Trading Metrics calculated at close of trading on 01-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
0.062948 |
0.064692 |
0.001744 |
2.8% |
0.056720 |
High |
0.067385 |
0.086274 |
0.018889 |
28.0% |
0.067385 |
Low |
0.062661 |
0.063671 |
0.001010 |
1.6% |
0.051059 |
Close |
0.064692 |
0.079745 |
0.015053 |
23.3% |
0.064692 |
Range |
0.004724 |
0.022603 |
0.017879 |
378.5% |
0.016326 |
ATR |
0.004334 |
0.005639 |
0.001305 |
30.1% |
0.000000 |
Volume |
197,208,544 |
422,831,744 |
225,623,200 |
114.4% |
584,431,200 |
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.144372 |
0.134662 |
0.092177 |
|
R3 |
0.121769 |
0.112059 |
0.085961 |
|
R2 |
0.099166 |
0.099166 |
0.083889 |
|
R1 |
0.089456 |
0.089456 |
0.081817 |
0.094311 |
PP |
0.076563 |
0.076563 |
0.076563 |
0.078991 |
S1 |
0.066853 |
0.066853 |
0.077673 |
0.071708 |
S2 |
0.053960 |
0.053960 |
0.075601 |
|
S3 |
0.031357 |
0.044250 |
0.073529 |
|
S4 |
0.008754 |
0.021647 |
0.067313 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.110023 |
0.103684 |
0.073671 |
|
R3 |
0.093697 |
0.087358 |
0.069182 |
|
R2 |
0.077371 |
0.077371 |
0.067685 |
|
R1 |
0.071032 |
0.071032 |
0.066189 |
0.074202 |
PP |
0.061045 |
0.061045 |
0.061045 |
0.062630 |
S1 |
0.054706 |
0.054706 |
0.063195 |
0.057876 |
S2 |
0.044719 |
0.044719 |
0.061699 |
|
S3 |
0.028393 |
0.038380 |
0.060202 |
|
S4 |
0.012067 |
0.022054 |
0.055713 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.086274 |
0.052008 |
0.034266 |
43.0% |
0.008267 |
10.4% |
81% |
True |
False |
182,163,644 |
10 |
0.086274 |
0.050349 |
0.035925 |
45.0% |
0.006680 |
8.4% |
82% |
True |
False |
148,316,164 |
20 |
0.086274 |
0.042859 |
0.043415 |
54.4% |
0.005133 |
6.4% |
85% |
True |
False |
128,496,306 |
40 |
0.086274 |
0.031072 |
0.055202 |
69.2% |
0.004227 |
5.3% |
88% |
True |
False |
112,301,289 |
60 |
0.086274 |
0.018388 |
0.067886 |
85.1% |
0.004143 |
5.2% |
90% |
True |
False |
117,849,575 |
80 |
0.086274 |
0.018388 |
0.067886 |
85.1% |
0.004523 |
5.7% |
90% |
True |
False |
116,502,722 |
100 |
0.086274 |
0.018388 |
0.067886 |
85.1% |
0.004471 |
5.6% |
90% |
True |
False |
124,732,057 |
120 |
0.086274 |
0.018388 |
0.067886 |
85.1% |
0.004043 |
5.1% |
90% |
True |
False |
118,339,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.182337 |
2.618 |
0.145449 |
1.618 |
0.122846 |
1.000 |
0.108877 |
0.618 |
0.100243 |
HIGH |
0.086274 |
0.618 |
0.077640 |
0.500 |
0.074973 |
0.382 |
0.072305 |
LOW |
0.063671 |
0.618 |
0.049702 |
1.000 |
0.041068 |
1.618 |
0.027099 |
2.618 |
0.004496 |
4.250 |
-0.032392 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
0.078154 |
0.076626 |
PP |
0.076563 |
0.073508 |
S1 |
0.074973 |
0.070389 |
|