Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
18.8693 |
17.1512 |
-1.7181 |
-9.1% |
18.1639 |
High |
19.7371 |
18.5865 |
-1.1506 |
-5.8% |
22.8255 |
Low |
17.2995 |
16.6373 |
-0.6622 |
-3.8% |
17.2995 |
Close |
18.9317 |
16.9125 |
-2.0192 |
-10.7% |
18.9317 |
Range |
2.4376 |
1.9492 |
-0.4884 |
-20.0% |
5.5260 |
ATR |
1.9288 |
1.9549 |
0.0261 |
1.4% |
0.0000 |
Volume |
905,490 |
500,114 |
-405,376 |
-44.8% |
5,267,743 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.2264 |
22.0186 |
17.9846 |
|
R3 |
21.2772 |
20.0694 |
17.4485 |
|
R2 |
19.3280 |
19.3280 |
17.2699 |
|
R1 |
18.1202 |
18.1202 |
17.0912 |
17.7495 |
PP |
17.3788 |
17.3788 |
17.3788 |
17.1934 |
S1 |
16.1710 |
16.1710 |
16.7338 |
15.8003 |
S2 |
15.4296 |
15.4296 |
16.5551 |
|
S3 |
13.4804 |
14.2218 |
16.3765 |
|
S4 |
11.5312 |
12.2726 |
15.8404 |
|
|
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 |
22.5075 |
16.6373 |
5.8702 |
34.7% |
2.3541 |
13.9% |
5% |
False |
True |
877,846 |
10 |
22.8255 |
16.1499 |
6.6756 |
39.5% |
2.3093 |
13.7% |
11% |
False |
False |
941,158 |
20 |
22.8255 |
13.2996 |
9.5259 |
56.3% |
2.1192 |
12.5% |
38% |
False |
False |
823,442 |
40 |
22.8255 |
10.3336 |
12.4919 |
73.9% |
1.4485 |
8.6% |
53% |
False |
False |
676,445 |
60 |
22.8255 |
9.3309 |
13.4946 |
79.8% |
1.1574 |
6.8% |
56% |
False |
False |
593,354 |
80 |
22.8255 |
9.2147 |
13.6108 |
80.5% |
1.0796 |
6.4% |
57% |
False |
False |
594,825 |
100 |
22.8255 |
7.1557 |
15.6698 |
92.7% |
0.9998 |
5.9% |
62% |
False |
False |
577,642 |
120 |
22.8255 |
6.1451 |
16.6804 |
98.6% |
0.9223 |
5.5% |
65% |
False |
False |
558,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26.8706 |
2.618 |
23.6895 |
1.618 |
21.7403 |
1.000 |
20.5357 |
0.618 |
19.7911 |
HIGH |
18.5865 |
0.618 |
17.8419 |
0.500 |
17.6119 |
0.382 |
17.3819 |
LOW |
16.6373 |
0.618 |
15.4327 |
1.000 |
14.6881 |
1.618 |
13.4835 |
2.618 |
11.5343 |
4.250 |
8.3532 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
17.6119 |
18.6214 |
PP |
17.3788 |
18.0518 |
S1 |
17.1456 |
17.4821 |
|