Trading Metrics calculated at close of trading on 08-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
12.0700 |
11.9306 |
-0.1394 |
-1.2% |
10.2049 |
High |
12.2343 |
11.9767 |
-0.2576 |
-2.1% |
13.1493 |
Low |
11.8495 |
11.3408 |
-0.5087 |
-4.3% |
10.1385 |
Close |
11.9281 |
11.5705 |
-0.3576 |
-3.0% |
11.9281 |
Range |
0.3848 |
0.6359 |
0.2511 |
65.3% |
3.0108 |
ATR |
0.8113 |
0.7988 |
-0.0125 |
-1.5% |
0.0000 |
Volume |
532,416 |
339,954 |
-192,462 |
-36.1% |
5,072,110 |
|
Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.5370 |
13.1897 |
11.9202 |
|
R3 |
12.9011 |
12.5538 |
11.7454 |
|
R2 |
12.2652 |
12.2652 |
11.6871 |
|
R1 |
11.9179 |
11.9179 |
11.6288 |
11.7736 |
PP |
11.6293 |
11.6293 |
11.6293 |
11.5572 |
S1 |
11.2820 |
11.2820 |
11.5122 |
11.1377 |
S2 |
10.9934 |
10.9934 |
11.4539 |
|
S3 |
10.3575 |
10.6461 |
11.3956 |
|
S4 |
9.7216 |
10.0102 |
11.2208 |
|
|
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 |
11.3408 |
1.8085 |
15.6% |
0.8367 |
7.2% |
13% |
False |
True |
798,077 |
10 |
13.1493 |
9.5871 |
3.5622 |
30.8% |
0.8397 |
7.3% |
56% |
False |
False |
725,994 |
20 |
13.1493 |
9.2147 |
3.9346 |
34.0% |
0.7606 |
6.6% |
60% |
False |
False |
614,843 |
40 |
13.1493 |
6.8303 |
6.3190 |
54.6% |
0.7086 |
6.1% |
75% |
False |
False |
544,803 |
60 |
13.1493 |
5.2032 |
7.9461 |
68.7% |
0.6834 |
5.9% |
80% |
False |
False |
517,869 |
80 |
15.6328 |
4.0141 |
11.6187 |
100.4% |
0.8540 |
7.4% |
65% |
False |
False |
583,999 |
100 |
16.7241 |
4.0141 |
12.7100 |
109.8% |
0.8931 |
7.7% |
59% |
False |
False |
726,957 |
120 |
16.7241 |
4.0141 |
12.7100 |
109.8% |
0.8577 |
7.4% |
59% |
False |
False |
738,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.6793 |
2.618 |
13.6415 |
1.618 |
13.0056 |
1.000 |
12.6126 |
0.618 |
12.3697 |
HIGH |
11.9767 |
0.618 |
11.7338 |
0.500 |
11.6588 |
0.382 |
11.5837 |
LOW |
11.3408 |
0.618 |
10.9478 |
1.000 |
10.7049 |
1.618 |
10.3119 |
2.618 |
9.6760 |
4.250 |
8.6382 |
|
|
Fisher Pivots for day following 08-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
11.6588 |
11.9022 |
PP |
11.6293 |
11.7916 |
S1 |
11.5999 |
11.6811 |
|