Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
20.1325 |
18.8693 |
-1.2632 |
-6.3% |
18.1639 |
High |
20.6055 |
19.7371 |
-0.8684 |
-4.2% |
22.8255 |
Low |
18.3516 |
17.2995 |
-1.0521 |
-5.7% |
17.2995 |
Close |
18.8693 |
18.9317 |
0.0624 |
0.3% |
18.9317 |
Range |
2.2539 |
2.4376 |
0.1837 |
8.2% |
5.5260 |
ATR |
1.8896 |
1.9288 |
0.0391 |
2.1% |
0.0000 |
Volume |
927,633 |
905,490 |
-22,143 |
-2.4% |
5,267,743 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25.9689 |
24.8879 |
20.2724 |
|
R3 |
23.5313 |
22.4503 |
19.6020 |
|
R2 |
21.0937 |
21.0937 |
19.3786 |
|
R1 |
20.0127 |
20.0127 |
19.1551 |
20.5532 |
PP |
18.6561 |
18.6561 |
18.6561 |
18.9264 |
S1 |
17.5751 |
17.5751 |
18.7083 |
18.1156 |
S2 |
16.2185 |
16.2185 |
18.4848 |
|
S3 |
13.7809 |
15.1375 |
18.2614 |
|
S4 |
11.3433 |
12.6999 |
17.5910 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.2636 |
33.1236 |
21.9710 |
|
R3 |
30.7376 |
27.5976 |
20.4514 |
|
R2 |
25.2116 |
25.2116 |
19.9448 |
|
R1 |
22.0716 |
22.0716 |
19.4383 |
23.6416 |
PP |
19.6856 |
19.6856 |
19.6856 |
20.4706 |
S1 |
16.5456 |
16.5456 |
18.4252 |
18.1156 |
S2 |
14.1596 |
14.1596 |
17.9186 |
|
S3 |
8.6336 |
11.0196 |
17.4121 |
|
S4 |
3.1076 |
5.4936 |
15.8924 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22.8255 |
17.2995 |
5.5260 |
29.2% |
2.9318 |
15.5% |
30% |
False |
True |
1,053,548 |
10 |
22.8255 |
15.6507 |
7.1748 |
37.9% |
2.5193 |
13.3% |
46% |
False |
False |
954,117 |
20 |
22.8255 |
12.7034 |
10.1221 |
53.5% |
2.1551 |
11.4% |
62% |
False |
False |
832,371 |
40 |
22.8255 |
10.3117 |
12.5138 |
66.1% |
1.4224 |
7.5% |
69% |
False |
False |
674,627 |
60 |
22.8255 |
9.3309 |
13.4946 |
71.3% |
1.1472 |
6.1% |
71% |
False |
False |
593,066 |
80 |
22.8255 |
9.2147 |
13.6108 |
71.9% |
1.0638 |
5.6% |
71% |
False |
False |
594,235 |
100 |
22.8255 |
7.1302 |
15.6953 |
82.9% |
0.9883 |
5.2% |
75% |
False |
False |
577,664 |
120 |
22.8255 |
5.8525 |
16.9730 |
89.7% |
0.9121 |
4.8% |
77% |
False |
False |
556,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.0969 |
2.618 |
26.1187 |
1.618 |
23.6811 |
1.000 |
22.1747 |
0.618 |
21.2435 |
HIGH |
19.7371 |
0.618 |
18.8059 |
0.500 |
18.5183 |
0.382 |
18.2307 |
LOW |
17.2995 |
0.618 |
15.7931 |
1.000 |
14.8619 |
1.618 |
13.3555 |
2.618 |
10.9179 |
4.250 |
6.9397 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
18.7939 |
19.7643 |
PP |
18.6561 |
19.4867 |
S1 |
18.5183 |
19.2092 |
|