Trading Metrics calculated at close of trading on 09-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10.5016 |
11.0138 |
0.5122 |
4.9% |
10.2240 |
High |
11.2880 |
11.2812 |
-0.0068 |
-0.1% |
10.2910 |
Low |
10.4261 |
10.4663 |
0.0402 |
0.4% |
9.3309 |
Close |
11.0138 |
10.7982 |
-0.2156 |
-2.0% |
9.8752 |
Range |
0.8619 |
0.8149 |
-0.0470 |
-5.5% |
0.9601 |
ATR |
0.6364 |
0.6491 |
0.0128 |
2.0% |
0.0000 |
Volume |
743,666 |
731,260 |
-12,406 |
-1.7% |
1,167,431 |
|
Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.2933 |
12.8606 |
11.2464 |
|
R3 |
12.4784 |
12.0457 |
11.0223 |
|
R2 |
11.6635 |
11.6635 |
10.9476 |
|
R1 |
11.2308 |
11.2308 |
10.8729 |
11.0397 |
PP |
10.8486 |
10.8486 |
10.8486 |
10.7530 |
S1 |
10.4159 |
10.4159 |
10.7235 |
10.2248 |
S2 |
10.0337 |
10.0337 |
10.6488 |
|
S3 |
9.2188 |
9.6010 |
10.5741 |
|
S4 |
8.4039 |
8.7861 |
10.3500 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.7127 |
12.2540 |
10.4033 |
|
R3 |
11.7526 |
11.2939 |
10.1392 |
|
R2 |
10.7925 |
10.7925 |
10.0512 |
|
R1 |
10.3338 |
10.3338 |
9.9632 |
10.0831 |
PP |
9.8324 |
9.8324 |
9.8324 |
9.7070 |
S1 |
9.3737 |
9.3737 |
9.7872 |
9.1230 |
S2 |
8.8723 |
8.8723 |
9.6992 |
|
S3 |
7.9122 |
8.4136 |
9.6112 |
|
S4 |
6.9521 |
7.4535 |
9.3471 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.2880 |
9.6443 |
1.6437 |
15.2% |
0.6095 |
5.6% |
70% |
False |
False |
522,171 |
10 |
11.2880 |
9.3309 |
1.9571 |
18.1% |
0.5599 |
5.2% |
75% |
False |
False |
392,274 |
20 |
11.2880 |
9.3309 |
1.9571 |
18.1% |
0.6047 |
5.6% |
75% |
False |
False |
429,483 |
40 |
13.1493 |
9.2147 |
3.9346 |
36.4% |
0.7018 |
6.5% |
40% |
False |
False |
513,853 |
60 |
13.1493 |
7.1302 |
6.0191 |
55.7% |
0.6941 |
6.4% |
61% |
False |
False |
510,450 |
80 |
13.1493 |
5.7899 |
7.3594 |
68.2% |
0.6676 |
6.2% |
68% |
False |
False |
499,300 |
100 |
14.4347 |
4.0141 |
10.4206 |
96.5% |
0.7901 |
7.3% |
65% |
False |
False |
523,520 |
120 |
16.7241 |
4.0141 |
12.7100 |
117.7% |
0.8525 |
7.9% |
53% |
False |
False |
672,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.7445 |
2.618 |
13.4146 |
1.618 |
12.5997 |
1.000 |
12.0961 |
0.618 |
11.7848 |
HIGH |
11.2812 |
0.618 |
10.9699 |
0.500 |
10.8738 |
0.382 |
10.7776 |
LOW |
10.4663 |
0.618 |
9.9627 |
1.000 |
9.6514 |
1.618 |
9.1478 |
2.618 |
8.3329 |
4.250 |
7.0030 |
|
|
Fisher Pivots for day following 09-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.8738 |
10.7814 |
PP |
10.8486 |
10.7646 |
S1 |
10.8234 |
10.7478 |
|