Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10.0557 |
10.1562 |
0.1005 |
1.0% |
10.2906 |
High |
10.2454 |
10.2803 |
0.0349 |
0.3% |
11.2509 |
Low |
9.9188 |
9.6979 |
-0.2209 |
-2.2% |
9.9342 |
Close |
10.1562 |
9.9375 |
-0.2187 |
-2.2% |
10.2240 |
Range |
0.3266 |
0.5824 |
0.2558 |
78.3% |
1.3167 |
ATR |
0.6636 |
0.6578 |
-0.0058 |
-0.9% |
0.0000 |
Volume |
228,513 |
229,744 |
1,231 |
0.5% |
2,306,013 |
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.7191 |
11.4107 |
10.2578 |
|
R3 |
11.1367 |
10.8283 |
10.0977 |
|
R2 |
10.5543 |
10.5543 |
10.0443 |
|
R1 |
10.2459 |
10.2459 |
9.9909 |
10.1089 |
PP |
9.9719 |
9.9719 |
9.9719 |
9.9034 |
S1 |
9.6635 |
9.6635 |
9.8841 |
9.5265 |
S2 |
9.3895 |
9.3895 |
9.8307 |
|
S3 |
8.8071 |
9.0811 |
9.7773 |
|
S4 |
8.2247 |
8.4987 |
9.6172 |
|
|
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 |
10.4104 |
9.3309 |
1.0795 |
10.9% |
0.5104 |
5.1% |
56% |
False |
False |
262,377 |
10 |
11.2509 |
9.3309 |
1.9200 |
19.3% |
0.5767 |
5.8% |
32% |
False |
False |
365,103 |
20 |
12.2760 |
9.3309 |
2.9451 |
29.6% |
0.6294 |
6.3% |
21% |
False |
False |
408,023 |
40 |
13.1493 |
9.2147 |
3.9346 |
39.6% |
0.7533 |
7.6% |
18% |
False |
False |
526,799 |
60 |
13.1493 |
6.8303 |
6.3190 |
63.6% |
0.6923 |
7.0% |
49% |
False |
False |
500,307 |
80 |
13.1493 |
4.0141 |
9.1352 |
91.9% |
0.7085 |
7.1% |
65% |
False |
False |
502,158 |
100 |
16.7241 |
4.0141 |
12.7100 |
127.9% |
0.8504 |
8.6% |
47% |
False |
False |
586,173 |
120 |
16.7241 |
4.0141 |
12.7100 |
127.9% |
0.8587 |
8.6% |
47% |
False |
False |
680,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.7555 |
2.618 |
11.8050 |
1.618 |
11.2226 |
1.000 |
10.8627 |
0.618 |
10.6402 |
HIGH |
10.2803 |
0.618 |
10.0578 |
0.500 |
9.9891 |
0.382 |
9.9204 |
LOW |
9.6979 |
0.618 |
9.3380 |
1.000 |
9.1155 |
1.618 |
8.7556 |
2.618 |
8.1732 |
4.250 |
7.2227 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9.9891 |
9.9894 |
PP |
9.9719 |
9.9721 |
S1 |
9.9547 |
9.9548 |
|