Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
52.47 |
52.47 |
0.00 |
0.0% |
52.30 |
High |
52.53 |
52.53 |
0.00 |
0.0% |
52.45 |
Low |
52.46 |
52.46 |
0.00 |
0.0% |
52.28 |
Close |
52.48 |
52.48 |
0.00 |
0.0% |
52.40 |
Range |
0.07 |
0.07 |
0.00 |
0.0% |
0.17 |
ATR |
0.15 |
0.14 |
-0.01 |
-3.8% |
0.00 |
Volume |
8,010,600 |
8,010,600 |
0 |
0.0% |
22,485,800 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.70 |
52.66 |
52.52 |
|
R3 |
52.63 |
52.59 |
52.50 |
|
R2 |
52.56 |
52.56 |
52.49 |
|
R1 |
52.52 |
52.52 |
52.49 |
52.54 |
PP |
52.49 |
52.49 |
52.49 |
52.50 |
S1 |
52.45 |
52.45 |
52.47 |
52.47 |
S2 |
52.42 |
52.42 |
52.47 |
|
S3 |
52.35 |
52.38 |
52.46 |
|
S4 |
52.28 |
52.31 |
52.44 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.89 |
52.81 |
52.49 |
|
R3 |
52.72 |
52.64 |
52.45 |
|
R2 |
52.55 |
52.55 |
52.43 |
|
R1 |
52.47 |
52.47 |
52.42 |
52.51 |
PP |
52.38 |
52.38 |
52.38 |
52.40 |
S1 |
52.30 |
52.30 |
52.38 |
52.34 |
S2 |
52.21 |
52.21 |
52.37 |
|
S3 |
52.04 |
52.13 |
52.35 |
|
S4 |
51.87 |
51.96 |
52.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.53 |
52.39 |
0.14 |
0.3% |
0.06 |
0.1% |
64% |
True |
False |
4,189,620 |
10 |
52.53 |
52.31 |
0.22 |
0.4% |
0.08 |
0.1% |
77% |
True |
False |
2,958,480 |
20 |
52.53 |
52.14 |
0.39 |
0.7% |
0.11 |
0.2% |
87% |
True |
False |
2,913,760 |
40 |
52.53 |
52.02 |
0.51 |
1.0% |
0.11 |
0.2% |
90% |
True |
False |
3,626,056 |
60 |
52.53 |
51.93 |
0.60 |
1.1% |
0.13 |
0.2% |
92% |
True |
False |
5,873,030 |
80 |
52.53 |
26.86 |
25.67 |
48.9% |
0.57 |
1.1% |
100% |
True |
False |
4,704,903 |
100 |
52.53 |
26.86 |
25.67 |
48.9% |
0.79 |
1.5% |
100% |
True |
False |
3,976,404 |
120 |
52.53 |
26.86 |
25.67 |
48.9% |
0.91 |
1.7% |
100% |
True |
False |
3,439,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.83 |
2.618 |
52.71 |
1.618 |
52.64 |
1.000 |
52.60 |
0.618 |
52.57 |
HIGH |
52.53 |
0.618 |
52.50 |
0.500 |
52.50 |
0.382 |
52.49 |
LOW |
52.46 |
0.618 |
52.42 |
1.000 |
52.39 |
1.618 |
52.35 |
2.618 |
52.28 |
4.250 |
52.16 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
52.50 |
52.49 |
PP |
52.49 |
52.49 |
S1 |
52.49 |
52.48 |
|