Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.2906 |
10.7723 |
0.4817 |
4.7% |
10.9591 |
High |
10.8266 |
11.2509 |
0.4243 |
3.9% |
11.1035 |
Low |
10.0713 |
10.6222 |
0.5509 |
5.5% |
9.7624 |
Close |
10.7723 |
11.0385 |
0.2662 |
2.5% |
10.2923 |
Range |
0.7553 |
0.6287 |
-0.1266 |
-16.8% |
1.3411 |
ATR |
0.7276 |
0.7205 |
-0.0071 |
-1.0% |
0.0000 |
Volume |
380,387 |
587,679 |
207,292 |
54.5% |
2,142,333 |
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.8566 |
12.5763 |
11.3843 |
|
R3 |
12.2279 |
11.9476 |
11.2114 |
|
R2 |
11.5992 |
11.5992 |
11.1538 |
|
R1 |
11.3189 |
11.3189 |
11.0961 |
11.4591 |
PP |
10.9705 |
10.9705 |
10.9705 |
11.0406 |
S1 |
10.6902 |
10.6902 |
10.9809 |
10.8304 |
S2 |
10.3418 |
10.3418 |
10.9232 |
|
S3 |
9.7131 |
10.0615 |
10.8656 |
|
S4 |
9.0844 |
9.4328 |
10.6927 |
|
|
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 |
11.2509 |
10.0713 |
1.1796 |
10.7% |
0.5286 |
4.8% |
82% |
True |
False |
419,945 |
10 |
12.2760 |
9.7624 |
2.5136 |
22.8% |
0.7142 |
6.5% |
51% |
False |
False |
466,880 |
20 |
13.1493 |
9.7624 |
3.3869 |
30.7% |
0.7667 |
6.9% |
38% |
False |
False |
586,734 |
40 |
13.1493 |
8.3746 |
4.7747 |
43.3% |
0.7704 |
7.0% |
56% |
False |
False |
560,165 |
60 |
13.1493 |
6.4165 |
6.7328 |
61.0% |
0.6914 |
6.3% |
69% |
False |
False |
524,022 |
80 |
13.1493 |
4.0141 |
9.1352 |
82.8% |
0.7819 |
7.1% |
77% |
False |
False |
529,483 |
100 |
16.7241 |
4.0141 |
12.7100 |
115.1% |
0.8911 |
8.1% |
55% |
False |
False |
678,050 |
120 |
16.7241 |
4.0141 |
12.7100 |
115.1% |
0.8764 |
7.9% |
55% |
False |
False |
715,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.9229 |
2.618 |
12.8968 |
1.618 |
12.2681 |
1.000 |
11.8796 |
0.618 |
11.6394 |
HIGH |
11.2509 |
0.618 |
11.0107 |
0.500 |
10.9366 |
0.382 |
10.8624 |
LOW |
10.6222 |
0.618 |
10.2337 |
1.000 |
9.9935 |
1.618 |
9.6050 |
2.618 |
8.9763 |
4.250 |
7.9502 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
11.0045 |
10.9127 |
PP |
10.9705 |
10.7869 |
S1 |
10.9366 |
10.6611 |
|