.16 |
-1.9% |
9.34 |
| High |
8.32 |
8.22 |
-0.10 |
-1.2% |
9.41 |
| Low |
8.00 |
8.01 |
0.01 |
0.1% |
9.04 |
| Close |
8.05 |
8.11 |
0.06 |
0.7% |
9.09 |
| Range |
0.32 |
0.21 |
-0.11 |
-34.4% |
0.37 |
| ATR |
0.27 |
0.27 |
0.00 |
-1.6% |
0.00 |
| Volume |
5,217,400 |
3,842,200 |
-1,375,200 |
-26.4% |
25,098,200 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.74 |
8.64 |
8.23 |
|
| R3 |
8.53 |
8.43 |
8.17 |
|
| R2 |
8.32 |
8.32 |
8.15 |
|
| R1 |
8.22 |
8.22 |
8.13 |
8.27 |
| PP |
8.11 |
8.11 |
8.11 |
8.14 |
| S1 |
8.01 |
8.01 |
8.09 |
8.06 |
| S2 |
7.90 |
7.90 |
8.07 |
|
| S3 |
7.69 |
7.80 |
8.05 |
|
| S4 |
7.48 |
7.59 |
7.99 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.29 |
10.06 |
9.29 |
|
| R3 |
9.92 |
9.69 |
9.19 |
|
| R2 |
9.55 |
9.55 |
9.16 |
|
| R1 |
9.32 |
9.32 |
9.12 |
9.25 |
| PP |
9.18 |
9.18 |
9.18 |
9.14 |
| S1 |
8.95 |
8.95 |
9.06 |
8.88 |
| S2 |
8.81 |
8.81 |
9.02 |
|
| S3 |
8.44 |
8.58 |
8.99 |
|
| S4 |
8.07 |
8.21 |
8.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.45 |
8.00 |
0.45 |
5.5% |
0.28 |
3.4% |
24% |
False |
False |
6,242,480 |
| 10 |
9.26 |
8.00 |
1.26 |
15.5% |
0.23 |
2.8% |
9% |
False |
False |
5,477,220 |
| 20 |
9.68 |
8.00 |
1.68 |
20.7% |
0.22 |
2.7% |
7% |
False |
False |
4,061,190 |
| 40 |
9.93 |
8.00 |
1.93 |
23.8% |
0.21 |
2.6% |
6% |
False |
False |
4,034,140 |
| 60 |
9.93 |
8.00 |
1.93 |
23.8% |
0.20 |
2.5% |
6% |
False |
False |
3,521,590 |
| 80 |
9.93 |
8.00 |
1.93 |
23.8% |
0.20 |
2.5% |
6% |
False |
False |
3,662,407 |
| 100 |
10.26 |
8.00 |
2.26 |
27.9% |
0.19 |
2.3% |
5% |
False |
False |
3,597,864 |
| 120 |
10.26 |
8.00 |
2.26 |
27.9% |
0.20 |
2.4% |
5% |
False |
False |
3,746,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.11 |
|
2.618 |
8.77 |
|
1.618 |
8.56 |
|
1.000 |
8.43 |
|
0.618 |
8.35 |
|
HIGH |
8.22 |
|
0.618 |
8.14 |
|
0.500 |
8.12 |
|
0.382 |
8.09 |
|
LOW |
8.01 |
|
0.618 |
7.88 |
|
1.000 |
7.80 |
|
1.618 |
7.67 |
|
2.618 |
7.46 |
|
4.250 |
7.12 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8.12 |
8.20 |
| PP |
8.11 |
8.17 |
| S1 |
8.11 |
8.14 |
|