Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.9591 |
10.5531 |
-0.4060 |
-3.7% |
11.9306 |
High |
11.1035 |
10.6647 |
-0.4388 |
-4.0% |
12.2760 |
Low |
9.7624 |
10.3722 |
0.6098 |
6.2% |
10.4160 |
Close |
10.5514 |
10.5511 |
-0.0003 |
0.0% |
10.9591 |
Range |
1.3411 |
0.2925 |
-1.0486 |
-78.2% |
1.8600 |
ATR |
0.8427 |
0.8034 |
-0.0393 |
-4.7% |
0.0000 |
Volume |
482,841 |
527,829 |
44,988 |
9.3% |
2,202,315 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.4068 |
11.2715 |
10.7120 |
|
R3 |
11.1143 |
10.9790 |
10.6315 |
|
R2 |
10.8218 |
10.8218 |
10.6047 |
|
R1 |
10.6865 |
10.6865 |
10.5779 |
10.6079 |
PP |
10.5293 |
10.5293 |
10.5293 |
10.4901 |
S1 |
10.3940 |
10.3940 |
10.5243 |
10.3154 |
S2 |
10.2368 |
10.2368 |
10.4975 |
|
S3 |
9.9443 |
10.1015 |
10.4707 |
|
S4 |
9.6518 |
9.8090 |
10.3902 |
|
|
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% |
0.8999 |
8.5% |
31% |
False |
False |
513,815 |
10 |
12.5196 |
9.7624 |
2.7572 |
26.1% |
0.7311 |
6.9% |
29% |
False |
False |
538,131 |
20 |
13.1493 |
9.2147 |
3.9346 |
37.3% |
0.8427 |
8.0% |
34% |
False |
False |
604,257 |
40 |
13.1493 |
7.2129 |
5.9364 |
56.3% |
0.7661 |
7.3% |
56% |
False |
False |
557,037 |
60 |
13.1493 |
6.1451 |
7.0042 |
66.4% |
0.6842 |
6.5% |
63% |
False |
False |
526,179 |
80 |
13.1493 |
4.0141 |
9.1352 |
86.6% |
0.8260 |
7.8% |
72% |
False |
False |
544,331 |
100 |
16.7241 |
4.0141 |
12.7100 |
120.5% |
0.9065 |
8.6% |
51% |
False |
False |
711,982 |
120 |
16.7241 |
4.0141 |
12.7100 |
120.5% |
0.8795 |
8.3% |
51% |
False |
False |
728,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.9078 |
2.618 |
11.4305 |
1.618 |
11.1380 |
1.000 |
10.9572 |
0.618 |
10.8455 |
HIGH |
10.6647 |
0.618 |
10.5530 |
0.500 |
10.5185 |
0.382 |
10.4839 |
LOW |
10.3722 |
0.618 |
10.1914 |
1.000 |
10.0797 |
1.618 |
9.8989 |
2.618 |
9.6064 |
4.250 |
9.1291 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10.5402 |
10.5283 |
PP |
10.5293 |
10.5055 |
S1 |
10.5185 |
10.4828 |
|