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 |
1.27260 |
1.27461 |
0.00201 |
0.2% |
1.23239 |
High |
1.28119 |
1.27532 |
-0.00587 |
-0.5% |
1.27300 |
Low |
1.27059 |
1.25864 |
-0.01195 |
-0.9% |
1.23219 |
Close |
1.27460 |
1.26006 |
-0.01454 |
-1.1% |
1.26661 |
Range |
0.01060 |
0.01668 |
0.00608 |
57.4% |
0.04081 |
ATR |
0.01199 |
0.01233 |
0.00033 |
2.8% |
0.00000 |
Volume |
252,759 |
296,133 |
43,374 |
17.2% |
1,110,507 |
|
Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.31471 |
1.30407 |
1.26923 |
|
R3 |
1.29803 |
1.28739 |
1.26465 |
|
R2 |
1.28135 |
1.28135 |
1.26312 |
|
R1 |
1.27071 |
1.27071 |
1.26159 |
1.26769 |
PP |
1.26467 |
1.26467 |
1.26467 |
1.26317 |
S1 |
1.25403 |
1.25403 |
1.25853 |
1.25101 |
S2 |
1.24799 |
1.24799 |
1.25700 |
|
S3 |
1.23131 |
1.23735 |
1.25547 |
|
S4 |
1.21463 |
1.22067 |
1.25089 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.37970 |
1.36396 |
1.28906 |
|
R3 |
1.33889 |
1.32315 |
1.27783 |
|
R2 |
1.29808 |
1.29808 |
1.27409 |
|
R1 |
1.28234 |
1.28234 |
1.27035 |
1.29021 |
PP |
1.25727 |
1.25727 |
1.25727 |
1.26120 |
S1 |
1.24153 |
1.24153 |
1.26287 |
1.24940 |
S2 |
1.21646 |
1.21646 |
1.25913 |
|
S3 |
1.17565 |
1.20072 |
1.25539 |
|
S4 |
1.13484 |
1.15991 |
1.24416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.28119 |
1.25827 |
0.02292 |
1.8% |
0.01326 |
1.1% |
8% |
False |
False |
235,251 |
10 |
1.28119 |
1.22905 |
0.05214 |
4.1% |
0.01248 |
1.0% |
59% |
False |
False |
230,588 |
20 |
1.28119 |
1.20744 |
0.07375 |
5.9% |
0.01166 |
0.9% |
71% |
False |
False |
215,392 |
40 |
1.28119 |
1.20744 |
0.07375 |
5.9% |
0.01165 |
0.9% |
71% |
False |
False |
201,813 |
60 |
1.28119 |
1.14106 |
0.14013 |
11.1% |
0.01478 |
1.2% |
85% |
False |
False |
222,115 |
80 |
1.31990 |
1.14106 |
0.17884 |
14.2% |
0.01603 |
1.3% |
67% |
False |
False |
227,146 |
100 |
1.32083 |
1.14106 |
0.17977 |
14.3% |
0.01468 |
1.2% |
66% |
False |
False |
212,337 |
120 |
1.32836 |
1.14106 |
0.18730 |
14.9% |
0.01382 |
1.1% |
64% |
False |
False |
206,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.34621 |
2.618 |
1.31899 |
1.618 |
1.30231 |
1.000 |
1.29200 |
0.618 |
1.28563 |
HIGH |
1.27532 |
0.618 |
1.26895 |
0.500 |
1.26698 |
0.382 |
1.26501 |
LOW |
1.25864 |
0.618 |
1.24833 |
1.000 |
1.24196 |
1.618 |
1.23165 |
2.618 |
1.21497 |
4.250 |
1.18775 |
|
|
Fisher Pivots for day following 11-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.26698 |
1.26992 |
PP |
1.26467 |
1.26663 |
S1 |
1.26237 |
1.26335 |
|