Trading Metrics calculated at close of trading on 01-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.281060 |
0.277280 |
-0.003780 |
-1.3% |
0.324460 |
High |
0.285960 |
0.292520 |
0.006560 |
2.3% |
0.329740 |
Low |
0.270000 |
0.273090 |
0.003090 |
1.1% |
0.265000 |
Close |
0.277280 |
0.287310 |
0.010030 |
3.6% |
0.290410 |
Range |
0.015960 |
0.019430 |
0.003470 |
21.7% |
0.064740 |
ATR |
0.029061 |
0.028373 |
-0.000688 |
-2.4% |
0.000000 |
Volume |
3,048,403 |
2,313,757 |
-734,646 |
-24.1% |
27,799,763 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.342597 |
0.334383 |
0.297997 |
|
R3 |
0.323167 |
0.314953 |
0.292653 |
|
R2 |
0.303737 |
0.303737 |
0.290872 |
|
R1 |
0.295523 |
0.295523 |
0.289091 |
0.299630 |
PP |
0.284307 |
0.284307 |
0.284307 |
0.286360 |
S1 |
0.276093 |
0.276093 |
0.285529 |
0.280200 |
S2 |
0.264877 |
0.264877 |
0.283748 |
|
S3 |
0.245447 |
0.256663 |
0.281967 |
|
S4 |
0.226017 |
0.237233 |
0.276624 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.489270 |
0.454580 |
0.326017 |
|
R3 |
0.424530 |
0.389840 |
0.308214 |
|
R2 |
0.359790 |
0.359790 |
0.302279 |
|
R1 |
0.325100 |
0.325100 |
0.296345 |
0.310075 |
PP |
0.295050 |
0.295050 |
0.295050 |
0.287538 |
S1 |
0.260360 |
0.260360 |
0.284476 |
0.245335 |
S2 |
0.230310 |
0.230310 |
0.278541 |
|
S3 |
0.165570 |
0.195620 |
0.272607 |
|
S4 |
0.100830 |
0.130880 |
0.254803 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.299220 |
0.265000 |
0.034220 |
11.9% |
0.023774 |
8.3% |
65% |
False |
False |
3,210,128 |
10 |
0.333900 |
0.265000 |
0.068900 |
24.0% |
0.025391 |
8.8% |
32% |
False |
False |
4,639,303 |
20 |
0.352680 |
0.194500 |
0.158180 |
55.1% |
0.031607 |
11.0% |
59% |
False |
False |
10,010,011 |
40 |
0.352680 |
0.160060 |
0.192620 |
67.0% |
0.026008 |
9.1% |
66% |
False |
False |
9,318,051 |
60 |
0.353780 |
0.160060 |
0.193720 |
67.4% |
0.028343 |
9.9% |
66% |
False |
False |
9,423,572 |
80 |
0.591180 |
0.160060 |
0.431120 |
150.1% |
0.044070 |
15.3% |
30% |
False |
False |
14,886,762 |
100 |
0.738000 |
0.070678 |
0.667322 |
232.3% |
0.057230 |
19.9% |
32% |
False |
False |
18,893,854 |
120 |
0.738000 |
0.049697 |
0.688303 |
239.6% |
0.048442 |
16.9% |
35% |
False |
False |
15,744,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.375098 |
2.618 |
0.343388 |
1.618 |
0.323958 |
1.000 |
0.311950 |
0.618 |
0.304528 |
HIGH |
0.292520 |
0.618 |
0.285098 |
0.500 |
0.282805 |
0.382 |
0.280512 |
LOW |
0.273090 |
0.618 |
0.261082 |
1.000 |
0.253660 |
1.618 |
0.241652 |
2.618 |
0.222222 |
4.250 |
0.190513 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.285808 |
0.286410 |
PP |
0.284307 |
0.285510 |
S1 |
0.282805 |
0.284610 |
|