Trading Metrics calculated at close of trading on 11-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
11.7017 |
11.9328 |
0.2311 |
2.0% |
10.2049 |
High |
12.2760 |
12.0066 |
-0.2694 |
-2.2% |
13.1493 |
Low |
11.6908 |
10.4160 |
-1.2748 |
-10.9% |
10.1385 |
Close |
11.9328 |
10.9632 |
-0.9696 |
-8.1% |
11.9281 |
Range |
0.5852 |
1.5906 |
1.0054 |
171.8% |
3.0108 |
ATR |
0.7534 |
0.8132 |
0.0598 |
7.9% |
0.0000 |
Volume |
440,060 |
565,279 |
125,219 |
28.5% |
5,072,110 |
|
Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.9004 |
15.0224 |
11.8380 |
|
R3 |
14.3098 |
13.4318 |
11.4006 |
|
R2 |
12.7192 |
12.7192 |
11.2548 |
|
R1 |
11.8412 |
11.8412 |
11.1090 |
11.4849 |
PP |
11.1286 |
11.1286 |
11.1286 |
10.9505 |
S1 |
10.2506 |
10.2506 |
10.8174 |
9.8943 |
S2 |
9.5380 |
9.5380 |
10.6716 |
|
S3 |
7.9474 |
8.6600 |
10.5258 |
|
S4 |
6.3568 |
7.0694 |
10.0884 |
|
|
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 |
12.2760 |
10.4160 |
1.8600 |
17.0% |
0.7082 |
6.5% |
29% |
False |
True |
436,332 |
10 |
13.1493 |
10.0653 |
3.0840 |
28.1% |
0.9637 |
8.8% |
29% |
False |
False |
718,750 |
20 |
13.1493 |
9.2147 |
3.9346 |
35.9% |
0.7989 |
7.3% |
44% |
False |
False |
598,223 |
40 |
13.1493 |
7.1302 |
6.0191 |
54.9% |
0.7388 |
6.7% |
64% |
False |
False |
550,934 |
60 |
13.1493 |
5.7899 |
7.3594 |
67.1% |
0.6886 |
6.3% |
70% |
False |
False |
522,572 |
80 |
14.4347 |
4.0141 |
10.4206 |
95.1% |
0.8365 |
7.6% |
67% |
False |
False |
547,030 |
100 |
16.7241 |
4.0141 |
12.7100 |
115.9% |
0.9021 |
8.2% |
55% |
False |
False |
720,521 |
120 |
16.7241 |
4.0141 |
12.7100 |
115.9% |
0.8714 |
7.9% |
55% |
False |
False |
733,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.7667 |
2.618 |
16.1708 |
1.618 |
14.5802 |
1.000 |
13.5972 |
0.618 |
12.9896 |
HIGH |
12.0066 |
0.618 |
11.3990 |
0.500 |
11.2113 |
0.382 |
11.0236 |
LOW |
10.4160 |
0.618 |
9.4330 |
1.000 |
8.8254 |
1.618 |
7.8424 |
2.618 |
6.2518 |
4.250 |
3.6560 |
|
|
Fisher Pivots for day following 11-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
11.2113 |
11.3460 |
PP |
11.1286 |
11.2184 |
S1 |
11.0459 |
11.0908 |
|