Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6.3281 |
5.8252 |
-0.5029 |
-7.9% |
12.2389 |
High |
6.6548 |
6.3946 |
-0.2602 |
-3.9% |
12.4222 |
Low |
4.0141 |
4.9261 |
0.9120 |
22.7% |
4.0141 |
Close |
5.8252 |
5.2217 |
-0.6035 |
-10.4% |
5.8252 |
Range |
2.6407 |
1.4685 |
-1.1722 |
-44.4% |
8.4081 |
ATR |
1.4129 |
1.4169 |
0.0040 |
0.3% |
0.0000 |
Volume |
1,373,829 |
438,577 |
-935,252 |
-68.1% |
4,452,306 |
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.9196 |
9.0392 |
6.0294 |
|
R3 |
8.4511 |
7.5707 |
5.6255 |
|
R2 |
6.9826 |
6.9826 |
5.4909 |
|
R1 |
6.1022 |
6.1022 |
5.3563 |
5.8082 |
PP |
5.5141 |
5.5141 |
5.5141 |
5.3671 |
S1 |
4.6337 |
4.6337 |
5.0871 |
4.3397 |
S2 |
4.0456 |
4.0456 |
4.9525 |
|
S3 |
2.5771 |
3.1652 |
4.8179 |
|
S4 |
1.1086 |
1.6967 |
4.4140 |
|
|
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 |
10.1964 |
4.0141 |
6.1823 |
118.4% |
1.8756 |
35.9% |
20% |
False |
False |
816,932 |
10 |
12.4222 |
4.0141 |
8.4081 |
161.0% |
1.4820 |
28.4% |
14% |
False |
False |
683,609 |
20 |
15.6328 |
4.0141 |
11.6187 |
222.5% |
1.3657 |
26.2% |
10% |
False |
False |
782,389 |
40 |
16.7241 |
4.0141 |
12.7100 |
243.4% |
1.2077 |
23.1% |
10% |
False |
False |
1,040,588 |
60 |
16.7241 |
4.0141 |
12.7100 |
243.4% |
1.0319 |
19.8% |
10% |
False |
False |
958,472 |
80 |
16.7241 |
4.0141 |
12.7100 |
243.4% |
0.9014 |
17.3% |
10% |
False |
False |
962,892 |
100 |
16.7241 |
4.0141 |
12.7100 |
243.4% |
0.9216 |
17.6% |
10% |
False |
False |
1,128,764 |
120 |
16.7241 |
4.0141 |
12.7100 |
243.4% |
0.8822 |
16.9% |
10% |
False |
False |
1,127,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.6357 |
2.618 |
10.2391 |
1.618 |
8.7706 |
1.000 |
7.8631 |
0.618 |
7.3021 |
HIGH |
6.3946 |
0.618 |
5.8336 |
0.500 |
5.6604 |
0.382 |
5.4871 |
LOW |
4.9261 |
0.618 |
4.0186 |
1.000 |
3.4576 |
1.618 |
2.5501 |
2.618 |
1.0816 |
4.250 |
-1.3150 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
5.6604 |
6.7959 |
PP |
5.5141 |
6.2712 |
S1 |
5.3679 |
5.7464 |
|