Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.7723 |
11.0385 |
0.2662 |
2.5% |
10.9591 |
High |
11.2509 |
11.2093 |
-0.0416 |
-0.4% |
11.1035 |
Low |
10.6222 |
10.2893 |
-0.3329 |
-3.1% |
9.7624 |
Close |
11.0385 |
10.4594 |
-0.5791 |
-5.2% |
10.2923 |
Range |
0.6287 |
0.9200 |
0.2913 |
46.3% |
1.3411 |
ATR |
0.7205 |
0.7348 |
0.0142 |
2.0% |
0.0000 |
Volume |
587,679 |
560,881 |
-26,798 |
-4.6% |
2,142,333 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.4127 |
12.8560 |
10.9654 |
|
R3 |
12.4927 |
11.9360 |
10.7124 |
|
R2 |
11.5727 |
11.5727 |
10.6281 |
|
R1 |
11.0160 |
11.0160 |
10.5437 |
10.8344 |
PP |
10.6527 |
10.6527 |
10.6527 |
10.5618 |
S1 |
10.0960 |
10.0960 |
10.3751 |
9.9144 |
S2 |
9.7327 |
9.7327 |
10.2907 |
|
S3 |
8.8127 |
9.1760 |
10.2064 |
|
S4 |
7.8927 |
8.2560 |
9.9534 |
|
|
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 |
11.3% |
0.5921 |
5.7% |
33% |
False |
False |
451,492 |
10 |
12.0066 |
9.7624 |
2.2442 |
21.5% |
0.7477 |
7.1% |
31% |
False |
False |
478,962 |
20 |
13.1493 |
9.7624 |
3.3869 |
32.4% |
0.7969 |
7.6% |
21% |
False |
False |
591,032 |
40 |
13.1493 |
8.6093 |
4.5400 |
43.4% |
0.7690 |
7.4% |
41% |
False |
False |
562,414 |
60 |
13.1493 |
6.5562 |
6.5931 |
63.0% |
0.6990 |
6.7% |
59% |
False |
False |
524,918 |
80 |
13.1493 |
4.0141 |
9.1352 |
87.3% |
0.7866 |
7.5% |
71% |
False |
False |
530,580 |
100 |
16.7241 |
4.0141 |
12.7100 |
121.5% |
0.8923 |
8.5% |
51% |
False |
False |
669,346 |
120 |
16.7241 |
4.0141 |
12.7100 |
121.5% |
0.8770 |
8.4% |
51% |
False |
False |
714,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.1193 |
2.618 |
13.6179 |
1.618 |
12.6979 |
1.000 |
12.1293 |
0.618 |
11.7779 |
HIGH |
11.2093 |
0.618 |
10.8579 |
0.500 |
10.7493 |
0.382 |
10.6407 |
LOW |
10.2893 |
0.618 |
9.7207 |
1.000 |
9.3693 |
1.618 |
8.8007 |
2.618 |
7.8807 |
4.250 |
6.3793 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10.7493 |
10.6611 |
PP |
10.6527 |
10.5939 |
S1 |
10.5560 |
10.5266 |
|