Trading Metrics calculated at close of trading on 02-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.2049 |
12.4701 |
2.2652 |
22.2% |
10.4754 |
High |
12.6669 |
13.1493 |
0.4824 |
3.8% |
10.5323 |
Low |
10.1385 |
11.4324 |
1.2939 |
12.8% |
9.5605 |
Close |
12.4455 |
12.0384 |
-0.4071 |
-3.3% |
10.2049 |
Range |
2.5284 |
1.7169 |
-0.8115 |
-32.1% |
0.9718 |
ATR |
0.7981 |
0.8637 |
0.0656 |
8.2% |
0.0000 |
Volume |
1,421,679 |
1,482,098 |
60,419 |
4.2% |
2,294,128 |
|
Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.3574 |
16.4148 |
12.9827 |
|
R3 |
15.6405 |
14.6979 |
12.5105 |
|
R2 |
13.9236 |
13.9236 |
12.3532 |
|
R1 |
12.9810 |
12.9810 |
12.1958 |
12.5939 |
PP |
12.2067 |
12.2067 |
12.2067 |
12.0131 |
S1 |
11.2641 |
11.2641 |
11.8810 |
10.8770 |
S2 |
10.4898 |
10.4898 |
11.7236 |
|
S3 |
8.7729 |
9.5472 |
11.5663 |
|
S4 |
7.0560 |
7.8303 |
11.0941 |
|
|
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 |
13.1493 |
9.8760 |
3.2733 |
27.2% |
1.0762 |
8.9% |
66% |
True |
False |
850,728 |
10 |
13.1493 |
9.2147 |
3.9346 |
32.7% |
0.9544 |
7.9% |
72% |
True |
False |
670,383 |
20 |
13.1493 |
8.9954 |
4.1539 |
34.5% |
0.8723 |
7.2% |
73% |
True |
False |
621,134 |
40 |
13.1493 |
6.8303 |
6.3190 |
52.5% |
0.7091 |
5.9% |
82% |
True |
False |
531,008 |
60 |
13.1493 |
4.0141 |
9.1352 |
75.9% |
0.7891 |
6.6% |
88% |
True |
False |
533,395 |
80 |
16.7241 |
4.0141 |
12.7100 |
105.6% |
0.9233 |
7.7% |
63% |
False |
False |
659,068 |
100 |
16.7241 |
4.0141 |
12.7100 |
105.6% |
0.9098 |
7.6% |
63% |
False |
False |
744,729 |
120 |
16.7241 |
4.0141 |
12.7100 |
105.6% |
0.8541 |
7.1% |
63% |
False |
False |
741,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.4461 |
2.618 |
17.6441 |
1.618 |
15.9272 |
1.000 |
14.8662 |
0.618 |
14.2103 |
HIGH |
13.1493 |
0.618 |
12.4934 |
0.500 |
12.2909 |
0.382 |
12.0883 |
LOW |
11.4324 |
0.618 |
10.3714 |
1.000 |
9.7155 |
1.618 |
8.6545 |
2.618 |
6.9376 |
4.250 |
4.1356 |
|
|
Fisher Pivots for day following 02-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
12.2909 |
11.8947 |
PP |
12.2067 |
11.7510 |
S1 |
12.1226 |
11.6073 |
|