Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
20.5025 |
22.0842 |
1.5817 |
7.7% |
17.2565 |
High |
22.5075 |
22.2290 |
-0.2785 |
-1.2% |
19.6996 |
Low |
20.1713 |
19.4354 |
-0.7359 |
-3.6% |
15.6507 |
Close |
22.0842 |
20.1325 |
-1.9517 |
-8.8% |
18.1639 |
Range |
2.3362 |
2.7936 |
0.4574 |
19.6% |
4.0489 |
ATR |
1.7899 |
1.8616 |
0.0717 |
4.0% |
0.0000 |
Volume |
1,091,198 |
964,799 |
-126,399 |
-11.6% |
4,273,434 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.9798 |
27.3497 |
21.6690 |
|
R3 |
26.1862 |
24.5561 |
20.9007 |
|
R2 |
23.3926 |
23.3926 |
20.6447 |
|
R1 |
21.7625 |
21.7625 |
20.3886 |
21.1808 |
PP |
20.5990 |
20.5990 |
20.5990 |
20.3081 |
S1 |
18.9689 |
18.9689 |
19.8764 |
18.3872 |
S2 |
17.8054 |
17.8054 |
19.6203 |
|
S3 |
15.0118 |
16.1753 |
19.3643 |
|
S4 |
12.2182 |
13.3817 |
18.5960 |
|
|
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 |
16.7159 |
6.1096 |
30.3% |
2.5317 |
12.6% |
56% |
False |
False |
1,073,014 |
10 |
22.8255 |
15.6507 |
7.1748 |
35.6% |
2.4701 |
12.3% |
62% |
False |
False |
946,317 |
20 |
22.8255 |
12.5029 |
10.3226 |
51.3% |
2.0005 |
9.9% |
74% |
False |
False |
784,975 |
40 |
22.8255 |
10.3079 |
12.5176 |
62.2% |
1.3388 |
6.7% |
78% |
False |
False |
661,138 |
60 |
22.8255 |
9.3309 |
13.4946 |
67.0% |
1.1071 |
5.5% |
80% |
False |
False |
581,153 |
80 |
22.8255 |
9.2147 |
13.6108 |
67.6% |
1.0177 |
5.1% |
80% |
False |
False |
585,417 |
100 |
22.8255 |
6.8303 |
15.9952 |
79.4% |
0.9514 |
4.7% |
83% |
False |
False |
567,900 |
120 |
22.8255 |
5.5566 |
17.2689 |
85.8% |
0.8935 |
4.4% |
84% |
False |
False |
550,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.1018 |
2.618 |
29.5426 |
1.618 |
26.7490 |
1.000 |
25.0226 |
0.618 |
23.9554 |
HIGH |
22.2290 |
0.618 |
21.1618 |
0.500 |
20.8322 |
0.382 |
20.5026 |
LOW |
19.4354 |
0.618 |
17.7090 |
1.000 |
16.6418 |
1.618 |
14.9154 |
2.618 |
12.1218 |
4.250 |
7.5626 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
20.8322 |
20.4068 |
PP |
20.5990 |
20.3153 |
S1 |
20.3657 |
20.2239 |
|