Trading Metrics calculated at close of trading on 01-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.2231 |
10.2049 |
-0.0182 |
-0.2% |
10.4754 |
High |
10.4696 |
12.6669 |
2.1973 |
21.0% |
10.5323 |
Low |
10.0653 |
10.1385 |
0.0732 |
0.7% |
9.5605 |
Close |
10.2049 |
12.4455 |
2.2406 |
22.0% |
10.2049 |
Range |
0.4043 |
2.5284 |
2.1241 |
525.4% |
0.9718 |
ATR |
0.6650 |
0.7981 |
0.1331 |
20.0% |
0.0000 |
Volume |
466,152 |
1,421,679 |
955,527 |
205.0% |
2,294,128 |
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.3355 |
18.4189 |
13.8361 |
|
R3 |
16.8071 |
15.8905 |
13.1408 |
|
R2 |
14.2787 |
14.2787 |
12.9090 |
|
R1 |
13.3621 |
13.3621 |
12.6773 |
13.8204 |
PP |
11.7503 |
11.7503 |
11.7503 |
11.9795 |
S1 |
10.8337 |
10.8337 |
12.2137 |
11.2920 |
S2 |
9.2219 |
9.2219 |
11.9820 |
|
S3 |
6.6935 |
8.3053 |
11.7502 |
|
S4 |
4.1651 |
5.7769 |
11.0549 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.0146 |
12.5816 |
10.7394 |
|
R3 |
12.0428 |
11.6098 |
10.4721 |
|
R2 |
11.0710 |
11.0710 |
10.3831 |
|
R1 |
10.6380 |
10.6380 |
10.2940 |
10.3686 |
PP |
10.0992 |
10.0992 |
10.0992 |
9.9646 |
S1 |
9.6662 |
9.6662 |
10.1158 |
9.3968 |
S2 |
9.1274 |
9.1274 |
10.0267 |
|
S3 |
8.1556 |
8.6944 |
9.9377 |
|
S4 |
7.1838 |
7.7226 |
9.6704 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.6669 |
9.5871 |
3.0798 |
24.7% |
0.8427 |
6.8% |
93% |
True |
False |
653,911 |
10 |
12.6669 |
9.2147 |
3.4522 |
27.7% |
0.8194 |
6.6% |
94% |
True |
False |
564,917 |
20 |
12.6669 |
8.8739 |
3.7930 |
30.5% |
0.8011 |
6.4% |
94% |
True |
False |
566,583 |
40 |
12.6669 |
6.8303 |
5.8366 |
46.9% |
0.6829 |
5.5% |
96% |
True |
False |
508,898 |
60 |
12.6669 |
4.0141 |
8.6528 |
69.5% |
0.7700 |
6.2% |
97% |
True |
False |
519,441 |
80 |
16.7241 |
4.0141 |
12.7100 |
102.1% |
0.9144 |
7.3% |
66% |
False |
False |
661,375 |
100 |
16.7241 |
4.0141 |
12.7100 |
102.1% |
0.9091 |
7.3% |
66% |
False |
False |
743,372 |
120 |
16.7241 |
4.0141 |
12.7100 |
102.1% |
0.8453 |
6.8% |
66% |
False |
False |
736,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.4126 |
2.618 |
19.2863 |
1.618 |
16.7579 |
1.000 |
15.1953 |
0.618 |
14.2295 |
HIGH |
12.6669 |
0.618 |
11.7011 |
0.500 |
11.4027 |
0.382 |
11.1043 |
LOW |
10.1385 |
0.618 |
8.5759 |
1.000 |
7.6101 |
1.618 |
6.0475 |
2.618 |
3.5191 |
4.250 |
-0.6072 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
12.0979 |
12.0542 |
PP |
11.7503 |
11.6628 |
S1 |
11.4027 |
11.2715 |
|