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 |
22.0842 |
20.1325 |
-1.9517 |
-8.8% |
17.2565 |
High |
22.2290 |
20.6055 |
-1.6235 |
-7.3% |
19.6996 |
Low |
19.4354 |
18.3516 |
-1.0838 |
-5.6% |
15.6507 |
Close |
20.1325 |
18.8693 |
-1.2632 |
-6.3% |
18.1639 |
Range |
2.7936 |
2.2539 |
-0.5397 |
-19.3% |
4.0489 |
ATR |
1.8616 |
1.8896 |
0.0280 |
1.5% |
0.0000 |
Volume |
964,799 |
927,633 |
-37,166 |
-3.9% |
4,273,434 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.0372 |
24.7071 |
20.1089 |
|
R3 |
23.7833 |
22.4532 |
19.4891 |
|
R2 |
21.5294 |
21.5294 |
19.2825 |
|
R1 |
20.1993 |
20.1993 |
19.0759 |
19.7374 |
PP |
19.2755 |
19.2755 |
19.2755 |
19.0445 |
S1 |
17.9454 |
17.9454 |
18.6627 |
17.4835 |
S2 |
17.0216 |
17.0216 |
18.4561 |
|
S3 |
14.7677 |
15.6915 |
18.2495 |
|
S4 |
12.5138 |
13.4376 |
17.6297 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.9848 |
28.1232 |
20.3908 |
|
R3 |
25.9359 |
24.0743 |
19.2773 |
|
R2 |
21.8870 |
21.8870 |
18.9062 |
|
R1 |
20.0254 |
20.0254 |
18.5350 |
20.9562 |
PP |
17.8381 |
17.8381 |
17.8381 |
18.3035 |
S1 |
15.9765 |
15.9765 |
17.7928 |
16.9073 |
S2 |
13.7892 |
13.7892 |
17.4216 |
|
S3 |
9.7403 |
11.9276 |
17.0505 |
|
S4 |
5.6914 |
7.8787 |
15.9370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22.8255 |
17.2224 |
5.6031 |
29.7% |
2.7139 |
14.4% |
29% |
False |
False |
1,068,058 |
10 |
22.8255 |
15.6507 |
7.1748 |
38.0% |
2.5535 |
13.5% |
45% |
False |
False |
987,297 |
20 |
22.8255 |
12.5029 |
10.3226 |
54.7% |
2.0823 |
11.0% |
62% |
False |
False |
811,602 |
40 |
22.8255 |
10.3079 |
12.5176 |
66.3% |
1.3748 |
7.3% |
68% |
False |
False |
666,048 |
60 |
22.8255 |
9.3309 |
13.4946 |
71.5% |
1.1181 |
5.9% |
71% |
False |
False |
587,193 |
80 |
22.8255 |
9.2147 |
13.6108 |
72.1% |
1.0383 |
5.5% |
71% |
False |
False |
589,950 |
100 |
22.8255 |
7.1302 |
15.6953 |
83.2% |
0.9664 |
5.1% |
75% |
False |
False |
572,689 |
120 |
22.8255 |
5.7899 |
17.0356 |
90.3% |
0.9034 |
4.8% |
77% |
False |
False |
554,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.1846 |
2.618 |
26.5062 |
1.618 |
24.2523 |
1.000 |
22.8594 |
0.618 |
21.9984 |
HIGH |
20.6055 |
0.618 |
19.7445 |
0.500 |
19.4786 |
0.382 |
19.2126 |
LOW |
18.3516 |
0.618 |
16.9587 |
1.000 |
16.0977 |
1.618 |
14.7048 |
2.618 |
12.4509 |
4.250 |
8.7725 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
19.4786 |
20.4296 |
PP |
19.2755 |
19.9095 |
S1 |
19.0724 |
19.3894 |
|