Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.81 |
3.68 |
-0.13 |
-3.4% |
3.57 |
High |
3.83 |
4.04 |
0.21 |
5.5% |
3.93 |
Low |
3.64 |
3.65 |
0.01 |
0.3% |
3.57 |
Close |
3.68 |
4.01 |
0.33 |
9.0% |
3.75 |
Range |
0.19 |
0.39 |
0.20 |
105.3% |
0.36 |
ATR |
0.18 |
0.19 |
0.02 |
8.4% |
0.00 |
Volume |
155,200 |
165,300 |
10,100 |
6.5% |
1,098,600 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.07 |
4.93 |
4.22 |
|
R3 |
4.68 |
4.54 |
4.12 |
|
R2 |
4.29 |
4.29 |
4.08 |
|
R1 |
4.15 |
4.15 |
4.05 |
4.22 |
PP |
3.90 |
3.90 |
3.90 |
3.94 |
S1 |
3.76 |
3.76 |
3.97 |
3.83 |
S2 |
3.51 |
3.51 |
3.94 |
|
S3 |
3.12 |
3.37 |
3.90 |
|
S4 |
2.73 |
2.98 |
3.80 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.83 |
4.65 |
3.95 |
|
R3 |
4.47 |
4.29 |
3.85 |
|
R2 |
4.11 |
4.11 |
3.82 |
|
R1 |
3.93 |
3.93 |
3.78 |
4.02 |
PP |
3.75 |
3.75 |
3.75 |
3.80 |
S1 |
3.57 |
3.57 |
3.72 |
3.66 |
S2 |
3.39 |
3.39 |
3.68 |
|
S3 |
3.03 |
3.21 |
3.65 |
|
S4 |
2.67 |
2.85 |
3.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.04 |
3.64 |
0.40 |
10.0% |
0.19 |
4.6% |
93% |
True |
False |
143,140 |
10 |
4.06 |
3.54 |
0.52 |
13.0% |
0.21 |
5.3% |
90% |
False |
False |
325,880 |
20 |
4.10 |
3.24 |
0.86 |
21.4% |
0.20 |
5.0% |
90% |
False |
False |
369,210 |
40 |
4.10 |
2.01 |
2.09 |
52.1% |
0.18 |
4.5% |
96% |
False |
False |
396,350 |
60 |
4.10 |
2.01 |
2.09 |
52.1% |
0.15 |
3.7% |
96% |
False |
False |
279,006 |
80 |
4.10 |
2.01 |
2.09 |
52.1% |
0.14 |
3.5% |
96% |
False |
False |
224,351 |
100 |
4.10 |
2.01 |
2.09 |
52.1% |
0.14 |
3.5% |
96% |
False |
False |
201,812 |
120 |
4.10 |
1.87 |
2.23 |
55.6% |
0.14 |
3.4% |
96% |
False |
False |
184,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.70 |
2.618 |
5.06 |
1.618 |
4.67 |
1.000 |
4.43 |
0.618 |
4.28 |
HIGH |
4.04 |
0.618 |
3.89 |
0.500 |
3.85 |
0.382 |
3.80 |
LOW |
3.65 |
0.618 |
3.41 |
1.000 |
3.26 |
1.618 |
3.02 |
2.618 |
2.63 |
4.250 |
1.99 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.96 |
3.95 |
PP |
3.90 |
3.90 |
S1 |
3.85 |
3.84 |
|