Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
14.3965 |
13.4656 |
-0.9309 |
-6.5% |
11.9902 |
High |
14.6435 |
14.6247 |
-0.0188 |
-0.1% |
13.7532 |
Low |
13.2996 |
13.3552 |
0.0556 |
0.4% |
11.7694 |
Close |
13.4656 |
14.2868 |
0.8212 |
6.1% |
12.8469 |
Range |
1.3439 |
1.2695 |
-0.0744 |
-5.5% |
1.9838 |
ATR |
0.8811 |
0.9088 |
0.0277 |
3.1% |
0.0000 |
Volume |
766,968 |
626,566 |
-140,402 |
-18.3% |
2,268,128 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.8974 |
17.3616 |
14.9850 |
|
R3 |
16.6279 |
16.0921 |
14.6359 |
|
R2 |
15.3584 |
15.3584 |
14.5195 |
|
R1 |
14.8226 |
14.8226 |
14.4032 |
15.0905 |
PP |
14.0889 |
14.0889 |
14.0889 |
14.2229 |
S1 |
13.5531 |
13.5531 |
14.1704 |
13.8210 |
S2 |
12.8194 |
12.8194 |
14.0541 |
|
S3 |
11.5499 |
12.2836 |
13.9377 |
|
S4 |
10.2804 |
11.0141 |
13.5886 |
|
|
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 |
12.5029 |
2.8669 |
20.1% |
1.3756 |
9.6% |
62% |
False |
False |
591,486 |
10 |
15.3698 |
11.4937 |
3.8761 |
27.1% |
1.0747 |
7.5% |
72% |
False |
False |
521,932 |
20 |
15.3698 |
10.3336 |
5.0362 |
35.3% |
0.8578 |
6.0% |
78% |
False |
False |
545,957 |
40 |
15.3698 |
9.3309 |
6.0389 |
42.3% |
0.7194 |
5.0% |
82% |
False |
False |
489,874 |
60 |
15.3698 |
9.2147 |
6.1551 |
43.1% |
0.7634 |
5.3% |
82% |
False |
False |
528,488 |
80 |
15.3698 |
7.4292 |
7.9406 |
55.6% |
0.7451 |
5.2% |
86% |
False |
False |
524,252 |
100 |
15.3698 |
6.1451 |
9.2247 |
64.6% |
0.6997 |
4.9% |
88% |
False |
False |
510,973 |
120 |
15.3698 |
4.0141 |
11.3557 |
79.5% |
0.7799 |
5.5% |
90% |
False |
False |
522,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.0201 |
2.618 |
17.9483 |
1.618 |
16.6788 |
1.000 |
15.8942 |
0.618 |
15.4093 |
HIGH |
14.6247 |
0.618 |
14.1398 |
0.500 |
13.9900 |
0.382 |
13.8401 |
LOW |
13.3552 |
0.618 |
12.5706 |
1.000 |
12.0857 |
1.618 |
11.3011 |
2.618 |
10.0316 |
4.250 |
7.9598 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
14.1879 |
14.2034 |
PP |
14.0889 |
14.1200 |
S1 |
13.9900 |
14.0366 |
|