Trading Metrics calculated at close of trading on 22-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.3401 |
10.2906 |
-0.0495 |
-0.5% |
10.9591 |
High |
10.4431 |
10.8266 |
0.3835 |
3.7% |
11.1035 |
Low |
10.1405 |
10.0713 |
-0.0692 |
-0.7% |
9.7624 |
Close |
10.2923 |
10.7723 |
0.4800 |
4.7% |
10.2923 |
Range |
0.3026 |
0.7553 |
0.4527 |
149.6% |
1.3411 |
ATR |
0.7255 |
0.7276 |
0.0021 |
0.3% |
0.0000 |
Volume |
367,625 |
380,387 |
12,762 |
3.5% |
2,142,333 |
|
Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.8226 |
12.5528 |
11.1877 |
|
R3 |
12.0673 |
11.7975 |
10.9800 |
|
R2 |
11.3120 |
11.3120 |
10.9108 |
|
R1 |
11.0422 |
11.0422 |
10.8415 |
11.1771 |
PP |
10.5567 |
10.5567 |
10.5567 |
10.6242 |
S1 |
10.2869 |
10.2869 |
10.7031 |
10.4218 |
S2 |
9.8014 |
9.8014 |
10.6338 |
|
S3 |
9.0461 |
9.5316 |
10.5646 |
|
S4 |
8.2908 |
8.7763 |
10.3569 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.4094 |
13.6919 |
11.0299 |
|
R3 |
13.0683 |
12.3508 |
10.6611 |
|
R2 |
11.7272 |
11.7272 |
10.5382 |
|
R1 |
11.0097 |
11.0097 |
10.4152 |
10.6979 |
PP |
10.3861 |
10.3861 |
10.3861 |
10.2302 |
S1 |
9.6686 |
9.6686 |
10.1694 |
9.3568 |
S2 |
9.0450 |
9.0450 |
10.0464 |
|
S3 |
7.7039 |
8.3275 |
9.9235 |
|
S4 |
6.3628 |
6.9864 |
9.5547 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.8835 |
10.0713 |
0.8122 |
7.5% |
0.4613 |
4.3% |
86% |
False |
True |
407,975 |
10 |
12.2760 |
9.7624 |
2.5136 |
23.3% |
0.6858 |
6.4% |
40% |
False |
False |
438,508 |
20 |
13.1493 |
9.5871 |
3.5622 |
33.1% |
0.7627 |
7.1% |
33% |
False |
False |
582,251 |
40 |
13.1493 |
8.2591 |
4.8902 |
45.4% |
0.7634 |
7.1% |
51% |
False |
False |
553,122 |
60 |
13.1493 |
6.4165 |
6.7328 |
62.5% |
0.6877 |
6.4% |
65% |
False |
False |
522,182 |
80 |
13.1493 |
4.0141 |
9.1352 |
84.8% |
0.7836 |
7.3% |
74% |
False |
False |
528,667 |
100 |
16.7241 |
4.0141 |
12.7100 |
118.0% |
0.8926 |
8.3% |
53% |
False |
False |
683,061 |
120 |
16.7241 |
4.0141 |
12.7100 |
118.0% |
0.8757 |
8.1% |
53% |
False |
False |
717,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.0366 |
2.618 |
12.8040 |
1.618 |
12.0487 |
1.000 |
11.5819 |
0.618 |
11.2934 |
HIGH |
10.8266 |
0.618 |
10.5381 |
0.500 |
10.4490 |
0.382 |
10.3598 |
LOW |
10.0713 |
0.618 |
9.6045 |
1.000 |
9.3160 |
1.618 |
8.8492 |
2.618 |
8.0939 |
4.250 |
6.8613 |
|
|
Fisher Pivots for day following 22-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10.6645 |
10.6645 |
PP |
10.5567 |
10.5567 |
S1 |
10.4490 |
10.4490 |
|