Trading Metrics calculated at close of trading on 04-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
0.077503 |
0.083755 |
0.006252 |
8.1% |
0.056720 |
High |
0.085744 |
0.090010 |
0.004266 |
5.0% |
0.067385 |
Low |
0.077380 |
0.082735 |
0.005355 |
6.9% |
0.051059 |
Close |
0.083755 |
0.088215 |
0.004460 |
5.3% |
0.064692 |
Range |
0.008364 |
0.007275 |
-0.001089 |
-13.0% |
0.016326 |
ATR |
0.006137 |
0.006218 |
0.000081 |
1.3% |
0.000000 |
Volume |
355,923,616 |
362,658,816 |
6,735,200 |
1.9% |
584,431,200 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.108812 |
0.105788 |
0.092216 |
|
R3 |
0.101537 |
0.098513 |
0.090216 |
|
R2 |
0.094262 |
0.094262 |
0.089549 |
|
R1 |
0.091238 |
0.091238 |
0.088882 |
0.092750 |
PP |
0.086987 |
0.086987 |
0.086987 |
0.087743 |
S1 |
0.083963 |
0.083963 |
0.087548 |
0.085475 |
S2 |
0.079712 |
0.079712 |
0.086881 |
|
S3 |
0.072437 |
0.076688 |
0.086214 |
|
S4 |
0.065162 |
0.069413 |
0.084214 |
|
|
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 |
0.090010 |
0.062661 |
0.027349 |
31.0% |
0.010636 |
12.1% |
93% |
True |
False |
340,582,502 |
10 |
0.090010 |
0.051059 |
0.038951 |
44.2% |
0.007846 |
8.9% |
95% |
True |
False |
221,739,409 |
20 |
0.090010 |
0.042859 |
0.047151 |
53.5% |
0.006068 |
6.9% |
96% |
True |
False |
171,012,161 |
40 |
0.090010 |
0.031072 |
0.058938 |
66.8% |
0.004728 |
5.4% |
97% |
True |
False |
131,956,800 |
60 |
0.090010 |
0.018388 |
0.071622 |
81.2% |
0.004241 |
4.8% |
97% |
True |
False |
127,866,043 |
80 |
0.090010 |
0.018388 |
0.071622 |
81.2% |
0.004613 |
5.2% |
97% |
True |
False |
124,765,038 |
100 |
0.090010 |
0.018388 |
0.071622 |
81.2% |
0.004615 |
5.2% |
97% |
True |
False |
129,985,781 |
120 |
0.090010 |
0.018388 |
0.071622 |
81.2% |
0.004188 |
4.7% |
97% |
True |
False |
124,501,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.120929 |
2.618 |
0.109056 |
1.618 |
0.101781 |
1.000 |
0.097285 |
0.618 |
0.094506 |
HIGH |
0.090010 |
0.618 |
0.087231 |
0.500 |
0.086373 |
0.382 |
0.085514 |
LOW |
0.082735 |
0.618 |
0.078239 |
1.000 |
0.075460 |
1.618 |
0.070964 |
2.618 |
0.063689 |
4.250 |
0.051816 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
0.087601 |
0.085949 |
PP |
0.086987 |
0.083683 |
S1 |
0.086373 |
0.081417 |
|