Trading Metrics calculated at close of trading on 11-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
9.6546 |
9.9795 |
0.3249 |
3.4% |
11.1978 |
High |
10.1964 |
10.0048 |
-0.1916 |
-1.9% |
12.3866 |
Low |
9.6257 |
8.8104 |
-0.8153 |
-8.5% |
10.9370 |
Close |
9.9795 |
9.3273 |
-0.6522 |
-6.5% |
12.2389 |
Range |
0.5707 |
1.1944 |
0.6237 |
109.3% |
1.4496 |
ATR |
1.1470 |
1.1504 |
0.0034 |
0.3% |
0.0000 |
Volume |
644,845 |
479,497 |
-165,348 |
-25.6% |
2,443,605 |
|
Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.9640 |
12.3401 |
9.9842 |
|
R3 |
11.7696 |
11.1457 |
9.6558 |
|
R2 |
10.5752 |
10.5752 |
9.5463 |
|
R1 |
9.9513 |
9.9513 |
9.4368 |
9.6661 |
PP |
9.3808 |
9.3808 |
9.3808 |
9.2382 |
S1 |
8.7569 |
8.7569 |
9.2178 |
8.4717 |
S2 |
8.1864 |
8.1864 |
9.1083 |
|
S3 |
6.9920 |
7.5625 |
8.9988 |
|
S4 |
5.7976 |
6.3681 |
8.6704 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.2030 |
15.6705 |
13.0362 |
|
R3 |
14.7534 |
14.2209 |
12.6375 |
|
R2 |
13.3038 |
13.3038 |
12.5047 |
|
R1 |
12.7713 |
12.7713 |
12.3718 |
13.0376 |
PP |
11.8542 |
11.8542 |
11.8542 |
11.9873 |
S1 |
11.3217 |
11.3217 |
12.1060 |
11.5880 |
S2 |
10.4046 |
10.4046 |
11.9731 |
|
S3 |
8.9550 |
9.8721 |
11.8403 |
|
S4 |
7.5054 |
8.4225 |
11.4416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.4222 |
8.8104 |
3.6118 |
38.7% |
1.1809 |
12.7% |
14% |
False |
True |
576,053 |
10 |
12.4222 |
8.8104 |
3.6118 |
38.7% |
1.0752 |
11.5% |
14% |
False |
True |
585,333 |
20 |
16.7241 |
8.8104 |
7.9137 |
84.8% |
1.3080 |
14.0% |
7% |
False |
True |
962,676 |
40 |
16.7241 |
8.8104 |
7.9137 |
84.8% |
1.0918 |
11.7% |
7% |
False |
True |
1,037,098 |
60 |
16.7241 |
8.3535 |
8.3706 |
89.7% |
0.9240 |
9.9% |
12% |
False |
False |
944,105 |
80 |
16.7241 |
7.7692 |
8.9549 |
96.0% |
0.8644 |
9.3% |
17% |
False |
False |
1,009,143 |
100 |
16.7241 |
6.7660 |
9.9581 |
106.8% |
0.9152 |
9.8% |
26% |
False |
False |
1,173,443 |
120 |
16.7241 |
6.7061 |
10.0180 |
107.4% |
0.8319 |
8.9% |
26% |
False |
False |
1,121,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.0810 |
2.618 |
13.1317 |
1.618 |
11.9373 |
1.000 |
11.1992 |
0.618 |
10.7429 |
HIGH |
10.0048 |
0.618 |
9.5485 |
0.500 |
9.4076 |
0.382 |
9.2667 |
LOW |
8.8104 |
0.618 |
8.0723 |
1.000 |
7.6160 |
1.618 |
6.8779 |
2.618 |
5.6835 |
4.250 |
3.7342 |
|
|
Fisher Pivots for day following 11-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
9.4076 |
10.6163 |
PP |
9.3808 |
10.1866 |
S1 |
9.3541 |
9.7570 |
|