Trading Metrics calculated at close of trading on 13-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
9.3273 |
6.3281 |
-2.9992 |
-32.2% |
12.2389 |
High |
9.5777 |
6.6548 |
-2.9229 |
-30.5% |
12.4222 |
Low |
6.0738 |
4.0141 |
-2.0597 |
-33.9% |
4.0141 |
Close |
6.3281 |
5.8252 |
-0.5029 |
-7.9% |
5.8252 |
Range |
3.5039 |
2.6407 |
-0.8632 |
-24.6% |
8.4081 |
ATR |
1.3185 |
1.4129 |
0.0944 |
7.2% |
0.0000 |
Volume |
1,147,913 |
1,373,829 |
225,916 |
19.7% |
4,452,306 |
|
Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.4201 |
12.2634 |
7.2776 |
|
R3 |
10.7794 |
9.6227 |
6.5514 |
|
R2 |
8.1387 |
8.1387 |
6.3093 |
|
R1 |
6.9820 |
6.9820 |
6.0673 |
6.2400 |
PP |
5.4980 |
5.4980 |
5.4980 |
5.1271 |
S1 |
4.3413 |
4.3413 |
5.5831 |
3.5993 |
S2 |
2.8573 |
2.8573 |
5.3411 |
|
S3 |
0.2166 |
1.7006 |
5.0990 |
|
S4 |
-2.4241 |
-0.9401 |
4.3728 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.6448 |
27.6431 |
10.4497 |
|
R3 |
24.2367 |
19.2350 |
8.1374 |
|
R2 |
15.8286 |
15.8286 |
7.3667 |
|
R1 |
10.8269 |
10.8269 |
6.5959 |
9.1237 |
PP |
7.4205 |
7.4205 |
7.4205 |
6.5689 |
S1 |
2.4188 |
2.4188 |
5.0545 |
0.7156 |
S2 |
-0.9876 |
-0.9876 |
4.2837 |
|
S3 |
-9.3957 |
-5.9893 |
3.5130 |
|
S4 |
-17.8038 |
-14.3974 |
1.2007 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.4222 |
4.0141 |
8.4081 |
144.3% |
2.1825 |
37.5% |
22% |
False |
True |
890,461 |
10 |
12.4222 |
4.0141 |
8.4081 |
144.3% |
1.4622 |
25.1% |
22% |
False |
True |
689,591 |
20 |
16.7241 |
4.0141 |
12.7100 |
218.2% |
1.4577 |
25.0% |
14% |
False |
True |
888,183 |
40 |
16.7241 |
4.0141 |
12.7100 |
218.2% |
1.2094 |
20.8% |
14% |
False |
True |
1,049,057 |
60 |
16.7241 |
4.0141 |
12.7100 |
218.2% |
1.0163 |
17.4% |
14% |
False |
True |
962,975 |
80 |
16.7241 |
4.0141 |
12.7100 |
218.2% |
0.9055 |
15.5% |
14% |
False |
True |
985,233 |
100 |
16.7241 |
4.0141 |
12.7100 |
218.2% |
0.9640 |
16.5% |
14% |
False |
True |
1,178,276 |
120 |
16.7241 |
4.0141 |
12.7100 |
218.2% |
0.8750 |
15.0% |
14% |
False |
True |
1,128,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17.8778 |
2.618 |
13.5682 |
1.618 |
10.9275 |
1.000 |
9.2955 |
0.618 |
8.2868 |
HIGH |
6.6548 |
0.618 |
5.6461 |
0.500 |
5.3345 |
0.382 |
5.0228 |
LOW |
4.0141 |
0.618 |
2.3821 |
1.000 |
1.3734 |
1.618 |
-0.2586 |
2.618 |
-2.8993 |
4.250 |
-7.2089 |
|
|
Fisher Pivots for day following 13-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
5.6616 |
7.0095 |
PP |
5.4980 |
6.6147 |
S1 |
5.3345 |
6.2200 |
|