Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.250970 |
0.261000 |
0.010030 |
4.0% |
0.205740 |
High |
0.262990 |
0.282790 |
0.019800 |
7.5% |
0.217890 |
Low |
0.245360 |
0.254570 |
0.009210 |
3.8% |
0.193460 |
Close |
0.261590 |
0.278090 |
0.016500 |
6.3% |
0.206660 |
Range |
0.017630 |
0.028220 |
0.010590 |
60.1% |
0.024430 |
ATR |
0.025590 |
0.025778 |
0.000188 |
0.7% |
0.000000 |
Volume |
11,128,871 |
14,364,354 |
3,235,483 |
29.1% |
21,538,846 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.356477 |
0.345503 |
0.293611 |
|
R3 |
0.328257 |
0.317283 |
0.285851 |
|
R2 |
0.300037 |
0.300037 |
0.283264 |
|
R1 |
0.289063 |
0.289063 |
0.280677 |
0.294550 |
PP |
0.271817 |
0.271817 |
0.271817 |
0.274560 |
S1 |
0.260843 |
0.260843 |
0.275503 |
0.266330 |
S2 |
0.243597 |
0.243597 |
0.272916 |
|
S3 |
0.215377 |
0.232623 |
0.270330 |
|
S4 |
0.187157 |
0.204403 |
0.262569 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.279293 |
0.267407 |
0.220097 |
|
R3 |
0.254863 |
0.242977 |
0.213378 |
|
R2 |
0.230433 |
0.230433 |
0.211139 |
|
R1 |
0.218547 |
0.218547 |
0.208899 |
0.224490 |
PP |
0.206003 |
0.206003 |
0.206003 |
0.208975 |
S1 |
0.194117 |
0.194117 |
0.204421 |
0.200060 |
S2 |
0.181573 |
0.181573 |
0.202181 |
|
S3 |
0.157143 |
0.169687 |
0.199942 |
|
S4 |
0.132713 |
0.145257 |
0.193224 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.283000 |
0.194500 |
0.088500 |
31.8% |
0.029326 |
10.5% |
94% |
False |
False |
11,067,162 |
10 |
0.283000 |
0.193460 |
0.089540 |
32.2% |
0.020359 |
7.3% |
95% |
False |
False |
6,840,028 |
20 |
0.283000 |
0.160060 |
0.122940 |
44.2% |
0.021989 |
7.9% |
96% |
False |
False |
9,488,515 |
40 |
0.322120 |
0.160060 |
0.162060 |
58.3% |
0.026860 |
9.7% |
73% |
False |
False |
9,798,511 |
60 |
0.515620 |
0.160060 |
0.355560 |
127.9% |
0.040099 |
14.4% |
33% |
False |
False |
13,574,707 |
80 |
0.738000 |
0.155290 |
0.582710 |
209.5% |
0.058956 |
21.2% |
21% |
False |
False |
21,806,512 |
100 |
0.738000 |
0.049697 |
0.688303 |
247.5% |
0.053111 |
19.1% |
33% |
False |
False |
17,445,209 |
120 |
0.738000 |
0.042410 |
0.695590 |
250.1% |
0.045070 |
16.2% |
34% |
False |
False |
14,537,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.402725 |
2.618 |
0.356670 |
1.618 |
0.328450 |
1.000 |
0.311010 |
0.618 |
0.300230 |
HIGH |
0.282790 |
0.618 |
0.272010 |
0.500 |
0.268680 |
0.382 |
0.265350 |
LOW |
0.254570 |
0.618 |
0.237130 |
1.000 |
0.226350 |
1.618 |
0.208910 |
2.618 |
0.180690 |
4.250 |
0.134635 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.274953 |
0.266560 |
PP |
0.271817 |
0.255030 |
S1 |
0.268680 |
0.243500 |
|