Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.125207 |
0.115171 |
-0.010036 |
-8.0% |
0.125479 |
High |
0.128010 |
0.116760 |
-0.011250 |
-8.8% |
0.127023 |
Low |
0.111002 |
0.101910 |
-0.009092 |
-8.2% |
0.102633 |
Close |
0.115258 |
0.104640 |
-0.010618 |
-9.2% |
0.108879 |
Range |
0.017008 |
0.014850 |
-0.002158 |
-12.7% |
0.024390 |
ATR |
0.011065 |
0.011336 |
0.000270 |
2.4% |
0.000000 |
Volume |
108,424,240 |
99,246,768 |
-9,177,472 |
-8.5% |
503,286,456 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.152320 |
0.143330 |
0.112808 |
|
R3 |
0.137470 |
0.128480 |
0.108724 |
|
R2 |
0.122620 |
0.122620 |
0.107363 |
|
R1 |
0.113630 |
0.113630 |
0.106001 |
0.110700 |
PP |
0.107770 |
0.107770 |
0.107770 |
0.106305 |
S1 |
0.098780 |
0.098780 |
0.103279 |
0.095850 |
S2 |
0.092920 |
0.092920 |
0.101918 |
|
S3 |
0.078070 |
0.083930 |
0.100556 |
|
S4 |
0.063220 |
0.069080 |
0.096473 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.186015 |
0.171837 |
0.122294 |
|
R3 |
0.161625 |
0.147447 |
0.115586 |
|
R2 |
0.137235 |
0.137235 |
0.113351 |
|
R1 |
0.123057 |
0.123057 |
0.111115 |
0.117951 |
PP |
0.112845 |
0.112845 |
0.112845 |
0.110292 |
S1 |
0.098667 |
0.098667 |
0.106643 |
0.093561 |
S2 |
0.088455 |
0.088455 |
0.104408 |
|
S3 |
0.064065 |
0.074277 |
0.102172 |
|
S4 |
0.039675 |
0.049887 |
0.095465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.128010 |
0.101910 |
0.026100 |
24.9% |
0.012650 |
12.1% |
10% |
False |
True |
105,083,364 |
10 |
0.134514 |
0.101910 |
0.032604 |
31.2% |
0.012311 |
11.8% |
8% |
False |
True |
101,286,461 |
20 |
0.152105 |
0.101910 |
0.050195 |
48.0% |
0.011399 |
10.9% |
5% |
False |
True |
99,061,863 |
40 |
0.154481 |
0.101910 |
0.052571 |
50.2% |
0.010972 |
10.5% |
5% |
False |
True |
130,876,244 |
60 |
0.154481 |
0.069536 |
0.084945 |
81.2% |
0.009930 |
9.5% |
41% |
False |
False |
156,589,189 |
80 |
0.154481 |
0.049680 |
0.104801 |
100.2% |
0.009064 |
8.7% |
52% |
False |
False |
163,159,353 |
100 |
0.154481 |
0.033799 |
0.120682 |
115.3% |
0.008021 |
7.7% |
59% |
False |
False |
152,971,283 |
120 |
0.154481 |
0.026643 |
0.127838 |
122.2% |
0.007085 |
6.8% |
61% |
False |
False |
141,421,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.179873 |
2.618 |
0.155637 |
1.618 |
0.140787 |
1.000 |
0.131610 |
0.618 |
0.125937 |
HIGH |
0.116760 |
0.618 |
0.111087 |
0.500 |
0.109335 |
0.382 |
0.107583 |
LOW |
0.101910 |
0.618 |
0.092733 |
1.000 |
0.087060 |
1.618 |
0.077883 |
2.618 |
0.063033 |
4.250 |
0.038798 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.109335 |
0.114960 |
PP |
0.107770 |
0.111520 |
S1 |
0.106205 |
0.108080 |
|