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 |
1.25485 |
1.25733 |
0.00248 |
0.2% |
1.21774 |
High |
1.26143 |
1.26320 |
0.00177 |
0.1% |
1.23932 |
Low |
1.25448 |
1.25001 |
-0.00447 |
-0.4% |
1.21632 |
Close |
1.25733 |
1.25941 |
0.00208 |
0.2% |
1.23459 |
Range |
0.00695 |
0.01319 |
0.00624 |
89.8% |
0.02300 |
ATR |
0.01178 |
0.01188 |
0.00010 |
0.9% |
0.00000 |
Volume |
231,311 |
234,879 |
3,568 |
1.5% |
1,056,963 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.29711 |
1.29145 |
1.26666 |
|
R3 |
1.28392 |
1.27826 |
1.26304 |
|
R2 |
1.27073 |
1.27073 |
1.26183 |
|
R1 |
1.26507 |
1.26507 |
1.26062 |
1.26790 |
PP |
1.25754 |
1.25754 |
1.25754 |
1.25896 |
S1 |
1.25188 |
1.25188 |
1.25820 |
1.25471 |
S2 |
1.24435 |
1.24435 |
1.25699 |
|
S3 |
1.23116 |
1.23869 |
1.25578 |
|
S4 |
1.21797 |
1.22550 |
1.25216 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.29908 |
1.28983 |
1.24724 |
|
R3 |
1.27608 |
1.26683 |
1.24092 |
|
R2 |
1.25308 |
1.25308 |
1.23881 |
|
R1 |
1.24383 |
1.24383 |
1.23670 |
1.24846 |
PP |
1.23008 |
1.23008 |
1.23008 |
1.23239 |
S1 |
1.22083 |
1.22083 |
1.23248 |
1.22546 |
S2 |
1.20708 |
1.20708 |
1.23037 |
|
S3 |
1.18408 |
1.19783 |
1.22827 |
|
S4 |
1.16108 |
1.17483 |
1.22194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.26320 |
1.22905 |
0.03415 |
2.7% |
0.01170 |
0.9% |
89% |
True |
False |
225,925 |
10 |
1.26320 |
1.21611 |
0.04709 |
3.7% |
0.01140 |
0.9% |
92% |
True |
False |
211,246 |
20 |
1.26320 |
1.20744 |
0.05576 |
4.4% |
0.01132 |
0.9% |
93% |
True |
False |
205,517 |
40 |
1.26463 |
1.20744 |
0.05719 |
4.5% |
0.01148 |
0.9% |
91% |
False |
False |
192,006 |
60 |
1.26463 |
1.14106 |
0.12357 |
9.8% |
0.01672 |
1.3% |
96% |
False |
False |
235,803 |
80 |
1.31990 |
1.14106 |
0.17884 |
14.2% |
0.01569 |
1.2% |
66% |
False |
False |
222,267 |
100 |
1.32083 |
1.14106 |
0.17977 |
14.3% |
0.01444 |
1.1% |
66% |
False |
False |
208,600 |
120 |
1.32836 |
1.14106 |
0.18730 |
14.9% |
0.01367 |
1.1% |
63% |
False |
False |
204,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.31926 |
2.618 |
1.29773 |
1.618 |
1.28454 |
1.000 |
1.27639 |
0.618 |
1.27135 |
HIGH |
1.26320 |
0.618 |
1.25816 |
0.500 |
1.25661 |
0.382 |
1.25505 |
LOW |
1.25001 |
0.618 |
1.24186 |
1.000 |
1.23682 |
1.618 |
1.22867 |
2.618 |
1.21548 |
4.250 |
1.19395 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.25848 |
1.25810 |
PP |
1.25754 |
1.25680 |
S1 |
1.25661 |
1.25549 |
|