Trading Metrics calculated at close of trading on 05-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
12.3147 |
12.0700 |
-0.2447 |
-2.0% |
10.2049 |
High |
12.4636 |
12.2343 |
-0.2293 |
-1.8% |
13.1493 |
Low |
11.7772 |
11.8495 |
0.0723 |
0.6% |
10.1385 |
Close |
12.0700 |
11.9281 |
-0.1419 |
-1.2% |
11.9281 |
Range |
0.6864 |
0.3848 |
-0.3016 |
-43.9% |
3.0108 |
ATR |
0.8442 |
0.8113 |
-0.0328 |
-3.9% |
0.0000 |
Volume |
608,143 |
532,416 |
-75,727 |
-12.5% |
5,072,110 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.1584 |
12.9280 |
12.1397 |
|
R3 |
12.7736 |
12.5432 |
12.0339 |
|
R2 |
12.3888 |
12.3888 |
11.9986 |
|
R1 |
12.1584 |
12.1584 |
11.9634 |
12.0812 |
PP |
12.0040 |
12.0040 |
12.0040 |
11.9654 |
S1 |
11.7736 |
11.7736 |
11.8928 |
11.6964 |
S2 |
11.6192 |
11.6192 |
11.8576 |
|
S3 |
11.2344 |
11.3888 |
11.8223 |
|
S4 |
10.8496 |
11.0040 |
11.7165 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.7710 |
19.3604 |
13.5840 |
|
R3 |
17.7602 |
16.3496 |
12.7561 |
|
R2 |
14.7494 |
14.7494 |
12.4801 |
|
R1 |
13.3388 |
13.3388 |
12.2041 |
14.0441 |
PP |
11.7386 |
11.7386 |
11.7386 |
12.0913 |
S1 |
10.3280 |
10.3280 |
11.6521 |
11.0333 |
S2 |
8.7278 |
8.7278 |
11.3761 |
|
S3 |
5.7170 |
7.3172 |
11.1001 |
|
S4 |
2.7062 |
4.3064 |
10.2722 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.1493 |
10.1385 |
3.0108 |
25.2% |
1.2152 |
10.2% |
59% |
False |
False |
1,014,422 |
10 |
13.1493 |
9.5605 |
3.5888 |
30.1% |
0.8733 |
7.3% |
66% |
False |
False |
736,623 |
20 |
13.1493 |
9.2147 |
3.9346 |
33.0% |
0.8523 |
7.1% |
69% |
False |
False |
639,455 |
40 |
13.1493 |
6.8303 |
6.3190 |
53.0% |
0.7098 |
6.0% |
81% |
False |
False |
547,235 |
60 |
13.1493 |
4.9261 |
8.2232 |
68.9% |
0.6973 |
5.8% |
85% |
False |
False |
519,513 |
80 |
16.7241 |
4.0141 |
12.7100 |
106.6% |
0.8874 |
7.4% |
62% |
False |
False |
611,680 |
100 |
16.7241 |
4.0141 |
12.7100 |
106.6% |
0.9021 |
7.6% |
62% |
False |
False |
731,331 |
120 |
16.7241 |
4.0141 |
12.7100 |
106.6% |
0.8568 |
7.2% |
62% |
False |
False |
741,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.8697 |
2.618 |
13.2417 |
1.618 |
12.8569 |
1.000 |
12.6191 |
0.618 |
12.4721 |
HIGH |
12.2343 |
0.618 |
12.0873 |
0.500 |
12.0419 |
0.382 |
11.9965 |
LOW |
11.8495 |
0.618 |
11.6117 |
1.000 |
11.4647 |
1.618 |
11.2269 |
2.618 |
10.8421 |
4.250 |
10.2141 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
12.0419 |
12.1399 |
PP |
12.0040 |
12.0693 |
S1 |
11.9660 |
11.9987 |
|