Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.275887 |
0.264775 |
-0.011112 |
-4.0% |
0.271160 |
High |
0.278237 |
0.265604 |
-0.012633 |
-4.5% |
0.303857 |
Low |
0.256442 |
0.240846 |
-0.015596 |
-6.1% |
0.240846 |
Close |
0.264831 |
0.256845 |
-0.007986 |
-3.0% |
0.256845 |
Range |
0.021795 |
0.024758 |
0.002963 |
13.6% |
0.063011 |
ATR |
0.019709 |
0.020069 |
0.000361 |
1.8% |
0.000000 |
Volume |
129,262,472 |
196,805,792 |
67,543,320 |
52.3% |
672,601,040 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.328706 |
0.317533 |
0.270462 |
|
R3 |
0.303948 |
0.292775 |
0.263653 |
|
R2 |
0.279190 |
0.279190 |
0.261384 |
|
R1 |
0.268017 |
0.268017 |
0.259114 |
0.261225 |
PP |
0.254432 |
0.254432 |
0.254432 |
0.251035 |
S1 |
0.243259 |
0.243259 |
0.254576 |
0.236467 |
S2 |
0.229674 |
0.229674 |
0.252306 |
|
S3 |
0.204916 |
0.218501 |
0.250037 |
|
S4 |
0.180158 |
0.193743 |
0.243228 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.456216 |
0.419541 |
0.291501 |
|
R3 |
0.393205 |
0.356530 |
0.274173 |
|
R2 |
0.330194 |
0.330194 |
0.268397 |
|
R1 |
0.293519 |
0.293519 |
0.262621 |
0.280351 |
PP |
0.267183 |
0.267183 |
0.267183 |
0.260599 |
S1 |
0.230508 |
0.230508 |
0.251069 |
0.217340 |
S2 |
0.204172 |
0.204172 |
0.245293 |
|
S3 |
0.141161 |
0.167497 |
0.239517 |
|
S4 |
0.078150 |
0.104486 |
0.222189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.303857 |
0.240846 |
0.063011 |
24.5% |
0.023630 |
9.2% |
25% |
False |
True |
134,520,208 |
10 |
0.303857 |
0.240846 |
0.063011 |
24.5% |
0.020040 |
7.8% |
25% |
False |
True |
107,938,546 |
20 |
0.327219 |
0.240846 |
0.086373 |
33.6% |
0.021034 |
8.2% |
19% |
False |
True |
121,079,571 |
40 |
0.327219 |
0.189031 |
0.138188 |
53.8% |
0.018316 |
7.1% |
49% |
False |
False |
123,688,463 |
60 |
0.327219 |
0.169521 |
0.157698 |
61.4% |
0.014843 |
5.8% |
55% |
False |
False |
114,636,605 |
80 |
0.327219 |
0.169521 |
0.157698 |
61.4% |
0.013257 |
5.2% |
55% |
False |
False |
126,268,683 |
100 |
0.327219 |
0.169521 |
0.157698 |
61.4% |
0.013293 |
5.2% |
55% |
False |
False |
141,997,197 |
120 |
0.327219 |
0.146481 |
0.180738 |
70.4% |
0.013118 |
5.1% |
61% |
False |
False |
152,231,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.370826 |
2.618 |
0.330420 |
1.618 |
0.305662 |
1.000 |
0.290362 |
0.618 |
0.280904 |
HIGH |
0.265604 |
0.618 |
0.256146 |
0.500 |
0.253225 |
0.382 |
0.250304 |
LOW |
0.240846 |
0.618 |
0.225546 |
1.000 |
0.216088 |
1.618 |
0.200788 |
2.618 |
0.176030 |
4.250 |
0.135625 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.255638 |
0.272352 |
PP |
0.254432 |
0.267183 |
S1 |
0.253225 |
0.262014 |
|