Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11.9902 |
12.5078 |
0.5176 |
4.3% |
11.1873 |
High |
13.7532 |
12.7706 |
-0.9826 |
-7.1% |
12.2547 |
Low |
11.7694 |
12.2784 |
0.5090 |
4.3% |
10.7814 |
Close |
12.5078 |
12.5754 |
0.0676 |
0.5% |
11.9902 |
Range |
1.9838 |
0.4922 |
-1.4916 |
-75.2% |
1.4733 |
ATR |
0.7176 |
0.7015 |
-0.0161 |
-2.2% |
0.0000 |
Volume |
623,700 |
400,952 |
-222,748 |
-35.7% |
3,615,588 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.0181 |
13.7889 |
12.8461 |
|
R3 |
13.5259 |
13.2967 |
12.7108 |
|
R2 |
13.0337 |
13.0337 |
12.6656 |
|
R1 |
12.8045 |
12.8045 |
12.6205 |
12.9191 |
PP |
12.5415 |
12.5415 |
12.5415 |
12.5988 |
S1 |
12.3123 |
12.3123 |
12.5303 |
12.4269 |
S2 |
12.0493 |
12.0493 |
12.4852 |
|
S3 |
11.5571 |
11.8201 |
12.4400 |
|
S4 |
11.0649 |
11.3279 |
12.3047 |
|
|
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 |
11.4937 |
2.2595 |
18.0% |
0.7908 |
6.3% |
48% |
False |
False |
543,028 |
10 |
13.7532 |
10.7814 |
2.9718 |
23.6% |
0.7293 |
5.8% |
60% |
False |
False |
594,070 |
20 |
13.7532 |
10.3079 |
3.4453 |
27.4% |
0.6938 |
5.5% |
66% |
False |
False |
556,571 |
40 |
13.7532 |
9.3309 |
4.4223 |
35.2% |
0.6617 |
5.3% |
73% |
False |
False |
481,287 |
60 |
13.7532 |
9.2147 |
4.5385 |
36.1% |
0.6895 |
5.5% |
74% |
False |
False |
521,207 |
80 |
13.7532 |
6.8303 |
6.9229 |
55.1% |
0.6863 |
5.5% |
83% |
False |
False |
512,665 |
100 |
13.7532 |
5.3672 |
8.3860 |
66.7% |
0.6712 |
5.3% |
86% |
False |
False |
502,776 |
120 |
15.5566 |
4.0141 |
11.5425 |
91.8% |
0.7817 |
6.2% |
74% |
False |
False |
535,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.8625 |
2.618 |
14.0592 |
1.618 |
13.5670 |
1.000 |
13.2628 |
0.618 |
13.0748 |
HIGH |
12.7706 |
0.618 |
12.5826 |
0.500 |
12.5245 |
0.382 |
12.4664 |
LOW |
12.2784 |
0.618 |
11.9742 |
1.000 |
11.7862 |
1.618 |
11.4820 |
2.618 |
10.9898 |
4.250 |
10.1866 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
12.5584 |
12.6816 |
PP |
12.5415 |
12.6462 |
S1 |
12.5245 |
12.6108 |
|