Trading Metrics calculated at close of trading on 12-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
9.9795 |
9.3273 |
-0.6522 |
-6.5% |
11.1978 |
High |
10.0048 |
9.5777 |
-0.4271 |
-4.3% |
12.3866 |
Low |
8.8104 |
6.0738 |
-2.7366 |
-31.1% |
10.9370 |
Close |
9.3273 |
6.3281 |
-2.9992 |
-32.2% |
12.2389 |
Range |
1.1944 |
3.5039 |
2.3095 |
193.4% |
1.4496 |
ATR |
1.1504 |
1.3185 |
0.1681 |
14.6% |
0.0000 |
Volume |
479,497 |
1,147,913 |
668,416 |
139.4% |
2,443,605 |
|
Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.8382 |
15.5871 |
8.2552 |
|
R3 |
14.3343 |
12.0832 |
7.2917 |
|
R2 |
10.8304 |
10.8304 |
6.9705 |
|
R1 |
8.5793 |
8.5793 |
6.6493 |
7.9529 |
PP |
7.3265 |
7.3265 |
7.3265 |
7.0134 |
S1 |
5.0754 |
5.0754 |
6.0069 |
4.4490 |
S2 |
3.8226 |
3.8226 |
5.6857 |
|
S3 |
0.3187 |
1.5715 |
5.3645 |
|
S4 |
-3.1852 |
-1.9324 |
4.4010 |
|
|
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 |
6.0738 |
6.3484 |
100.3% |
1.7336 |
27.4% |
4% |
False |
True |
711,786 |
10 |
12.4222 |
6.0738 |
6.3484 |
100.3% |
1.2980 |
20.5% |
4% |
False |
True |
618,471 |
20 |
16.7241 |
6.0738 |
10.6503 |
168.3% |
1.4178 |
22.4% |
2% |
False |
True |
922,230 |
40 |
16.7241 |
6.0738 |
10.6503 |
168.3% |
1.1590 |
18.3% |
2% |
False |
True |
1,038,564 |
60 |
16.7241 |
6.0738 |
10.6503 |
168.3% |
0.9760 |
15.4% |
2% |
False |
True |
950,005 |
80 |
16.7241 |
6.0738 |
10.6503 |
168.3% |
0.8961 |
14.2% |
2% |
False |
True |
999,429 |
100 |
16.7241 |
6.0738 |
10.6503 |
168.3% |
0.9470 |
15.0% |
2% |
False |
True |
1,176,150 |
120 |
16.7241 |
6.0738 |
10.6503 |
168.3% |
0.8552 |
13.5% |
2% |
False |
True |
1,123,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24.4693 |
2.618 |
18.7509 |
1.618 |
15.2470 |
1.000 |
13.0816 |
0.618 |
11.7431 |
HIGH |
9.5777 |
0.618 |
8.2392 |
0.500 |
7.8258 |
0.382 |
7.4123 |
LOW |
6.0738 |
0.618 |
3.9084 |
1.000 |
2.5699 |
1.618 |
0.4045 |
2.618 |
-3.0994 |
4.250 |
-8.8178 |
|
|
Fisher Pivots for day following 12-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7.8258 |
8.1351 |
PP |
7.3265 |
7.5328 |
S1 |
6.8273 |
6.9304 |
|