Trading Metrics calculated at close of trading on 05-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2020 |
05-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
11.5258 |
11.6473 |
0.1215 |
1.1% |
13.8997 |
High |
12.0435 |
12.3866 |
0.3431 |
2.8% |
14.4347 |
Low |
11.5065 |
11.6460 |
0.1395 |
1.2% |
10.4076 |
Close |
11.6403 |
12.1328 |
0.4925 |
4.2% |
11.1978 |
Range |
0.5370 |
0.7406 |
0.2036 |
37.9% |
4.0271 |
ATR |
1.1298 |
1.1024 |
-0.0274 |
-2.4% |
0.0000 |
Volume |
473,137 |
469,249 |
-3,888 |
-0.8% |
3,470,744 |
|
Daily Pivots for day following 05-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.2769 |
13.9455 |
12.5401 |
|
R3 |
13.5363 |
13.2049 |
12.3365 |
|
R2 |
12.7957 |
12.7957 |
12.2686 |
|
R1 |
12.4643 |
12.4643 |
12.2007 |
12.6300 |
PP |
12.0551 |
12.0551 |
12.0551 |
12.1380 |
S1 |
11.7237 |
11.7237 |
12.0649 |
11.8894 |
S2 |
11.3145 |
11.3145 |
11.9970 |
|
S3 |
10.5739 |
10.9831 |
11.9291 |
|
S4 |
9.8333 |
10.2425 |
11.7255 |
|
|
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 |
12.3866 |
10.6388 |
1.7478 |
14.4% |
0.8624 |
7.1% |
85% |
True |
False |
525,157 |
10 |
14.4347 |
10.4076 |
4.0271 |
33.2% |
1.0616 |
8.7% |
43% |
False |
False |
600,958 |
20 |
16.7241 |
10.4076 |
6.3165 |
52.1% |
1.3137 |
10.8% |
27% |
False |
False |
1,182,269 |
40 |
16.7241 |
9.0608 |
7.6633 |
63.2% |
1.0709 |
8.8% |
40% |
False |
False |
1,080,886 |
60 |
16.7241 |
7.7692 |
8.9549 |
73.8% |
0.8878 |
7.3% |
49% |
False |
False |
965,590 |
80 |
16.7241 |
7.7692 |
8.9549 |
73.8% |
0.8457 |
7.0% |
49% |
False |
False |
1,059,480 |
100 |
16.7241 |
6.7061 |
10.0180 |
82.6% |
0.8796 |
7.2% |
54% |
False |
False |
1,183,785 |
120 |
16.7241 |
6.7061 |
10.0180 |
82.6% |
0.8189 |
6.7% |
54% |
False |
False |
1,127,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.5342 |
2.618 |
14.3255 |
1.618 |
13.5849 |
1.000 |
13.1272 |
0.618 |
12.8443 |
HIGH |
12.3866 |
0.618 |
12.1037 |
0.500 |
12.0163 |
0.382 |
11.9289 |
LOW |
11.6460 |
0.618 |
11.1883 |
1.000 |
10.9054 |
1.618 |
10.4477 |
2.618 |
9.7071 |
4.250 |
8.4985 |
|
|
Fisher Pivots for day following 05-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
12.0940 |
12.0518 |
PP |
12.0551 |
11.9709 |
S1 |
12.0163 |
11.8899 |
|