Trading Metrics calculated at close of trading on 11-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1.13382 |
1.13743 |
0.00361 |
0.3% |
1.11161 |
High |
1.14213 |
1.14031 |
-0.00182 |
-0.2% |
1.13836 |
Low |
1.13233 |
1.12885 |
-0.00348 |
-0.3% |
1.11005 |
Close |
1.13743 |
1.12973 |
-0.00770 |
-0.7% |
1.12902 |
Range |
0.00980 |
0.01146 |
0.00166 |
16.9% |
0.02831 |
ATR |
0.00899 |
0.00916 |
0.00018 |
2.0% |
0.00000 |
Volume |
250,814 |
309,856 |
59,042 |
23.5% |
1,163,773 |
|
Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16734 |
1.16000 |
1.13603 |
|
R3 |
1.15588 |
1.14854 |
1.13288 |
|
R2 |
1.14442 |
1.14442 |
1.13183 |
|
R1 |
1.13708 |
1.13708 |
1.13078 |
1.13502 |
PP |
1.13296 |
1.13296 |
1.13296 |
1.13194 |
S1 |
1.12562 |
1.12562 |
1.12868 |
1.12356 |
S2 |
1.12150 |
1.12150 |
1.12763 |
|
S3 |
1.11004 |
1.11416 |
1.12658 |
|
S4 |
1.09858 |
1.10270 |
1.12343 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.21074 |
1.19819 |
1.14459 |
|
R3 |
1.18243 |
1.16988 |
1.13681 |
|
R2 |
1.15412 |
1.15412 |
1.13421 |
|
R1 |
1.14157 |
1.14157 |
1.13162 |
1.14785 |
PP |
1.12581 |
1.12581 |
1.12581 |
1.12895 |
S1 |
1.11326 |
1.11326 |
1.12642 |
1.11954 |
S2 |
1.09750 |
1.09750 |
1.12383 |
|
S3 |
1.06919 |
1.08495 |
1.12123 |
|
S4 |
1.04088 |
1.05664 |
1.11345 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.14213 |
1.12411 |
0.01802 |
1.6% |
0.00982 |
0.9% |
31% |
False |
False |
246,039 |
10 |
1.14213 |
1.10698 |
0.03515 |
3.1% |
0.00957 |
0.8% |
65% |
False |
False |
238,193 |
20 |
1.14213 |
1.07888 |
0.06325 |
5.6% |
0.00891 |
0.8% |
80% |
False |
False |
208,080 |
40 |
1.14213 |
1.07269 |
0.06944 |
6.1% |
0.00830 |
0.7% |
82% |
False |
False |
202,015 |
60 |
1.14213 |
1.06362 |
0.07851 |
6.9% |
0.00970 |
0.9% |
84% |
False |
False |
244,468 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.6% |
0.01100 |
1.0% |
77% |
False |
False |
259,757 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.6% |
0.00966 |
0.9% |
77% |
False |
False |
231,016 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.6% |
0.00898 |
0.8% |
77% |
False |
False |
213,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.18902 |
2.618 |
1.17031 |
1.618 |
1.15885 |
1.000 |
1.15177 |
0.618 |
1.14739 |
HIGH |
1.14031 |
0.618 |
1.13593 |
0.500 |
1.13458 |
0.382 |
1.13323 |
LOW |
1.12885 |
0.618 |
1.12177 |
1.000 |
1.11739 |
1.618 |
1.11031 |
2.618 |
1.09885 |
4.250 |
1.08015 |
|
|
Fisher Pivots for day following 11-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.13458 |
1.13312 |
PP |
1.13296 |
1.13199 |
S1 |
1.13135 |
1.13086 |
|