Trading Metrics calculated at close of trading on 03-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2020 |
03-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
11.7605 |
11.5070 |
-0.2535 |
-2.2% |
10.5575 |
High |
11.7912 |
12.5530 |
0.7618 |
6.5% |
11.7912 |
Low |
11.1160 |
11.2113 |
0.0953 |
0.9% |
10.2174 |
Close |
11.4917 |
11.8644 |
0.3727 |
3.2% |
11.4917 |
Range |
0.6752 |
1.3417 |
0.6665 |
98.7% |
1.5738 |
ATR |
0.6969 |
0.7430 |
0.0461 |
6.6% |
0.0000 |
Volume |
962,162 |
1,239,965 |
277,803 |
28.9% |
4,916,127 |
|
Daily Pivots for day following 03-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.9013 |
15.2246 |
12.6023 |
|
R3 |
14.5596 |
13.8829 |
12.2334 |
|
R2 |
13.2179 |
13.2179 |
12.1104 |
|
R1 |
12.5412 |
12.5412 |
11.9874 |
12.8796 |
PP |
11.8762 |
11.8762 |
11.8762 |
12.0454 |
S1 |
11.1995 |
11.1995 |
11.7414 |
11.5379 |
S2 |
10.5345 |
10.5345 |
11.6184 |
|
S3 |
9.1928 |
9.8578 |
11.4954 |
|
S4 |
7.8511 |
8.5161 |
11.1265 |
|
|
Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.8882 |
15.2637 |
12.3573 |
|
R3 |
14.3144 |
13.6899 |
11.9245 |
|
R2 |
12.7406 |
12.7406 |
11.7802 |
|
R1 |
12.1161 |
12.1161 |
11.6360 |
12.4284 |
PP |
11.1668 |
11.1668 |
11.1668 |
11.3229 |
S1 |
10.5423 |
10.5423 |
11.3474 |
10.8546 |
S2 |
9.5930 |
9.5930 |
11.2032 |
|
S3 |
8.0192 |
8.9685 |
11.0589 |
|
S4 |
6.4454 |
7.3947 |
10.6261 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.5530 |
10.8906 |
1.6624 |
14.0% |
0.7432 |
6.3% |
59% |
True |
False |
1,059,068 |
10 |
12.5530 |
10.1483 |
2.4047 |
20.3% |
0.6915 |
5.8% |
71% |
True |
False |
877,469 |
20 |
12.5530 |
9.0608 |
3.4922 |
29.4% |
0.7913 |
6.7% |
80% |
True |
False |
889,795 |
40 |
12.5530 |
7.7692 |
4.7838 |
40.3% |
0.6360 |
5.4% |
86% |
True |
False |
823,909 |
60 |
13.3890 |
7.7692 |
5.6198 |
47.4% |
0.7134 |
6.0% |
73% |
False |
False |
1,064,263 |
80 |
13.3890 |
6.7061 |
6.6829 |
56.3% |
0.7567 |
6.4% |
77% |
False |
False |
1,170,411 |
100 |
13.3890 |
6.7061 |
6.6829 |
56.3% |
0.7212 |
6.1% |
77% |
False |
False |
1,099,799 |
120 |
13.3890 |
6.7061 |
6.6829 |
56.3% |
0.6800 |
5.7% |
77% |
False |
False |
1,026,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.2552 |
2.618 |
16.0656 |
1.618 |
14.7239 |
1.000 |
13.8947 |
0.618 |
13.3822 |
HIGH |
12.5530 |
0.618 |
12.0405 |
0.500 |
11.8822 |
0.382 |
11.7238 |
LOW |
11.2113 |
0.618 |
10.3821 |
1.000 |
9.8696 |
1.618 |
9.0404 |
2.618 |
7.6987 |
4.250 |
5.5091 |
|
|
Fisher Pivots for day following 03-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
11.8822 |
11.8169 |
PP |
11.8762 |
11.7693 |
S1 |
11.8703 |
11.7218 |
|