Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
16.3439 |
15.8408 |
-0.5031 |
-3.1% |
12.8469 |
High |
17.0155 |
17.2279 |
0.2124 |
1.2% |
15.8275 |
Low |
15.4719 |
15.8081 |
0.3362 |
2.2% |
12.7034 |
Close |
15.8408 |
17.0183 |
1.1775 |
7.4% |
15.0775 |
Range |
1.5436 |
1.4198 |
-0.1238 |
-8.0% |
3.1241 |
ATR |
1.1502 |
1.1695 |
0.0193 |
1.7% |
0.0000 |
Volume |
547,335 |
517,833 |
-29,502 |
-5.4% |
3,404,556 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.9442 |
20.4010 |
17.7992 |
|
R3 |
19.5244 |
18.9812 |
17.4087 |
|
R2 |
18.1046 |
18.1046 |
17.2786 |
|
R1 |
17.5614 |
17.5614 |
17.1484 |
17.8330 |
PP |
16.6848 |
16.6848 |
16.6848 |
16.8206 |
S1 |
16.1416 |
16.1416 |
16.8882 |
16.4132 |
S2 |
15.2650 |
15.2650 |
16.7580 |
|
S3 |
13.8452 |
14.7218 |
16.6279 |
|
S4 |
12.4254 |
13.3020 |
16.2374 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.9084 |
22.6171 |
16.7958 |
|
R3 |
20.7843 |
19.4930 |
15.9366 |
|
R2 |
17.6602 |
17.6602 |
15.6503 |
|
R1 |
16.3689 |
16.3689 |
15.3639 |
17.0146 |
PP |
14.5361 |
14.5361 |
14.5361 |
14.8590 |
S1 |
13.2448 |
13.2448 |
14.7911 |
13.8905 |
S2 |
11.4120 |
11.4120 |
14.5047 |
|
S3 |
8.2879 |
10.1207 |
14.2184 |
|
S4 |
5.1638 |
6.9966 |
13.3592 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17.5480 |
14.1640 |
3.3840 |
19.9% |
1.6977 |
10.0% |
84% |
False |
False |
632,153 |
10 |
17.5480 |
12.5029 |
5.0451 |
29.6% |
1.6110 |
9.5% |
90% |
False |
False |
635,908 |
20 |
17.5480 |
10.7814 |
6.7666 |
39.8% |
1.1865 |
7.0% |
92% |
False |
False |
605,847 |
40 |
17.5480 |
9.3309 |
8.2171 |
48.3% |
0.8764 |
5.1% |
94% |
False |
False |
517,292 |
60 |
17.5480 |
9.3309 |
8.2171 |
48.3% |
0.8531 |
5.0% |
94% |
False |
False |
542,435 |
80 |
17.5480 |
8.6093 |
8.9387 |
52.5% |
0.8191 |
4.8% |
94% |
False |
False |
536,115 |
100 |
17.5480 |
6.8303 |
10.7177 |
63.0% |
0.7682 |
4.5% |
95% |
False |
False |
520,035 |
120 |
17.5480 |
4.0141 |
13.5339 |
79.5% |
0.8155 |
4.8% |
96% |
False |
False |
525,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.2621 |
2.618 |
20.9449 |
1.618 |
19.5251 |
1.000 |
18.6477 |
0.618 |
18.1053 |
HIGH |
17.2279 |
0.618 |
16.6855 |
0.500 |
16.5180 |
0.382 |
16.3505 |
LOW |
15.8081 |
0.618 |
14.9307 |
1.000 |
14.3883 |
1.618 |
13.5109 |
2.618 |
12.0911 |
4.250 |
9.7740 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
16.8515 |
16.8489 |
PP |
16.6848 |
16.6794 |
S1 |
16.5180 |
16.5100 |
|