Trading Metrics calculated at close of trading on 06-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.233976 |
0.241066 |
0.007090 |
3.0% |
0.236566 |
High |
0.243697 |
0.246782 |
0.003085 |
1.3% |
0.246782 |
Low |
0.233181 |
0.238321 |
0.005140 |
2.2% |
0.224340 |
Close |
0.241066 |
0.244061 |
0.002995 |
1.2% |
0.244061 |
Range |
0.010516 |
0.008461 |
-0.002055 |
-19.5% |
0.022442 |
ATR |
0.020142 |
0.019308 |
-0.000834 |
-4.1% |
0.000000 |
Volume |
22,640,540 |
19,107,740 |
-3,532,800 |
-15.6% |
110,276,112 |
|
Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.268438 |
0.264710 |
0.248715 |
|
R3 |
0.259977 |
0.256249 |
0.246388 |
|
R2 |
0.251516 |
0.251516 |
0.245612 |
|
R1 |
0.247788 |
0.247788 |
0.244837 |
0.249652 |
PP |
0.243055 |
0.243055 |
0.243055 |
0.243987 |
S1 |
0.239327 |
0.239327 |
0.243285 |
0.241191 |
S2 |
0.234594 |
0.234594 |
0.242510 |
|
S3 |
0.226133 |
0.230866 |
0.241734 |
|
S4 |
0.217672 |
0.222405 |
0.239407 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.305720 |
0.297333 |
0.256404 |
|
R3 |
0.283278 |
0.274891 |
0.250233 |
|
R2 |
0.260836 |
0.260836 |
0.248175 |
|
R1 |
0.252449 |
0.252449 |
0.246118 |
0.256643 |
PP |
0.238394 |
0.238394 |
0.238394 |
0.240491 |
S1 |
0.230007 |
0.230007 |
0.242004 |
0.234201 |
S2 |
0.215952 |
0.215952 |
0.239947 |
|
S3 |
0.193510 |
0.207565 |
0.237889 |
|
S4 |
0.171068 |
0.185123 |
0.231718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.246782 |
0.224340 |
0.022442 |
9.2% |
0.011383 |
4.7% |
88% |
True |
False |
22,055,222 |
10 |
0.285395 |
0.224120 |
0.061275 |
25.1% |
0.017084 |
7.0% |
33% |
False |
False |
38,055,238 |
20 |
0.346676 |
0.224120 |
0.122556 |
50.2% |
0.023964 |
9.8% |
16% |
False |
False |
94,654,650 |
40 |
0.346676 |
0.208271 |
0.138405 |
56.7% |
0.020114 |
8.2% |
26% |
False |
False |
106,181,281 |
60 |
0.346676 |
0.175509 |
0.171167 |
70.1% |
0.017488 |
7.2% |
40% |
False |
False |
98,786,671 |
80 |
0.346676 |
0.175509 |
0.171167 |
70.1% |
0.016262 |
6.7% |
40% |
False |
False |
93,423,903 |
100 |
0.346676 |
0.175509 |
0.171167 |
70.1% |
0.016432 |
6.7% |
40% |
False |
False |
89,595,618 |
120 |
0.346676 |
0.175509 |
0.171167 |
70.1% |
0.017083 |
7.0% |
40% |
False |
False |
90,273,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.282741 |
2.618 |
0.268933 |
1.618 |
0.260472 |
1.000 |
0.255243 |
0.618 |
0.252011 |
HIGH |
0.246782 |
0.618 |
0.243550 |
0.500 |
0.242552 |
0.382 |
0.241553 |
LOW |
0.238321 |
0.618 |
0.233092 |
1.000 |
0.229860 |
1.618 |
0.224631 |
2.618 |
0.216170 |
4.250 |
0.202362 |
|
|
Fisher Pivots for day following 06-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.243558 |
0.242323 |
PP |
0.243055 |
0.240584 |
S1 |
0.242552 |
0.238846 |
|