Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.331020 |
0.322740 |
-0.008280 |
-2.5% |
0.332530 |
High |
0.347500 |
0.346410 |
-0.001090 |
-0.3% |
0.380360 |
Low |
0.301400 |
0.311260 |
0.009860 |
3.3% |
0.249440 |
Close |
0.312180 |
0.341200 |
0.029020 |
9.3% |
0.312180 |
Range |
0.046100 |
0.035150 |
-0.010950 |
-23.8% |
0.130920 |
ATR |
0.095736 |
0.091409 |
-0.004328 |
-4.5% |
0.000000 |
Volume |
10,544,070 |
13,609,673 |
3,065,603 |
29.1% |
86,063,320 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.438407 |
0.424953 |
0.360533 |
|
R3 |
0.403257 |
0.389803 |
0.350866 |
|
R2 |
0.368107 |
0.368107 |
0.347644 |
|
R1 |
0.354653 |
0.354653 |
0.344422 |
0.361380 |
PP |
0.332957 |
0.332957 |
0.332957 |
0.336320 |
S1 |
0.319503 |
0.319503 |
0.337978 |
0.326230 |
S2 |
0.297807 |
0.297807 |
0.334756 |
|
S3 |
0.262657 |
0.284353 |
0.331534 |
|
S4 |
0.227507 |
0.249203 |
0.321868 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.706753 |
0.640387 |
0.384186 |
|
R3 |
0.575833 |
0.509467 |
0.348183 |
|
R2 |
0.444913 |
0.444913 |
0.336182 |
|
R1 |
0.378547 |
0.378547 |
0.324181 |
0.346270 |
PP |
0.313993 |
0.313993 |
0.313993 |
0.297855 |
S1 |
0.247627 |
0.247627 |
0.300179 |
0.215350 |
S2 |
0.183073 |
0.183073 |
0.288178 |
|
S3 |
0.052153 |
0.116707 |
0.276177 |
|
S4 |
-0.078767 |
-0.014213 |
0.240174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.380360 |
0.301400 |
0.078960 |
23.1% |
0.039146 |
11.5% |
50% |
False |
False |
14,292,957 |
10 |
0.515620 |
0.215000 |
0.300620 |
88.1% |
0.085644 |
25.1% |
42% |
False |
False |
27,184,523 |
20 |
0.738000 |
0.215000 |
0.523000 |
153.3% |
0.122852 |
36.0% |
24% |
False |
False |
45,051,451 |
40 |
0.738000 |
0.057641 |
0.680359 |
199.4% |
0.092932 |
27.2% |
42% |
False |
False |
30,047,094 |
60 |
0.738000 |
0.049697 |
0.688303 |
201.7% |
0.063290 |
18.5% |
42% |
False |
False |
20,031,396 |
80 |
0.738000 |
0.042410 |
0.695590 |
203.9% |
0.049607 |
14.5% |
43% |
False |
False |
15,023,547 |
100 |
0.738000 |
0.007294 |
0.730706 |
214.2% |
0.041074 |
12.0% |
46% |
False |
False |
12,018,837 |
120 |
0.738000 |
0.003178 |
0.734822 |
215.4% |
0.034385 |
10.1% |
46% |
False |
False |
10,015,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.495798 |
2.618 |
0.438433 |
1.618 |
0.403283 |
1.000 |
0.381560 |
0.618 |
0.368133 |
HIGH |
0.346410 |
0.618 |
0.332983 |
0.500 |
0.328835 |
0.382 |
0.324687 |
LOW |
0.311260 |
0.618 |
0.289537 |
1.000 |
0.276110 |
1.618 |
0.254387 |
2.618 |
0.219237 |
4.250 |
0.161873 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.337078 |
0.336858 |
PP |
0.332957 |
0.332517 |
S1 |
0.328835 |
0.328175 |
|