Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
12.8469 |
14.3965 |
1.5496 |
12.1% |
11.9902 |
High |
15.3698 |
14.6435 |
-0.7263 |
-4.7% |
13.7532 |
Low |
12.7034 |
13.2996 |
0.5962 |
4.7% |
11.7694 |
Close |
14.3977 |
13.4656 |
-0.9321 |
-6.5% |
12.8469 |
Range |
2.6664 |
1.3439 |
-1.3225 |
-49.6% |
1.9838 |
ATR |
0.8455 |
0.8811 |
0.0356 |
4.2% |
0.0000 |
Volume |
678,689 |
766,968 |
88,279 |
13.0% |
2,268,128 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.8346 |
16.9940 |
14.2047 |
|
R3 |
16.4907 |
15.6501 |
13.8352 |
|
R2 |
15.1468 |
15.1468 |
13.7120 |
|
R1 |
14.3062 |
14.3062 |
13.5888 |
14.0546 |
PP |
13.8029 |
13.8029 |
13.8029 |
13.6771 |
S1 |
12.9623 |
12.9623 |
13.3424 |
12.7107 |
S2 |
12.4590 |
12.4590 |
13.2192 |
|
S3 |
11.1151 |
11.6184 |
13.0960 |
|
S4 |
9.7712 |
10.2745 |
12.7265 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.7412 |
17.7779 |
13.9380 |
|
R3 |
16.7574 |
15.7941 |
13.3924 |
|
R2 |
14.7736 |
14.7736 |
13.2106 |
|
R1 |
13.8103 |
13.8103 |
13.0287 |
14.2920 |
PP |
12.7898 |
12.7898 |
12.7898 |
13.0307 |
S1 |
11.8265 |
11.8265 |
12.6651 |
12.3082 |
S2 |
10.8060 |
10.8060 |
12.4832 |
|
S3 |
8.8222 |
9.8427 |
12.3014 |
|
S4 |
6.8384 |
7.8589 |
11.7558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15.3698 |
12.3936 |
2.9762 |
22.1% |
1.2280 |
9.1% |
36% |
False |
False |
537,826 |
10 |
15.3698 |
11.4937 |
3.8761 |
28.8% |
1.0094 |
7.5% |
51% |
False |
False |
540,427 |
20 |
15.3698 |
10.3336 |
5.0362 |
37.4% |
0.8115 |
6.0% |
62% |
False |
False |
541,609 |
40 |
15.3698 |
9.3309 |
6.0389 |
44.8% |
0.7027 |
5.2% |
68% |
False |
False |
484,289 |
60 |
15.3698 |
9.2147 |
6.1551 |
45.7% |
0.7494 |
5.6% |
69% |
False |
False |
524,278 |
80 |
15.3698 |
7.2129 |
8.1569 |
60.6% |
0.7344 |
5.5% |
77% |
False |
False |
520,663 |
100 |
15.3698 |
6.1451 |
9.2247 |
68.5% |
0.6916 |
5.1% |
79% |
False |
False |
509,423 |
120 |
15.3698 |
4.0141 |
11.3557 |
84.3% |
0.7849 |
5.8% |
83% |
False |
False |
524,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.3551 |
2.618 |
18.1618 |
1.618 |
16.8179 |
1.000 |
15.9874 |
0.618 |
15.4740 |
HIGH |
14.6435 |
0.618 |
14.1301 |
0.500 |
13.9716 |
0.382 |
13.8130 |
LOW |
13.2996 |
0.618 |
12.4691 |
1.000 |
11.9557 |
1.618 |
11.1252 |
2.618 |
9.7813 |
4.250 |
7.5880 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
13.9716 |
13.9364 |
PP |
13.8029 |
13.7794 |
S1 |
13.6343 |
13.6225 |
|