Trading Metrics calculated at close of trading on 27-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2020 |
27-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
12.5148 |
10.9873 |
-1.5275 |
-12.2% |
16.5314 |
High |
12.6540 |
11.6836 |
-0.9704 |
-7.7% |
16.7241 |
Low |
10.7867 |
10.4076 |
-0.3791 |
-3.5% |
13.4167 |
Close |
10.9873 |
11.2092 |
0.2219 |
2.0% |
13.9039 |
Range |
1.8673 |
1.2760 |
-0.5913 |
-31.7% |
3.3074 |
ATR |
1.2132 |
1.2177 |
0.0045 |
0.4% |
0.0000 |
Volume |
787,631 |
816,533 |
28,902 |
3.7% |
7,397,005 |
|
Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.9281 |
14.3447 |
11.9110 |
|
R3 |
13.6521 |
13.0687 |
11.5601 |
|
R2 |
12.3761 |
12.3761 |
11.4431 |
|
R1 |
11.7927 |
11.7927 |
11.3262 |
12.0844 |
PP |
11.1001 |
11.1001 |
11.1001 |
11.2460 |
S1 |
10.5167 |
10.5167 |
11.0922 |
10.8084 |
S2 |
9.8241 |
9.8241 |
10.9753 |
|
S3 |
8.5481 |
9.2407 |
10.8583 |
|
S4 |
7.2721 |
7.9647 |
10.5074 |
|
|
Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.6038 |
22.5612 |
15.7230 |
|
R3 |
21.2964 |
19.2538 |
14.8134 |
|
R2 |
17.9890 |
17.9890 |
14.5103 |
|
R1 |
15.9464 |
15.9464 |
14.2071 |
15.3140 |
PP |
14.6816 |
14.6816 |
14.6816 |
14.3654 |
S1 |
12.6390 |
12.6390 |
13.6007 |
12.0066 |
S2 |
11.3742 |
11.3742 |
13.2975 |
|
S3 |
8.0668 |
9.3316 |
12.9944 |
|
S4 |
4.7594 |
6.0242 |
12.0848 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14.4347 |
10.4076 |
4.0271 |
35.9% |
1.2608 |
11.2% |
20% |
False |
True |
676,759 |
10 |
16.7241 |
10.4076 |
6.3165 |
56.4% |
1.5377 |
13.7% |
13% |
False |
True |
1,225,989 |
20 |
16.7241 |
10.4076 |
6.3165 |
56.4% |
1.3160 |
11.7% |
13% |
False |
True |
1,352,692 |
40 |
16.7241 |
8.3535 |
8.3706 |
74.7% |
1.0435 |
9.3% |
34% |
False |
False |
1,105,929 |
60 |
16.7241 |
7.7692 |
8.9549 |
79.9% |
0.8419 |
7.5% |
38% |
False |
False |
993,089 |
80 |
16.7241 |
7.7692 |
8.9549 |
79.9% |
0.8598 |
7.7% |
38% |
False |
False |
1,135,489 |
100 |
16.7241 |
6.7061 |
10.0180 |
89.4% |
0.8551 |
7.6% |
45% |
False |
False |
1,201,957 |
120 |
16.7241 |
6.7061 |
10.0180 |
89.4% |
0.8090 |
7.2% |
45% |
False |
False |
1,131,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17.1066 |
2.618 |
15.0242 |
1.618 |
13.7482 |
1.000 |
12.9596 |
0.618 |
12.4722 |
HIGH |
11.6836 |
0.618 |
11.1962 |
0.500 |
11.0456 |
0.382 |
10.8950 |
LOW |
10.4076 |
0.618 |
9.6190 |
1.000 |
9.1316 |
1.618 |
8.3430 |
2.618 |
7.0670 |
4.250 |
4.9846 |
|
|
Fisher Pivots for day following 27-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
11.1547 |
11.9465 |
PP |
11.1001 |
11.7007 |
S1 |
11.0456 |
11.4550 |
|