Trading Metrics calculated at close of trading on 20-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
116.3920 |
137.1660 |
20.7740 |
17.8% |
127.0130 |
High |
140.3280 |
152.1860 |
11.8580 |
8.5% |
152.1860 |
Low |
115.1000 |
116.8380 |
1.7380 |
1.5% |
101.4010 |
Close |
137.1660 |
125.3340 |
-11.8320 |
-8.6% |
125.3340 |
Range |
25.2280 |
35.3480 |
10.1200 |
40.1% |
50.7850 |
ATR |
24.9721 |
25.7132 |
0.7411 |
3.0% |
0.0000 |
Volume |
1,925,806 |
2,695,282 |
769,476 |
40.0% |
12,337,152 |
|
Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
237.4967 |
216.7633 |
144.7754 |
|
R3 |
202.1487 |
181.4153 |
135.0547 |
|
R2 |
166.8007 |
166.8007 |
131.8145 |
|
R1 |
146.0673 |
146.0673 |
128.5742 |
138.7600 |
PP |
131.4527 |
131.4527 |
131.4527 |
127.7990 |
S1 |
110.7193 |
110.7193 |
122.0938 |
103.4120 |
S2 |
96.1047 |
96.1047 |
118.8535 |
|
S3 |
60.7567 |
75.3713 |
115.6133 |
|
S4 |
25.4087 |
40.0233 |
105.8926 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
278.6620 |
252.7830 |
153.2658 |
|
R3 |
227.8770 |
201.9980 |
139.2999 |
|
R2 |
177.0920 |
177.0920 |
134.6446 |
|
R1 |
151.2130 |
151.2130 |
129.9893 |
138.7600 |
PP |
126.3070 |
126.3070 |
126.3070 |
120.0805 |
S1 |
100.4280 |
100.4280 |
120.6787 |
87.9750 |
S2 |
75.5220 |
75.5220 |
116.0234 |
|
S3 |
24.7370 |
49.6430 |
111.3681 |
|
S4 |
-26.0480 |
-1.1420 |
97.4023 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.1860 |
101.4010 |
50.7850 |
40.5% |
23.9576 |
19.1% |
47% |
True |
False |
2,467,430 |
10 |
252.0520 |
89.5050 |
162.5470 |
129.7% |
33.7057 |
26.9% |
22% |
False |
False |
2,834,193 |
20 |
277.6430 |
89.5050 |
188.1380 |
150.1% |
26.5324 |
21.2% |
19% |
False |
False |
2,024,977 |
40 |
288.2310 |
89.5050 |
198.7260 |
158.6% |
22.8334 |
18.2% |
18% |
False |
False |
1,753,783 |
60 |
288.2310 |
89.5050 |
198.7260 |
158.6% |
18.3031 |
14.6% |
18% |
False |
False |
1,483,015 |
80 |
288.2310 |
89.5050 |
198.7260 |
158.6% |
15.3342 |
12.2% |
18% |
False |
False |
1,309,134 |
100 |
288.2310 |
89.5050 |
198.7260 |
158.6% |
14.0921 |
11.2% |
18% |
False |
False |
1,232,263 |
120 |
288.2310 |
89.5050 |
198.7260 |
158.6% |
13.5475 |
10.8% |
18% |
False |
False |
1,187,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
302.4150 |
2.618 |
244.7271 |
1.618 |
209.3791 |
1.000 |
187.5340 |
0.618 |
174.0311 |
HIGH |
152.1860 |
0.618 |
138.6831 |
0.500 |
134.5120 |
0.382 |
130.3409 |
LOW |
116.8380 |
0.618 |
94.9929 |
1.000 |
81.4900 |
1.618 |
59.6449 |
2.618 |
24.2969 |
4.250 |
-33.3910 |
|
|
Fisher Pivots for day following 20-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
134.5120 |
131.2305 |
PP |
131.4527 |
129.2650 |
S1 |
128.3933 |
127.2995 |
|