Trading Metrics calculated at close of trading on 03-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
12.4701 |
12.0384 |
-0.4317 |
-3.5% |
10.4754 |
High |
13.1493 |
12.5196 |
-0.6297 |
-4.8% |
10.5323 |
Low |
11.4324 |
11.7601 |
0.3277 |
2.9% |
9.5605 |
Close |
12.0384 |
12.3147 |
0.2763 |
2.3% |
10.2049 |
Range |
1.7169 |
0.7595 |
-0.9574 |
-55.8% |
0.9718 |
ATR |
0.8637 |
0.8563 |
-0.0074 |
-0.9% |
0.0000 |
Volume |
1,482,098 |
1,027,774 |
-454,324 |
-30.7% |
2,294,128 |
|
Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.4766 |
14.1552 |
12.7324 |
|
R3 |
13.7171 |
13.3957 |
12.5236 |
|
R2 |
12.9576 |
12.9576 |
12.4539 |
|
R1 |
12.6362 |
12.6362 |
12.3843 |
12.7969 |
PP |
12.1981 |
12.1981 |
12.1981 |
12.2785 |
S1 |
11.8767 |
11.8767 |
12.2451 |
12.0374 |
S2 |
11.4386 |
11.4386 |
12.1755 |
|
S3 |
10.6791 |
11.1172 |
12.1058 |
|
S4 |
9.9196 |
10.3577 |
11.8970 |
|
|
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 |
26.6% |
1.1647 |
9.5% |
75% |
False |
False |
961,297 |
10 |
13.1493 |
9.2147 |
3.9346 |
32.0% |
0.9877 |
8.0% |
79% |
False |
False |
735,761 |
20 |
13.1493 |
9.0624 |
4.0869 |
33.2% |
0.8863 |
7.2% |
80% |
False |
False |
648,357 |
40 |
13.1493 |
6.8303 |
6.3190 |
51.3% |
0.7149 |
5.8% |
87% |
False |
False |
543,425 |
60 |
13.1493 |
4.0141 |
9.1352 |
74.2% |
0.7819 |
6.3% |
91% |
False |
False |
542,533 |
80 |
16.7241 |
4.0141 |
12.7100 |
103.2% |
0.9134 |
7.4% |
65% |
False |
False |
647,569 |
100 |
16.7241 |
4.0141 |
12.7100 |
103.2% |
0.9058 |
7.4% |
65% |
False |
False |
740,359 |
120 |
16.7241 |
4.0141 |
12.7100 |
103.2% |
0.8530 |
6.9% |
65% |
False |
False |
743,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.7475 |
2.618 |
14.5080 |
1.618 |
13.7485 |
1.000 |
13.2791 |
0.618 |
12.9890 |
HIGH |
12.5196 |
0.618 |
12.2295 |
0.500 |
12.1399 |
0.382 |
12.0502 |
LOW |
11.7601 |
0.618 |
11.2907 |
1.000 |
11.0006 |
1.618 |
10.5312 |
2.618 |
9.7717 |
4.250 |
8.5322 |
|
|
Fisher Pivots for day following 03-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
12.2564 |
12.0911 |
PP |
12.1981 |
11.8675 |
S1 |
12.1399 |
11.6439 |
|