Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.9632 |
10.9591 |
-0.0041 |
0.0% |
11.9306 |
High |
11.2031 |
11.1035 |
-0.0996 |
-0.9% |
12.2760 |
Low |
10.5132 |
9.7624 |
-0.7508 |
-7.1% |
10.4160 |
Close |
10.9591 |
10.5514 |
-0.4077 |
-3.7% |
10.9591 |
Range |
0.6899 |
1.3411 |
0.6512 |
94.4% |
1.8600 |
ATR |
0.8044 |
0.8427 |
0.0383 |
4.8% |
0.0000 |
Volume |
553,068 |
482,841 |
-70,227 |
-12.7% |
2,202,315 |
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.4957 |
13.8647 |
11.2890 |
|
R3 |
13.1546 |
12.5236 |
10.9202 |
|
R2 |
11.8135 |
11.8135 |
10.7973 |
|
R1 |
11.1825 |
11.1825 |
10.6743 |
10.8275 |
PP |
10.4724 |
10.4724 |
10.4724 |
10.2949 |
S1 |
9.8414 |
9.8414 |
10.4285 |
9.4864 |
S2 |
9.1313 |
9.1313 |
10.3055 |
|
S3 |
7.7902 |
8.5003 |
10.1826 |
|
S4 |
6.4491 |
7.1592 |
9.8138 |
|
|
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 |
9.7624 |
2.5136 |
23.8% |
0.9103 |
8.6% |
31% |
False |
True |
469,040 |
10 |
13.1493 |
9.7624 |
3.3869 |
32.1% |
0.8735 |
8.3% |
23% |
False |
True |
633,558 |
20 |
13.1493 |
9.2147 |
3.9346 |
37.3% |
0.8465 |
8.0% |
34% |
False |
False |
599,237 |
40 |
13.1493 |
7.1557 |
5.9936 |
56.8% |
0.7635 |
7.2% |
57% |
False |
False |
554,074 |
60 |
13.1493 |
6.1451 |
7.0042 |
66.4% |
0.6872 |
6.5% |
63% |
False |
False |
522,901 |
80 |
13.4853 |
4.0141 |
9.4712 |
89.8% |
0.8367 |
7.9% |
69% |
False |
False |
546,074 |
100 |
16.7241 |
4.0141 |
12.7100 |
120.5% |
0.9067 |
8.6% |
51% |
False |
False |
715,615 |
120 |
16.7241 |
4.0141 |
12.7100 |
120.5% |
0.8806 |
8.3% |
51% |
False |
False |
729,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16.8032 |
2.618 |
14.6145 |
1.618 |
13.2734 |
1.000 |
12.4446 |
0.618 |
11.9323 |
HIGH |
11.1035 |
0.618 |
10.5912 |
0.500 |
10.4330 |
0.382 |
10.2747 |
LOW |
9.7624 |
0.618 |
8.9336 |
1.000 |
8.4213 |
1.618 |
7.5925 |
2.618 |
6.2514 |
4.250 |
4.0627 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10.5119 |
10.8845 |
PP |
10.4724 |
10.7735 |
S1 |
10.4330 |
10.6624 |
|