Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10.2240 |
10.2142 |
-0.0098 |
-0.1% |
10.2906 |
High |
10.2910 |
10.2809 |
-0.0101 |
-0.1% |
11.2509 |
Low |
9.3309 |
10.0043 |
0.6734 |
7.2% |
9.9342 |
Close |
10.2128 |
10.0557 |
-0.1571 |
-1.5% |
10.2240 |
Range |
0.9601 |
0.2766 |
-0.6835 |
-71.2% |
1.3167 |
ATR |
0.7213 |
0.6895 |
-0.0318 |
-4.4% |
0.0000 |
Volume |
290,429 |
228,714 |
-61,715 |
-21.2% |
2,306,013 |
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.9434 |
10.7762 |
10.2078 |
|
R3 |
10.6668 |
10.4996 |
10.1318 |
|
R2 |
10.3902 |
10.3902 |
10.1064 |
|
R1 |
10.2230 |
10.2230 |
10.0811 |
10.1683 |
PP |
10.1136 |
10.1136 |
10.1136 |
10.0863 |
S1 |
9.9464 |
9.9464 |
10.0303 |
9.8917 |
S2 |
9.8370 |
9.8370 |
10.0050 |
|
S3 |
9.5604 |
9.6698 |
9.9796 |
|
S4 |
9.2838 |
9.3932 |
9.9036 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.4198 |
13.6386 |
10.9482 |
|
R3 |
13.1031 |
12.3219 |
10.5861 |
|
R2 |
11.7864 |
11.7864 |
10.4654 |
|
R1 |
11.0052 |
11.0052 |
10.3447 |
10.7375 |
PP |
10.4697 |
10.4697 |
10.4697 |
10.3358 |
S1 |
9.6885 |
9.6885 |
10.1033 |
9.4208 |
S2 |
9.1530 |
9.1530 |
9.9826 |
|
S3 |
7.8363 |
8.3718 |
9.8619 |
|
S4 |
6.5196 |
7.0551 |
9.4998 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.2093 |
9.3309 |
1.8784 |
18.7% |
0.6342 |
6.3% |
39% |
False |
False |
371,418 |
10 |
11.2509 |
9.3309 |
1.9200 |
19.1% |
0.5814 |
5.8% |
38% |
False |
False |
395,681 |
20 |
12.5196 |
9.3309 |
3.1887 |
31.7% |
0.6562 |
6.5% |
23% |
False |
False |
466,906 |
40 |
13.1493 |
8.9954 |
4.1539 |
41.3% |
0.7643 |
7.6% |
26% |
False |
False |
544,020 |
60 |
13.1493 |
6.8303 |
6.3190 |
62.8% |
0.6915 |
6.9% |
51% |
False |
False |
509,641 |
80 |
13.1493 |
4.0141 |
9.1352 |
90.8% |
0.7559 |
7.5% |
66% |
False |
False |
516,773 |
100 |
16.7241 |
4.0141 |
12.7100 |
126.4% |
0.8699 |
8.7% |
48% |
False |
False |
620,635 |
120 |
16.7241 |
4.0141 |
12.7100 |
126.4% |
0.8675 |
8.6% |
48% |
False |
False |
698,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.4565 |
2.618 |
11.0050 |
1.618 |
10.7284 |
1.000 |
10.5575 |
0.618 |
10.4518 |
HIGH |
10.2809 |
0.618 |
10.1752 |
0.500 |
10.1426 |
0.382 |
10.1100 |
LOW |
10.0043 |
0.618 |
9.8334 |
1.000 |
9.7277 |
1.618 |
9.5568 |
2.618 |
9.2802 |
4.250 |
8.8288 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10.1426 |
9.9940 |
PP |
10.1136 |
9.9323 |
S1 |
10.0847 |
9.8707 |
|