Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
16.6425 |
17.5683 |
0.9258 |
5.6% |
14.9219 |
High |
18.0317 |
18.0585 |
0.0268 |
0.1% |
19.7982 |
Low |
16.6425 |
16.7159 |
0.0734 |
0.4% |
14.6154 |
Close |
17.5683 |
17.3631 |
-0.2052 |
-1.2% |
17.3335 |
Range |
1.3892 |
1.3426 |
-0.0466 |
-3.4% |
5.1828 |
ATR |
1.5365 |
1.5227 |
-0.0139 |
-0.9% |
0.0000 |
Volume |
910,124 |
952,412 |
42,288 |
4.6% |
3,701,695 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.4070 |
20.7276 |
18.1015 |
|
R3 |
20.0644 |
19.3850 |
17.7323 |
|
R2 |
18.7218 |
18.7218 |
17.6092 |
|
R1 |
18.0424 |
18.0424 |
17.4862 |
17.7108 |
PP |
17.3792 |
17.3792 |
17.3792 |
17.2134 |
S1 |
16.6998 |
16.6998 |
17.2400 |
16.3682 |
S2 |
16.0366 |
16.0366 |
17.1170 |
|
S3 |
14.6940 |
15.3572 |
16.9939 |
|
S4 |
13.3514 |
14.0146 |
16.6247 |
|
|
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 |
15.6507 |
4.1475 |
23.9% |
2.3931 |
13.8% |
41% |
False |
False |
906,536 |
10 |
19.7982 |
14.1640 |
5.6342 |
32.4% |
2.0454 |
11.8% |
57% |
False |
False |
769,344 |
20 |
19.7982 |
11.6100 |
8.1882 |
47.2% |
1.6085 |
9.3% |
70% |
False |
False |
657,354 |
40 |
19.7982 |
9.6443 |
10.1539 |
58.5% |
1.1118 |
6.4% |
76% |
False |
False |
597,812 |
60 |
19.7982 |
9.3309 |
10.4673 |
60.3% |
0.9510 |
5.5% |
77% |
False |
False |
534,549 |
80 |
19.7982 |
9.2147 |
10.5835 |
61.0% |
0.9325 |
5.4% |
77% |
False |
False |
562,306 |
100 |
19.7982 |
6.8303 |
12.9679 |
74.7% |
0.8601 |
5.0% |
81% |
False |
False |
539,309 |
120 |
19.7982 |
4.0141 |
15.7841 |
90.9% |
0.8429 |
4.9% |
85% |
False |
False |
534,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.7646 |
2.618 |
21.5734 |
1.618 |
20.2308 |
1.000 |
19.4011 |
0.618 |
18.8882 |
HIGH |
18.0585 |
0.618 |
17.5456 |
0.500 |
17.3872 |
0.382 |
17.2288 |
LOW |
16.7159 |
0.618 |
15.8862 |
1.000 |
15.3733 |
1.618 |
14.5436 |
2.618 |
13.2010 |
4.250 |
11.0099 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
17.3872 |
17.3595 |
PP |
17.3792 |
17.3559 |
S1 |
17.3711 |
17.3523 |
|