Trading Metrics calculated at close of trading on 05-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2019 |
05-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
9.3438 |
9.0654 |
-0.2784 |
-3.0% |
9.8200 |
High |
9.3646 |
9.1128 |
-0.2518 |
-2.7% |
10.2502 |
Low |
8.9715 |
8.7710 |
-0.2005 |
-2.2% |
8.5352 |
Close |
9.0654 |
8.8631 |
-0.2023 |
-2.2% |
8.7540 |
Range |
0.3931 |
0.3418 |
-0.0513 |
-13.1% |
1.7150 |
ATR |
0.6873 |
0.6626 |
-0.0247 |
-3.6% |
0.0000 |
Volume |
658,072 |
748,225 |
90,153 |
13.7% |
3,234,306 |
|
Daily Pivots for day following 05-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.9410 |
9.7439 |
9.0511 |
|
R3 |
9.5992 |
9.4021 |
8.9571 |
|
R2 |
9.2574 |
9.2574 |
8.9258 |
|
R1 |
9.0603 |
9.0603 |
8.8944 |
8.9880 |
PP |
8.9156 |
8.9156 |
8.9156 |
8.8795 |
S1 |
8.7185 |
8.7185 |
8.8318 |
8.6462 |
S2 |
8.5738 |
8.5738 |
8.8004 |
|
S3 |
8.2320 |
8.3767 |
8.7691 |
|
S4 |
7.8902 |
8.0349 |
8.6751 |
|
|
Weekly Pivots for week ending 30-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.3248 |
13.2544 |
9.6973 |
|
R3 |
12.6098 |
11.5394 |
9.2256 |
|
R2 |
10.8948 |
10.8948 |
9.0684 |
|
R1 |
9.8244 |
9.8244 |
8.9112 |
9.5021 |
PP |
9.1798 |
9.1798 |
9.1798 |
9.0187 |
S1 |
8.1094 |
8.1094 |
8.5968 |
7.7871 |
S2 |
7.4648 |
7.4648 |
8.4396 |
|
S3 |
5.7498 |
6.3944 |
8.2824 |
|
S4 |
4.0348 |
4.6794 |
7.8108 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.3646 |
8.5861 |
0.7785 |
8.8% |
0.3938 |
4.4% |
36% |
False |
False |
689,109 |
10 |
10.2502 |
8.5352 |
1.7150 |
19.3% |
0.4686 |
5.3% |
19% |
False |
False |
684,077 |
20 |
11.2220 |
8.5352 |
2.6868 |
30.3% |
0.5693 |
6.4% |
12% |
False |
False |
810,514 |
40 |
15.5250 |
8.5352 |
6.9898 |
78.9% |
0.9088 |
10.3% |
5% |
False |
False |
928,269 |
60 |
20.8595 |
8.5352 |
12.3243 |
139.1% |
1.1943 |
13.5% |
3% |
False |
False |
876,015 |
80 |
20.8595 |
8.5352 |
12.3243 |
139.1% |
1.2133 |
13.7% |
3% |
False |
False |
913,336 |
100 |
20.8595 |
8.3469 |
12.5126 |
141.2% |
1.1582 |
13.1% |
4% |
False |
False |
995,438 |
120 |
20.8595 |
8.3469 |
12.5126 |
141.2% |
1.1240 |
12.7% |
4% |
False |
False |
1,005,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.5655 |
2.618 |
10.0076 |
1.618 |
9.6658 |
1.000 |
9.4546 |
0.618 |
9.3240 |
HIGH |
9.1128 |
0.618 |
8.9822 |
0.500 |
8.9419 |
0.382 |
8.9016 |
LOW |
8.7710 |
0.618 |
8.5598 |
1.000 |
8.4292 |
1.618 |
8.2180 |
2.618 |
7.8762 |
4.250 |
7.3184 |
|
|
Fisher Pivots for day following 05-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
8.9419 |
9.0678 |
PP |
8.9156 |
8.9996 |
S1 |
8.8894 |
8.9313 |
|