Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
11.9328 |
10.9632 |
-0.9696 |
-8.1% |
11.9306 |
High |
12.0066 |
11.2031 |
-0.8035 |
-6.7% |
12.2760 |
Low |
10.4160 |
10.5132 |
0.0972 |
0.9% |
10.4160 |
Close |
10.9632 |
10.9591 |
-0.0041 |
0.0% |
10.9591 |
Range |
1.5906 |
0.6899 |
-0.9007 |
-56.6% |
1.8600 |
ATR |
0.8132 |
0.8044 |
-0.0088 |
-1.1% |
0.0000 |
Volume |
565,279 |
553,068 |
-12,211 |
-2.2% |
2,202,315 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.9615 |
12.6502 |
11.3385 |
|
R3 |
12.2716 |
11.9603 |
11.1488 |
|
R2 |
11.5817 |
11.5817 |
11.0856 |
|
R1 |
11.2704 |
11.2704 |
11.0223 |
11.0811 |
PP |
10.8918 |
10.8918 |
10.8918 |
10.7972 |
S1 |
10.5805 |
10.5805 |
10.8959 |
10.3912 |
S2 |
10.2019 |
10.2019 |
10.8326 |
|
S3 |
9.5120 |
9.8906 |
10.7694 |
|
S4 |
8.8221 |
9.2007 |
10.5797 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.7970 |
15.7381 |
11.9821 |
|
R3 |
14.9370 |
13.8781 |
11.4706 |
|
R2 |
13.0770 |
13.0770 |
11.3001 |
|
R1 |
12.0181 |
12.0181 |
11.1296 |
11.6176 |
PP |
11.2170 |
11.2170 |
11.2170 |
11.0168 |
S1 |
10.1581 |
10.1581 |
10.7886 |
9.7576 |
S2 |
9.3570 |
9.3570 |
10.6181 |
|
S3 |
7.4970 |
8.2981 |
10.4476 |
|
S4 |
5.6370 |
6.4381 |
9.9361 |
|
|
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% |
0.7692 |
7.0% |
29% |
False |
False |
440,463 |
10 |
13.1493 |
10.1385 |
3.0108 |
27.5% |
0.9922 |
9.1% |
27% |
False |
False |
727,442 |
20 |
13.1493 |
9.2147 |
3.9346 |
35.9% |
0.8134 |
7.4% |
44% |
False |
False |
597,741 |
40 |
13.1493 |
7.1302 |
6.0191 |
54.9% |
0.7500 |
6.8% |
64% |
False |
False |
554,559 |
60 |
13.1493 |
5.8525 |
7.2968 |
66.6% |
0.6770 |
6.2% |
70% |
False |
False |
520,605 |
80 |
14.4347 |
4.0141 |
10.4206 |
95.1% |
0.8377 |
7.6% |
67% |
False |
False |
546,747 |
100 |
16.7241 |
4.0141 |
12.7100 |
116.0% |
0.9036 |
8.2% |
55% |
False |
False |
719,394 |
120 |
16.7241 |
4.0141 |
12.7100 |
116.0% |
0.8750 |
8.0% |
55% |
False |
False |
732,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.1352 |
2.618 |
13.0093 |
1.618 |
12.3194 |
1.000 |
11.8930 |
0.618 |
11.6295 |
HIGH |
11.2031 |
0.618 |
10.9396 |
0.500 |
10.8582 |
0.382 |
10.7767 |
LOW |
10.5132 |
0.618 |
10.0868 |
1.000 |
9.8233 |
1.618 |
9.3969 |
2.618 |
8.7070 |
4.250 |
7.5811 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10.9255 |
11.3460 |
PP |
10.8918 |
11.2170 |
S1 |
10.8582 |
11.0881 |
|