Trading Metrics calculated at close of trading on 10-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
11.5705 |
11.7017 |
0.1312 |
1.1% |
10.2049 |
High |
11.7840 |
12.2760 |
0.4920 |
4.2% |
13.1493 |
Low |
11.4394 |
11.6908 |
0.2514 |
2.2% |
10.1385 |
Close |
11.7017 |
11.9328 |
0.2311 |
2.0% |
11.9281 |
Range |
0.3446 |
0.5852 |
0.2406 |
69.8% |
3.0108 |
ATR |
0.7664 |
0.7534 |
-0.0129 |
-1.7% |
0.0000 |
Volume |
303,954 |
440,060 |
136,106 |
44.8% |
5,072,110 |
|
Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.7221 |
13.4127 |
12.2547 |
|
R3 |
13.1369 |
12.8275 |
12.0937 |
|
R2 |
12.5517 |
12.5517 |
12.0401 |
|
R1 |
12.2423 |
12.2423 |
11.9864 |
12.3970 |
PP |
11.9665 |
11.9665 |
11.9665 |
12.0439 |
S1 |
11.6571 |
11.6571 |
11.8792 |
11.8118 |
S2 |
11.3813 |
11.3813 |
11.8255 |
|
S3 |
10.7961 |
11.0719 |
11.7719 |
|
S4 |
10.2109 |
10.4867 |
11.6109 |
|
|
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 |
12.4636 |
11.3408 |
1.1228 |
9.4% |
0.5274 |
4.4% |
53% |
False |
False |
444,905 |
10 |
13.1493 |
9.8760 |
3.2733 |
27.4% |
0.8460 |
7.1% |
63% |
False |
False |
703,101 |
20 |
13.1493 |
9.2147 |
3.9346 |
33.0% |
0.7498 |
6.3% |
69% |
False |
False |
598,206 |
40 |
13.1493 |
6.8303 |
6.3190 |
53.0% |
0.7178 |
6.0% |
81% |
False |
False |
548,020 |
60 |
13.1493 |
5.5566 |
7.5927 |
63.6% |
0.6799 |
5.7% |
84% |
False |
False |
518,972 |
80 |
14.4347 |
4.0141 |
10.4206 |
87.3% |
0.8275 |
6.9% |
76% |
False |
False |
549,288 |
100 |
16.7241 |
4.0141 |
12.7100 |
106.5% |
0.8949 |
7.5% |
62% |
False |
False |
723,135 |
120 |
16.7241 |
4.0141 |
12.7100 |
106.5% |
0.8603 |
7.2% |
62% |
False |
False |
734,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.7631 |
2.618 |
13.8081 |
1.618 |
13.2229 |
1.000 |
12.8612 |
0.618 |
12.6377 |
HIGH |
12.2760 |
0.618 |
12.0525 |
0.500 |
11.9834 |
0.382 |
11.9143 |
LOW |
11.6908 |
0.618 |
11.3291 |
1.000 |
11.1056 |
1.618 |
10.7439 |
2.618 |
10.1587 |
4.250 |
9.2037 |
|
|
Fisher Pivots for day following 10-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
11.9834 |
11.8913 |
PP |
11.9665 |
11.8499 |
S1 |
11.9497 |
11.8084 |
|