Trading Metrics calculated at close of trading on 03-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
0.079900 |
0.077503 |
-0.002397 |
-3.0% |
0.056720 |
High |
0.083040 |
0.085744 |
0.002704 |
3.3% |
0.067385 |
Low |
0.072824 |
0.077380 |
0.004556 |
6.3% |
0.051059 |
Close |
0.077503 |
0.083755 |
0.006252 |
8.1% |
0.064692 |
Range |
0.010216 |
0.008364 |
-0.001852 |
-18.1% |
0.016326 |
ATR |
0.005966 |
0.006137 |
0.000171 |
2.9% |
0.000000 |
Volume |
364,289,792 |
355,923,616 |
-8,366,176 |
-2.3% |
584,431,200 |
|
Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.107385 |
0.103934 |
0.088355 |
|
R3 |
0.099021 |
0.095570 |
0.086055 |
|
R2 |
0.090657 |
0.090657 |
0.085288 |
|
R1 |
0.087206 |
0.087206 |
0.084522 |
0.088932 |
PP |
0.082293 |
0.082293 |
0.082293 |
0.083156 |
S1 |
0.078842 |
0.078842 |
0.082988 |
0.080568 |
S2 |
0.073929 |
0.073929 |
0.082222 |
|
S3 |
0.065565 |
0.070478 |
0.081455 |
|
S4 |
0.057201 |
0.062114 |
0.079155 |
|
|
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 |
0.054504 |
0.031770 |
37.9% |
0.011000 |
13.1% |
92% |
False |
False |
290,957,702 |
10 |
0.086274 |
0.050349 |
0.035925 |
42.9% |
0.007838 |
9.4% |
93% |
False |
False |
199,585,243 |
20 |
0.086274 |
0.042859 |
0.043415 |
51.8% |
0.005854 |
7.0% |
94% |
False |
False |
156,721,774 |
40 |
0.086274 |
0.031072 |
0.055202 |
65.9% |
0.004578 |
5.5% |
95% |
False |
False |
124,737,691 |
60 |
0.086274 |
0.018388 |
0.067886 |
81.1% |
0.004333 |
5.2% |
96% |
False |
False |
126,406,291 |
80 |
0.086274 |
0.018388 |
0.067886 |
81.1% |
0.004604 |
5.5% |
96% |
False |
False |
122,672,887 |
100 |
0.086274 |
0.018388 |
0.067886 |
81.1% |
0.004573 |
5.5% |
96% |
False |
False |
127,831,941 |
120 |
0.086274 |
0.018388 |
0.067886 |
81.1% |
0.004141 |
4.9% |
96% |
False |
False |
122,376,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.121291 |
2.618 |
0.107641 |
1.618 |
0.099277 |
1.000 |
0.094108 |
0.618 |
0.090913 |
HIGH |
0.085744 |
0.618 |
0.082549 |
0.500 |
0.081562 |
0.382 |
0.080575 |
LOW |
0.077380 |
0.618 |
0.072211 |
1.000 |
0.069016 |
1.618 |
0.063847 |
2.618 |
0.055483 |
4.250 |
0.041833 |
|
|
Fisher Pivots for day following 03-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
0.083024 |
0.080828 |
PP |
0.082293 |
0.077900 |
S1 |
0.081562 |
0.074973 |
|