Trading Metrics calculated at close of trading on 01-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.265030 |
0.251600 |
-0.013430 |
-5.1% |
0.290820 |
High |
0.268270 |
0.260890 |
-0.007380 |
-2.8% |
0.298610 |
Low |
0.237840 |
0.238260 |
0.000420 |
0.2% |
0.163250 |
Close |
0.251600 |
0.244630 |
-0.006970 |
-2.8% |
0.250840 |
Range |
0.030430 |
0.022630 |
-0.007800 |
-25.6% |
0.135360 |
ATR |
0.052712 |
0.050563 |
-0.002149 |
-4.1% |
0.000000 |
Volume |
5,816,369 |
7,211,568 |
1,395,199 |
24.0% |
115,307,804 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.315817 |
0.302853 |
0.257077 |
|
R3 |
0.293187 |
0.280223 |
0.250853 |
|
R2 |
0.270557 |
0.270557 |
0.248779 |
|
R1 |
0.257593 |
0.257593 |
0.246704 |
0.252760 |
PP |
0.247927 |
0.247927 |
0.247927 |
0.245510 |
S1 |
0.234963 |
0.234963 |
0.242556 |
0.230130 |
S2 |
0.225297 |
0.225297 |
0.240481 |
|
S3 |
0.202667 |
0.212333 |
0.238407 |
|
S4 |
0.180037 |
0.189703 |
0.232184 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.643647 |
0.582603 |
0.325288 |
|
R3 |
0.508287 |
0.447243 |
0.288064 |
|
R2 |
0.372927 |
0.372927 |
0.275656 |
|
R1 |
0.311883 |
0.311883 |
0.263248 |
0.274725 |
PP |
0.237567 |
0.237567 |
0.237567 |
0.218988 |
S1 |
0.176523 |
0.176523 |
0.238432 |
0.139365 |
S2 |
0.102207 |
0.102207 |
0.226024 |
|
S3 |
-0.033153 |
0.041163 |
0.213616 |
|
S4 |
-0.168513 |
-0.094197 |
0.176392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.289310 |
0.229120 |
0.060190 |
24.6% |
0.034368 |
14.0% |
26% |
False |
False |
9,972,314 |
10 |
0.307460 |
0.163250 |
0.144210 |
59.0% |
0.045962 |
18.8% |
56% |
False |
False |
14,908,503 |
20 |
0.408730 |
0.163250 |
0.245480 |
100.3% |
0.039565 |
16.2% |
33% |
False |
False |
11,117,377 |
40 |
0.738000 |
0.163250 |
0.574750 |
234.9% |
0.076157 |
31.1% |
14% |
False |
False |
24,267,789 |
60 |
0.738000 |
0.058817 |
0.679183 |
277.6% |
0.077718 |
31.8% |
27% |
False |
False |
25,138,566 |
80 |
0.738000 |
0.049697 |
0.688303 |
281.4% |
0.059371 |
24.3% |
28% |
False |
False |
18,853,924 |
100 |
0.738000 |
0.042410 |
0.695590 |
284.3% |
0.049009 |
20.0% |
29% |
False |
False |
15,083,139 |
120 |
0.738000 |
0.007294 |
0.730706 |
298.7% |
0.042231 |
17.3% |
32% |
False |
False |
12,569,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.357068 |
2.618 |
0.320135 |
1.618 |
0.297505 |
1.000 |
0.283520 |
0.618 |
0.274875 |
HIGH |
0.260890 |
0.618 |
0.252245 |
0.500 |
0.249575 |
0.382 |
0.246905 |
LOW |
0.238260 |
0.618 |
0.224275 |
1.000 |
0.215630 |
1.618 |
0.201645 |
2.618 |
0.179015 |
4.250 |
0.142083 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.249575 |
0.256480 |
PP |
0.247927 |
0.252530 |
S1 |
0.246278 |
0.248580 |
|