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 |
1.33459 |
1.33670 |
0.00211 |
0.2% |
1.30886 |
High |
1.33950 |
1.34816 |
0.00866 |
0.6% |
1.33553 |
Low |
1.33010 |
1.33558 |
0.00548 |
0.4% |
1.30532 |
Close |
1.33679 |
1.33826 |
0.00147 |
0.1% |
1.33498 |
Range |
0.00940 |
0.01258 |
0.00318 |
33.8% |
0.03021 |
ATR |
0.01170 |
0.01177 |
0.00006 |
0.5% |
0.00000 |
Volume |
180,880 |
233,823 |
52,943 |
29.3% |
986,858 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.37841 |
1.37091 |
1.34518 |
|
R3 |
1.36583 |
1.35833 |
1.34172 |
|
R2 |
1.35325 |
1.35325 |
1.34057 |
|
R1 |
1.34575 |
1.34575 |
1.33941 |
1.34950 |
PP |
1.34067 |
1.34067 |
1.34067 |
1.34254 |
S1 |
1.33317 |
1.33317 |
1.33711 |
1.33692 |
S2 |
1.32809 |
1.32809 |
1.33595 |
|
S3 |
1.31551 |
1.32059 |
1.33480 |
|
S4 |
1.30293 |
1.30801 |
1.33134 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.41591 |
1.40565 |
1.35160 |
|
R3 |
1.38570 |
1.37544 |
1.34329 |
|
R2 |
1.35549 |
1.35549 |
1.34052 |
|
R1 |
1.34523 |
1.34523 |
1.33775 |
1.35036 |
PP |
1.32528 |
1.32528 |
1.32528 |
1.32784 |
S1 |
1.31502 |
1.31502 |
1.33221 |
1.32015 |
S2 |
1.29507 |
1.29507 |
1.32944 |
|
S3 |
1.26486 |
1.28481 |
1.32667 |
|
S4 |
1.23465 |
1.25460 |
1.31836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.34816 |
1.31168 |
0.03648 |
2.7% |
0.01225 |
0.9% |
73% |
True |
False |
209,875 |
10 |
1.34816 |
1.30532 |
0.04284 |
3.2% |
0.01350 |
1.0% |
77% |
True |
False |
206,364 |
20 |
1.34816 |
1.30050 |
0.04766 |
3.6% |
0.01149 |
0.9% |
79% |
True |
False |
196,451 |
40 |
1.34816 |
1.24799 |
0.10017 |
7.5% |
0.01102 |
0.8% |
90% |
True |
False |
193,690 |
60 |
1.34816 |
1.22517 |
0.12299 |
9.2% |
0.01129 |
0.8% |
92% |
True |
False |
200,426 |
80 |
1.34816 |
1.20744 |
0.14072 |
10.5% |
0.01130 |
0.8% |
93% |
True |
False |
202,815 |
100 |
1.34816 |
1.20744 |
0.14072 |
10.5% |
0.01147 |
0.9% |
93% |
True |
False |
199,482 |
120 |
1.34816 |
1.14106 |
0.20710 |
15.5% |
0.01363 |
1.0% |
95% |
True |
False |
213,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.40163 |
2.618 |
1.38109 |
1.618 |
1.36851 |
1.000 |
1.36074 |
0.618 |
1.35593 |
HIGH |
1.34816 |
0.618 |
1.34335 |
0.500 |
1.34187 |
0.382 |
1.34039 |
LOW |
1.33558 |
0.618 |
1.32781 |
1.000 |
1.32300 |
1.618 |
1.31523 |
2.618 |
1.30265 |
4.250 |
1.28212 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.34187 |
1.33663 |
PP |
1.34067 |
1.33500 |
S1 |
1.33946 |
1.33337 |
|