Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
18.1639 |
20.5025 |
2.3386 |
12.9% |
17.2565 |
High |
22.8255 |
22.5075 |
-0.3180 |
-1.4% |
19.6996 |
Low |
17.9880 |
20.1713 |
2.1833 |
12.1% |
15.6507 |
Close |
20.5022 |
22.0842 |
1.5820 |
7.7% |
18.1639 |
Range |
4.8375 |
2.3362 |
-2.5013 |
-51.7% |
4.0489 |
ATR |
1.7479 |
1.7899 |
0.0420 |
2.4% |
0.0000 |
Volume |
1,378,623 |
1,091,198 |
-287,425 |
-20.8% |
4,273,434 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.5963 |
27.6764 |
23.3691 |
|
R3 |
26.2601 |
25.3402 |
22.7267 |
|
R2 |
23.9239 |
23.9239 |
22.5125 |
|
R1 |
23.0040 |
23.0040 |
22.2984 |
23.4640 |
PP |
21.5877 |
21.5877 |
21.5877 |
21.8176 |
S1 |
20.6678 |
20.6678 |
21.8700 |
21.1278 |
S2 |
19.2515 |
19.2515 |
21.6559 |
|
S3 |
16.9153 |
18.3316 |
21.4417 |
|
S4 |
14.5791 |
15.9954 |
20.7993 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.9848 |
28.1232 |
20.3908 |
|
R3 |
25.9359 |
24.0743 |
19.2773 |
|
R2 |
21.8870 |
21.8870 |
18.9062 |
|
R1 |
20.0254 |
20.0254 |
18.5350 |
20.9562 |
PP |
17.8381 |
17.8381 |
17.8381 |
18.3035 |
S1 |
15.9765 |
15.9765 |
17.7928 |
16.9073 |
S2 |
13.7892 |
13.7892 |
17.4216 |
|
S3 |
9.7403 |
11.9276 |
17.0505 |
|
S4 |
5.6914 |
7.8787 |
15.9370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22.8255 |
16.6425 |
6.1830 |
28.0% |
2.2508 |
10.2% |
88% |
False |
False |
1,062,079 |
10 |
22.8255 |
15.4719 |
7.3536 |
33.3% |
2.3451 |
10.6% |
90% |
False |
False |
904,570 |
20 |
22.8255 |
12.3936 |
10.4319 |
47.2% |
1.8873 |
8.5% |
93% |
False |
False |
754,649 |
40 |
22.8255 |
10.3079 |
12.5176 |
56.7% |
1.2905 |
5.8% |
94% |
False |
False |
655,610 |
60 |
22.8255 |
9.3309 |
13.4946 |
61.1% |
1.0702 |
4.8% |
95% |
False |
False |
572,408 |
80 |
22.8255 |
9.2147 |
13.6108 |
61.6% |
0.9889 |
4.5% |
95% |
False |
False |
579,567 |
100 |
22.8255 |
6.8303 |
15.9952 |
72.4% |
0.9265 |
4.2% |
95% |
False |
False |
561,061 |
120 |
22.8255 |
5.3672 |
17.4583 |
79.1% |
0.8739 |
4.0% |
96% |
False |
False |
544,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.4364 |
2.618 |
28.6237 |
1.618 |
26.2875 |
1.000 |
24.8437 |
0.618 |
23.9513 |
HIGH |
22.5075 |
0.618 |
21.6151 |
0.500 |
21.3394 |
0.382 |
21.0637 |
LOW |
20.1713 |
0.618 |
18.7275 |
1.000 |
17.8351 |
1.618 |
16.3913 |
2.618 |
14.0551 |
4.250 |
10.2425 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
21.8359 |
21.3975 |
PP |
21.5877 |
20.7107 |
S1 |
21.3394 |
20.0240 |
|