Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
17.0183 |
17.2565 |
0.2382 |
1.4% |
14.9219 |
High |
19.7982 |
19.6996 |
-0.0986 |
-0.5% |
19.7982 |
Low |
17.0183 |
15.6507 |
-1.3676 |
-8.0% |
14.6154 |
Close |
17.3335 |
18.3557 |
1.0222 |
5.9% |
17.3335 |
Range |
2.7799 |
4.0489 |
1.2690 |
45.6% |
5.1828 |
ATR |
1.2845 |
1.4820 |
0.1975 |
15.4% |
0.0000 |
Volume |
1,237,286 |
629,704 |
-607,582 |
-49.1% |
3,701,695 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.0487 |
28.2511 |
20.5826 |
|
R3 |
25.9998 |
24.2022 |
19.4691 |
|
R2 |
21.9509 |
21.9509 |
19.0980 |
|
R1 |
20.1533 |
20.1533 |
18.7268 |
21.0521 |
PP |
17.9020 |
17.9020 |
17.9020 |
18.3514 |
S1 |
16.1044 |
16.1044 |
17.9846 |
17.0032 |
S2 |
13.8531 |
13.8531 |
17.6134 |
|
S3 |
9.8042 |
12.0555 |
17.2423 |
|
S4 |
5.7553 |
8.0066 |
16.1288 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.7974 |
30.2483 |
20.1840 |
|
R3 |
27.6146 |
25.0655 |
18.7588 |
|
R2 |
22.4318 |
22.4318 |
18.2837 |
|
R1 |
19.8827 |
19.8827 |
17.8086 |
21.1573 |
PP |
17.2490 |
17.2490 |
17.2490 |
17.8863 |
S1 |
14.6999 |
14.6999 |
16.8584 |
15.9745 |
S2 |
12.0662 |
12.0662 |
16.3833 |
|
S3 |
6.8834 |
9.5171 |
15.9082 |
|
S4 |
1.7006 |
4.3343 |
14.4830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19.7982 |
15.4719 |
4.3263 |
23.6% |
2.2662 |
12.3% |
67% |
False |
False |
726,594 |
10 |
19.7982 |
13.2996 |
6.4986 |
35.4% |
1.9292 |
10.5% |
78% |
False |
False |
705,726 |
20 |
19.7982 |
11.1558 |
8.6424 |
47.1% |
1.4463 |
7.9% |
83% |
False |
False |
634,255 |
40 |
19.7982 |
9.6443 |
10.1539 |
55.3% |
1.0130 |
5.5% |
86% |
False |
False |
548,344 |
60 |
19.7982 |
9.3309 |
10.4673 |
57.0% |
0.9181 |
5.0% |
86% |
False |
False |
542,088 |
80 |
19.7982 |
8.8739 |
10.9243 |
59.5% |
0.8888 |
4.8% |
87% |
False |
False |
548,211 |
100 |
19.7982 |
6.8303 |
12.9679 |
70.6% |
0.8240 |
4.5% |
89% |
False |
False |
528,812 |
120 |
19.7982 |
4.0141 |
15.7841 |
86.0% |
0.8440 |
4.6% |
91% |
False |
False |
530,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36.9074 |
2.618 |
30.2996 |
1.618 |
26.2507 |
1.000 |
23.7485 |
0.618 |
22.2018 |
HIGH |
19.6996 |
0.618 |
18.1529 |
0.500 |
17.6752 |
0.382 |
17.1974 |
LOW |
15.6507 |
0.618 |
13.1485 |
1.000 |
11.6018 |
1.618 |
9.0996 |
2.618 |
5.0507 |
4.250 |
-1.5571 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
18.1289 |
18.1453 |
PP |
17.9020 |
17.9349 |
S1 |
17.6752 |
17.7245 |
|