Trading Metrics calculated at close of trading on 04-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
12.1515 |
11.5258 |
-0.6257 |
-5.1% |
13.8997 |
High |
12.1583 |
12.0435 |
-0.1148 |
-0.9% |
14.4347 |
Low |
11.3932 |
11.5065 |
0.1133 |
1.0% |
10.4076 |
Close |
11.5258 |
11.6403 |
0.1145 |
1.0% |
11.1978 |
Range |
0.7651 |
0.5370 |
-0.2281 |
-29.8% |
4.0271 |
ATR |
1.1754 |
1.1298 |
-0.0456 |
-3.9% |
0.0000 |
Volume |
522,366 |
473,137 |
-49,229 |
-9.4% |
3,470,744 |
|
Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.3411 |
13.0277 |
11.9357 |
|
R3 |
12.8041 |
12.4907 |
11.7880 |
|
R2 |
12.2671 |
12.2671 |
11.7388 |
|
R1 |
11.9537 |
11.9537 |
11.6895 |
12.1104 |
PP |
11.7301 |
11.7301 |
11.7301 |
11.8085 |
S1 |
11.4167 |
11.4167 |
11.5911 |
11.5734 |
S2 |
11.1931 |
11.1931 |
11.5419 |
|
S3 |
10.6561 |
10.8797 |
11.4926 |
|
S4 |
10.1191 |
10.3427 |
11.3450 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.0947 |
21.6733 |
13.4127 |
|
R3 |
20.0676 |
17.6462 |
12.3053 |
|
R2 |
16.0405 |
16.0405 |
11.9361 |
|
R1 |
13.6191 |
13.6191 |
11.5670 |
12.8163 |
PP |
12.0134 |
12.0134 |
12.0134 |
11.6119 |
S1 |
9.5920 |
9.5920 |
10.8286 |
8.7892 |
S2 |
7.9863 |
7.9863 |
10.4595 |
|
S3 |
3.9592 |
5.5649 |
10.0903 |
|
S4 |
-0.0679 |
1.5378 |
8.9829 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.2076 |
10.4076 |
1.8000 |
15.5% |
0.9695 |
8.3% |
68% |
False |
False |
594,614 |
10 |
14.4347 |
10.4076 |
4.0271 |
34.6% |
1.0750 |
9.2% |
31% |
False |
False |
628,632 |
20 |
16.7241 |
10.4076 |
6.3165 |
54.3% |
1.3149 |
11.3% |
20% |
False |
False |
1,224,409 |
40 |
16.7241 |
9.0608 |
7.6633 |
65.8% |
1.0576 |
9.1% |
34% |
False |
False |
1,082,751 |
60 |
16.7241 |
7.7692 |
8.9549 |
76.9% |
0.8805 |
7.6% |
43% |
False |
False |
970,560 |
80 |
16.7241 |
7.7692 |
8.9549 |
76.9% |
0.8477 |
7.3% |
43% |
False |
False |
1,077,454 |
100 |
16.7241 |
6.7061 |
10.0180 |
86.1% |
0.8751 |
7.5% |
49% |
False |
False |
1,187,344 |
120 |
16.7241 |
6.7061 |
10.0180 |
86.1% |
0.8209 |
7.1% |
49% |
False |
False |
1,130,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.3258 |
2.618 |
13.4494 |
1.618 |
12.9124 |
1.000 |
12.5805 |
0.618 |
12.3754 |
HIGH |
12.0435 |
0.618 |
11.8384 |
0.500 |
11.7750 |
0.382 |
11.7116 |
LOW |
11.5065 |
0.618 |
11.1746 |
1.000 |
10.9695 |
1.618 |
10.6376 |
2.618 |
10.1006 |
4.250 |
9.2243 |
|
|
Fisher Pivots for day following 04-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
11.7750 |
11.6176 |
PP |
11.7301 |
11.5950 |
S1 |
11.6852 |
11.5723 |
|