Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11.8561 |
11.9902 |
0.1341 |
1.1% |
11.1873 |
High |
12.0791 |
13.7532 |
1.6741 |
13.9% |
12.2547 |
Low |
11.6100 |
11.7694 |
0.1594 |
1.4% |
10.7814 |
Close |
11.9902 |
12.5078 |
0.5176 |
4.3% |
11.9902 |
Range |
0.4691 |
1.9838 |
1.5147 |
322.9% |
1.4733 |
ATR |
0.6202 |
0.7176 |
0.0974 |
15.7% |
0.0000 |
Volume |
477,322 |
623,700 |
146,378 |
30.7% |
3,615,588 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.6282 |
17.5518 |
13.5989 |
|
R3 |
16.6444 |
15.5680 |
13.0533 |
|
R2 |
14.6606 |
14.6606 |
12.8715 |
|
R1 |
13.5842 |
13.5842 |
12.6896 |
14.1224 |
PP |
12.6768 |
12.6768 |
12.6768 |
12.9459 |
S1 |
11.6004 |
11.6004 |
12.3260 |
12.1386 |
S2 |
10.6930 |
10.6930 |
12.1441 |
|
S3 |
8.7092 |
9.6166 |
11.9623 |
|
S4 |
6.7254 |
7.6328 |
11.4167 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.0953 |
15.5161 |
12.8005 |
|
R3 |
14.6220 |
14.0428 |
12.3954 |
|
R2 |
13.1487 |
13.1487 |
12.2603 |
|
R1 |
12.5695 |
12.5695 |
12.1253 |
12.8591 |
PP |
11.6754 |
11.6754 |
11.6754 |
11.8203 |
S1 |
11.0962 |
11.0962 |
11.8551 |
11.3858 |
S2 |
10.2021 |
10.2021 |
11.7201 |
|
S3 |
8.7288 |
9.6229 |
11.5850 |
|
S4 |
7.2555 |
8.1496 |
11.1799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.7532 |
11.1558 |
2.5974 |
20.8% |
0.8690 |
6.9% |
52% |
True |
False |
660,945 |
10 |
13.7532 |
10.3413 |
3.4119 |
27.3% |
0.7917 |
6.3% |
63% |
True |
False |
609,422 |
20 |
13.7532 |
10.2075 |
3.5457 |
28.3% |
0.6914 |
5.5% |
65% |
True |
False |
562,777 |
40 |
13.7532 |
9.3309 |
4.4223 |
35.4% |
0.6580 |
5.3% |
72% |
True |
False |
478,862 |
60 |
13.7532 |
9.2147 |
4.5385 |
36.3% |
0.6922 |
5.5% |
73% |
True |
False |
524,189 |
80 |
13.7532 |
6.8303 |
6.9229 |
55.3% |
0.6833 |
5.5% |
82% |
True |
False |
511,833 |
100 |
13.7532 |
5.2032 |
8.5500 |
68.4% |
0.6733 |
5.4% |
85% |
True |
False |
502,267 |
120 |
15.6328 |
4.0141 |
11.6187 |
92.9% |
0.7887 |
6.3% |
73% |
False |
False |
548,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22.1844 |
2.618 |
18.9468 |
1.618 |
16.9630 |
1.000 |
15.7370 |
0.618 |
14.9792 |
HIGH |
13.7532 |
0.618 |
12.9954 |
0.500 |
12.7613 |
0.382 |
12.5272 |
LOW |
11.7694 |
0.618 |
10.5434 |
1.000 |
9.7856 |
1.618 |
8.5596 |
2.618 |
6.5758 |
4.250 |
3.3383 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
12.7613 |
12.6235 |
PP |
12.6768 |
12.5849 |
S1 |
12.5923 |
12.5464 |
|