Trading Metrics calculated at close of trading on 04-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
12.0384 |
12.3147 |
0.2763 |
2.3% |
10.4754 |
High |
12.5196 |
12.4636 |
-0.0560 |
-0.4% |
10.5323 |
Low |
11.7601 |
11.7772 |
0.0171 |
0.1% |
9.5605 |
Close |
12.3147 |
12.0700 |
-0.2447 |
-2.0% |
10.2049 |
Range |
0.7595 |
0.6864 |
-0.0731 |
-9.6% |
0.9718 |
ATR |
0.8563 |
0.8442 |
-0.0121 |
-1.4% |
0.0000 |
Volume |
1,027,774 |
608,143 |
-419,631 |
-40.8% |
2,294,128 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.1628 |
13.8028 |
12.4475 |
|
R3 |
13.4764 |
13.1164 |
12.2588 |
|
R2 |
12.7900 |
12.7900 |
12.1958 |
|
R1 |
12.4300 |
12.4300 |
12.1329 |
12.2668 |
PP |
12.1036 |
12.1036 |
12.1036 |
12.0220 |
S1 |
11.7436 |
11.7436 |
12.0071 |
11.5804 |
S2 |
11.4172 |
11.4172 |
11.9442 |
|
S3 |
10.7308 |
11.0572 |
11.8812 |
|
S4 |
10.0444 |
10.3708 |
11.6925 |
|
|
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 |
10.0653 |
3.0840 |
25.6% |
1.2191 |
10.1% |
65% |
False |
False |
1,001,169 |
10 |
13.1493 |
9.3848 |
3.7645 |
31.2% |
0.9590 |
7.9% |
71% |
False |
False |
751,784 |
20 |
13.1493 |
9.2147 |
3.9346 |
32.6% |
0.8772 |
7.3% |
73% |
False |
False |
645,576 |
40 |
13.1493 |
6.8303 |
6.3190 |
52.4% |
0.7237 |
6.0% |
83% |
False |
False |
546,449 |
60 |
13.1493 |
4.0141 |
9.1352 |
75.7% |
0.7349 |
6.1% |
88% |
False |
False |
533,537 |
80 |
16.7241 |
4.0141 |
12.7100 |
105.3% |
0.9056 |
7.5% |
63% |
False |
False |
630,710 |
100 |
16.7241 |
4.0141 |
12.7100 |
105.3% |
0.9046 |
7.5% |
63% |
False |
False |
735,547 |
120 |
16.7241 |
4.0141 |
12.7100 |
105.3% |
0.8555 |
7.1% |
63% |
False |
False |
741,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.3808 |
2.618 |
14.2606 |
1.618 |
13.5742 |
1.000 |
13.1500 |
0.618 |
12.8878 |
HIGH |
12.4636 |
0.618 |
12.2014 |
0.500 |
12.1204 |
0.382 |
12.0394 |
LOW |
11.7772 |
0.618 |
11.3530 |
1.000 |
11.0908 |
1.618 |
10.6666 |
2.618 |
9.9802 |
4.250 |
8.8600 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
12.1204 |
12.2909 |
PP |
12.1036 |
12.2172 |
S1 |
12.0868 |
12.1436 |
|