Trading Metrics calculated at close of trading on 05-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
12.5078 |
12.5754 |
0.0676 |
0.5% |
11.1873 |
High |
12.7706 |
12.9250 |
0.1544 |
1.2% |
12.2547 |
Low |
12.2784 |
12.3936 |
0.1152 |
0.9% |
10.7814 |
Close |
12.5754 |
12.8277 |
0.2523 |
2.0% |
11.9902 |
Range |
0.4922 |
0.5314 |
0.0392 |
8.0% |
1.4733 |
ATR |
0.7015 |
0.6893 |
-0.0121 |
-1.7% |
0.0000 |
Volume |
400,952 |
358,269 |
-42,683 |
-10.6% |
3,615,588 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.3096 |
14.1001 |
13.1200 |
|
R3 |
13.7782 |
13.5687 |
12.9738 |
|
R2 |
13.2468 |
13.2468 |
12.9251 |
|
R1 |
13.0373 |
13.0373 |
12.8764 |
13.1421 |
PP |
12.7154 |
12.7154 |
12.7154 |
12.7678 |
S1 |
12.5059 |
12.5059 |
12.7790 |
12.6107 |
S2 |
12.1840 |
12.1840 |
12.7303 |
|
S3 |
11.6526 |
11.9745 |
12.6816 |
|
S4 |
11.1212 |
11.4431 |
12.5354 |
|
|
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 |
17.6% |
0.7738 |
6.0% |
59% |
False |
False |
452,379 |
10 |
13.7532 |
10.7814 |
2.9718 |
23.2% |
0.7458 |
5.8% |
69% |
False |
False |
580,674 |
20 |
13.7532 |
10.3079 |
3.4453 |
26.9% |
0.6772 |
5.3% |
73% |
False |
False |
537,301 |
40 |
13.7532 |
9.3309 |
4.4223 |
34.5% |
0.6604 |
5.1% |
79% |
False |
False |
479,243 |
60 |
13.7532 |
9.2147 |
4.5385 |
35.4% |
0.6902 |
5.4% |
80% |
False |
False |
518,897 |
80 |
13.7532 |
6.8303 |
6.9229 |
54.0% |
0.6891 |
5.4% |
87% |
False |
False |
513,631 |
100 |
13.7532 |
5.5566 |
8.1966 |
63.9% |
0.6721 |
5.2% |
89% |
False |
False |
503,080 |
120 |
14.4347 |
4.0141 |
10.4206 |
81.2% |
0.7718 |
6.0% |
85% |
False |
False |
525,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.1835 |
2.618 |
14.3162 |
1.618 |
13.7848 |
1.000 |
13.4564 |
0.618 |
13.2534 |
HIGH |
12.9250 |
0.618 |
12.7220 |
0.500 |
12.6593 |
0.382 |
12.5966 |
LOW |
12.3936 |
0.618 |
12.0652 |
1.000 |
11.8622 |
1.618 |
11.5338 |
2.618 |
11.0024 |
4.250 |
10.1352 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
12.7716 |
12.8056 |
PP |
12.7154 |
12.7834 |
S1 |
12.6593 |
12.7613 |
|