Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10.2142 |
10.0557 |
-0.1585 |
-1.6% |
10.2906 |
High |
10.2809 |
10.2454 |
-0.0355 |
-0.3% |
11.2509 |
Low |
10.0043 |
9.9188 |
-0.0855 |
-0.9% |
9.9342 |
Close |
10.0557 |
10.1562 |
0.1005 |
1.0% |
10.2240 |
Range |
0.2766 |
0.3266 |
0.0500 |
18.1% |
1.3167 |
ATR |
0.6895 |
0.6636 |
-0.0259 |
-3.8% |
0.0000 |
Volume |
228,714 |
228,513 |
-201 |
-0.1% |
2,306,013 |
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.0866 |
10.9480 |
10.3358 |
|
R3 |
10.7600 |
10.6214 |
10.2460 |
|
R2 |
10.4334 |
10.4334 |
10.2161 |
|
R1 |
10.2948 |
10.2948 |
10.1861 |
10.3641 |
PP |
10.1068 |
10.1068 |
10.1068 |
10.1415 |
S1 |
9.9682 |
9.9682 |
10.1263 |
10.0375 |
S2 |
9.7802 |
9.7802 |
10.0963 |
|
S3 |
9.4536 |
9.6416 |
10.0664 |
|
S4 |
9.1270 |
9.3150 |
9.9766 |
|
|
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 |
10.5425 |
9.3309 |
1.2116 |
11.9% |
0.5156 |
5.1% |
68% |
False |
False |
304,944 |
10 |
11.2509 |
9.3309 |
1.9200 |
18.9% |
0.5538 |
5.5% |
43% |
False |
False |
378,218 |
20 |
12.4636 |
9.3309 |
3.1327 |
30.8% |
0.6346 |
6.2% |
26% |
False |
False |
426,943 |
40 |
13.1493 |
9.0624 |
4.0869 |
40.2% |
0.7604 |
7.5% |
27% |
False |
False |
537,650 |
60 |
13.1493 |
6.8303 |
6.3190 |
62.2% |
0.6881 |
6.8% |
53% |
False |
False |
504,598 |
80 |
13.1493 |
4.0141 |
9.1352 |
89.9% |
0.7451 |
7.3% |
67% |
False |
False |
513,635 |
100 |
16.7241 |
4.0141 |
12.7100 |
125.1% |
0.8576 |
8.4% |
48% |
False |
False |
603,443 |
120 |
16.7241 |
4.0141 |
12.7100 |
125.1% |
0.8606 |
8.5% |
48% |
False |
False |
688,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.6335 |
2.618 |
11.1004 |
1.618 |
10.7738 |
1.000 |
10.5720 |
0.618 |
10.4472 |
HIGH |
10.2454 |
0.618 |
10.1206 |
0.500 |
10.0821 |
0.382 |
10.0436 |
LOW |
9.9188 |
0.618 |
9.7170 |
1.000 |
9.5922 |
1.618 |
9.3904 |
2.618 |
9.0638 |
4.250 |
8.5308 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.1315 |
10.0411 |
PP |
10.1068 |
9.9260 |
S1 |
10.0821 |
9.8110 |
|