Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
11.0138 |
10.7982 |
-0.2156 |
-2.0% |
9.8752 |
High |
11.2812 |
10.8423 |
-0.4389 |
-3.9% |
11.2880 |
Low |
10.4663 |
10.3079 |
-0.1584 |
-1.5% |
9.6443 |
Close |
10.7982 |
10.3481 |
-0.4501 |
-4.2% |
10.3481 |
Range |
0.8149 |
0.5344 |
-0.2805 |
-34.4% |
1.6437 |
ATR |
0.6491 |
0.6409 |
-0.0082 |
-1.3% |
0.0000 |
Volume |
731,260 |
562,314 |
-168,946 |
-23.1% |
2,983,139 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.1026 |
11.7598 |
10.6420 |
|
R3 |
11.5682 |
11.2254 |
10.4951 |
|
R2 |
11.0338 |
11.0338 |
10.4461 |
|
R1 |
10.6910 |
10.6910 |
10.3971 |
10.5952 |
PP |
10.4994 |
10.4994 |
10.4994 |
10.4516 |
S1 |
10.1566 |
10.1566 |
10.2991 |
10.0608 |
S2 |
9.9650 |
9.9650 |
10.2501 |
|
S3 |
9.4306 |
9.6222 |
10.2011 |
|
S4 |
8.8962 |
9.0878 |
10.0542 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.3579 |
14.4967 |
11.2521 |
|
R3 |
13.7142 |
12.8530 |
10.8001 |
|
R2 |
12.0705 |
12.0705 |
10.6494 |
|
R1 |
11.2093 |
11.2093 |
10.4988 |
11.6399 |
PP |
10.4268 |
10.4268 |
10.4268 |
10.6421 |
S1 |
9.5656 |
9.5656 |
10.1974 |
9.9962 |
S2 |
8.7831 |
8.7831 |
10.0468 |
|
S3 |
7.1394 |
7.9219 |
9.8961 |
|
S4 |
5.4957 |
6.2782 |
9.4441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.2880 |
9.6443 |
1.6437 |
15.9% |
0.6806 |
6.6% |
43% |
False |
False |
596,627 |
10 |
11.2880 |
9.3309 |
1.9571 |
18.9% |
0.5727 |
5.5% |
52% |
False |
False |
415,057 |
20 |
11.2880 |
9.3309 |
1.9571 |
18.9% |
0.5969 |
5.8% |
52% |
False |
False |
429,945 |
40 |
13.1493 |
9.2147 |
3.9346 |
38.0% |
0.7052 |
6.8% |
29% |
False |
False |
513,843 |
60 |
13.1493 |
7.1302 |
6.0191 |
58.2% |
0.6990 |
6.8% |
53% |
False |
False |
513,021 |
80 |
13.1493 |
5.8525 |
7.2968 |
70.5% |
0.6570 |
6.3% |
62% |
False |
False |
497,940 |
100 |
14.4347 |
4.0141 |
10.4206 |
100.7% |
0.7895 |
7.6% |
61% |
False |
False |
523,387 |
120 |
16.7241 |
4.0141 |
12.7100 |
122.8% |
0.8525 |
8.2% |
50% |
False |
False |
671,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.1135 |
2.618 |
12.2414 |
1.618 |
11.7070 |
1.000 |
11.3767 |
0.618 |
11.1726 |
HIGH |
10.8423 |
0.618 |
10.6382 |
0.500 |
10.5751 |
0.382 |
10.5120 |
LOW |
10.3079 |
0.618 |
9.9776 |
1.000 |
9.7735 |
1.618 |
9.4432 |
2.618 |
8.9088 |
4.250 |
8.0367 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.5751 |
10.7980 |
PP |
10.4994 |
10.6480 |
S1 |
10.4238 |
10.4981 |
|