Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
12.5754 |
12.8277 |
0.2523 |
2.0% |
11.1873 |
High |
12.9250 |
13.2593 |
0.3343 |
2.6% |
12.2547 |
Low |
12.3936 |
12.6418 |
0.2482 |
2.0% |
10.7814 |
Close |
12.8277 |
13.0835 |
0.2558 |
2.0% |
11.9902 |
Range |
0.5314 |
0.6175 |
0.0861 |
16.2% |
1.4733 |
ATR |
0.6893 |
0.6842 |
-0.0051 |
-0.7% |
0.0000 |
Volume |
358,269 |
395,091 |
36,822 |
10.3% |
3,615,588 |
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.8474 |
14.5829 |
13.4231 |
|
R3 |
14.2299 |
13.9654 |
13.2533 |
|
R2 |
13.6124 |
13.6124 |
13.1967 |
|
R1 |
13.3479 |
13.3479 |
13.1401 |
13.4802 |
PP |
12.9949 |
12.9949 |
12.9949 |
13.0610 |
S1 |
12.7304 |
12.7304 |
13.0269 |
12.8627 |
S2 |
12.3774 |
12.3774 |
12.9703 |
|
S3 |
11.7599 |
12.1129 |
12.9137 |
|
S4 |
11.1424 |
11.4954 |
12.7439 |
|
|
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 |
11.6100 |
2.1432 |
16.4% |
0.8188 |
6.3% |
69% |
False |
False |
451,066 |
10 |
13.7532 |
10.7814 |
2.9718 |
22.7% |
0.7620 |
5.8% |
77% |
False |
False |
575,787 |
20 |
13.7532 |
10.3079 |
3.4453 |
26.3% |
0.6674 |
5.1% |
81% |
False |
False |
520,493 |
40 |
13.7532 |
9.3309 |
4.4223 |
33.8% |
0.6360 |
4.9% |
85% |
False |
False |
474,988 |
60 |
13.7532 |
9.2147 |
4.5385 |
34.7% |
0.6903 |
5.3% |
85% |
False |
False |
516,066 |
80 |
13.7532 |
7.1302 |
6.6230 |
50.6% |
0.6874 |
5.3% |
90% |
False |
False |
512,961 |
100 |
13.7532 |
5.7899 |
7.9633 |
60.9% |
0.6676 |
5.1% |
92% |
False |
False |
503,539 |
120 |
14.4347 |
4.0141 |
10.4206 |
79.6% |
0.7697 |
5.9% |
87% |
False |
False |
523,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.8837 |
2.618 |
14.8759 |
1.618 |
14.2584 |
1.000 |
13.8768 |
0.618 |
13.6409 |
HIGH |
13.2593 |
0.618 |
13.0234 |
0.500 |
12.9506 |
0.382 |
12.8777 |
LOW |
12.6418 |
0.618 |
12.2602 |
1.000 |
12.0243 |
1.618 |
11.6427 |
2.618 |
11.0252 |
4.250 |
10.0174 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
13.0392 |
12.9786 |
PP |
12.9949 |
12.8737 |
S1 |
12.9506 |
12.7689 |
|