Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.156738 |
0.153370 |
-0.003368 |
-2.1% |
0.244061 |
High |
0.167569 |
0.163366 |
-0.004203 |
-2.5% |
0.246109 |
Low |
0.114117 |
0.128875 |
0.014758 |
12.9% |
0.114117 |
Close |
0.153370 |
0.139250 |
-0.014120 |
-9.2% |
0.153370 |
Range |
0.053452 |
0.034491 |
-0.018961 |
-35.5% |
0.131992 |
ATR |
0.025387 |
0.026037 |
0.000650 |
2.6% |
0.000000 |
Volume |
706,052,352 |
306,707,936 |
-399,344,416 |
-56.6% |
1,732,438,812 |
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.247303 |
0.227768 |
0.158220 |
|
R3 |
0.212812 |
0.193277 |
0.148735 |
|
R2 |
0.178321 |
0.178321 |
0.145573 |
|
R1 |
0.158786 |
0.158786 |
0.142412 |
0.151308 |
PP |
0.143830 |
0.143830 |
0.143830 |
0.140092 |
S1 |
0.124295 |
0.124295 |
0.136088 |
0.116817 |
S2 |
0.109339 |
0.109339 |
0.132927 |
|
S3 |
0.074848 |
0.089804 |
0.129765 |
|
S4 |
0.040357 |
0.055313 |
0.120280 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.567175 |
0.492264 |
0.225966 |
|
R3 |
0.435183 |
0.360272 |
0.189668 |
|
R2 |
0.303191 |
0.303191 |
0.177569 |
|
R1 |
0.228280 |
0.228280 |
0.165469 |
0.199740 |
PP |
0.171199 |
0.171199 |
0.171199 |
0.156928 |
S1 |
0.096288 |
0.096288 |
0.141271 |
0.067748 |
S2 |
0.039207 |
0.039207 |
0.129171 |
|
S3 |
-0.092785 |
-0.035704 |
0.117072 |
|
S4 |
-0.224777 |
-0.167696 |
0.080774 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.216024 |
0.114117 |
0.101907 |
73.2% |
0.035402 |
25.4% |
25% |
False |
False |
362,762,364 |
10 |
0.246782 |
0.114117 |
0.132665 |
95.3% |
0.026280 |
18.9% |
19% |
False |
False |
212,452,138 |
20 |
0.308758 |
0.114117 |
0.194641 |
139.8% |
0.024576 |
17.6% |
13% |
False |
False |
139,054,188 |
40 |
0.346676 |
0.114117 |
0.232559 |
167.0% |
0.022708 |
16.3% |
11% |
False |
False |
140,075,299 |
60 |
0.346676 |
0.114117 |
0.232559 |
167.0% |
0.019500 |
14.0% |
11% |
False |
False |
121,653,385 |
80 |
0.346676 |
0.114117 |
0.232559 |
167.0% |
0.017547 |
12.6% |
11% |
False |
False |
111,099,566 |
100 |
0.346676 |
0.114117 |
0.232559 |
167.0% |
0.017187 |
12.3% |
11% |
False |
False |
104,828,586 |
120 |
0.346676 |
0.114117 |
0.232559 |
167.0% |
0.017556 |
12.6% |
11% |
False |
False |
100,782,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.309953 |
2.618 |
0.253663 |
1.618 |
0.219172 |
1.000 |
0.197857 |
0.618 |
0.184681 |
HIGH |
0.163366 |
0.618 |
0.150190 |
0.500 |
0.146121 |
0.382 |
0.142051 |
LOW |
0.128875 |
0.618 |
0.107560 |
1.000 |
0.094384 |
1.618 |
0.073069 |
2.618 |
0.038578 |
4.250 |
-0.017712 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.146121 |
0.161793 |
PP |
0.143830 |
0.154279 |
S1 |
0.141540 |
0.146764 |
|