Trading Metrics calculated at close of trading on 27-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6.8937 |
6.8596 |
-0.0341 |
-0.5% |
6.1285 |
High |
6.9785 |
7.1544 |
0.1759 |
2.5% |
7.1544 |
Low |
6.7328 |
6.7855 |
0.0527 |
0.8% |
5.8525 |
Close |
6.8596 |
6.8547 |
-0.0049 |
-0.1% |
6.8547 |
Range |
0.2457 |
0.3689 |
0.1232 |
50.1% |
1.3019 |
ATR |
1.0784 |
1.0277 |
-0.0507 |
-4.7% |
0.0000 |
Volume |
426,554 |
405,058 |
-21,496 |
-5.0% |
1,979,383 |
|
Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.0382 |
7.8154 |
7.0576 |
|
R3 |
7.6693 |
7.4465 |
6.9561 |
|
R2 |
7.3004 |
7.3004 |
6.9223 |
|
R1 |
7.0776 |
7.0776 |
6.8885 |
7.0046 |
PP |
6.9315 |
6.9315 |
6.9315 |
6.8950 |
S1 |
6.7087 |
6.7087 |
6.8209 |
6.6357 |
S2 |
6.5626 |
6.5626 |
6.7871 |
|
S3 |
6.1937 |
6.3398 |
6.7533 |
|
S4 |
5.8248 |
5.9709 |
6.6518 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.5262 |
9.9924 |
7.5707 |
|
R3 |
9.2243 |
8.6905 |
7.2127 |
|
R2 |
7.9224 |
7.9224 |
7.0934 |
|
R1 |
7.3886 |
7.3886 |
6.9740 |
7.6555 |
PP |
6.6205 |
6.6205 |
6.6205 |
6.7540 |
S1 |
6.0867 |
6.0867 |
6.7354 |
6.3536 |
S2 |
5.3186 |
5.3186 |
6.6160 |
|
S3 |
4.0167 |
4.7848 |
6.4967 |
|
S4 |
2.7148 |
3.4829 |
6.1387 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.1544 |
5.8525 |
1.3019 |
19.0% |
0.4557 |
6.6% |
77% |
True |
False |
395,876 |
10 |
7.1742 |
4.9261 |
2.2481 |
32.8% |
0.7342 |
10.7% |
86% |
False |
False |
411,617 |
20 |
12.4222 |
4.0141 |
8.4081 |
122.7% |
1.0982 |
16.0% |
34% |
False |
False |
550,604 |
40 |
16.7241 |
4.0141 |
12.7100 |
185.4% |
1.2152 |
17.7% |
22% |
False |
False |
944,160 |
60 |
16.7241 |
4.0141 |
12.7100 |
185.4% |
1.0675 |
15.6% |
22% |
False |
False |
921,365 |
80 |
16.7241 |
4.0141 |
12.7100 |
185.4% |
0.9158 |
13.4% |
22% |
False |
False |
879,993 |
100 |
16.7241 |
4.0141 |
12.7100 |
185.4% |
0.9096 |
13.3% |
22% |
False |
False |
1,014,784 |
120 |
16.7241 |
4.0141 |
12.7100 |
185.4% |
0.9005 |
13.1% |
22% |
False |
False |
1,090,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.7222 |
2.618 |
8.1202 |
1.618 |
7.7513 |
1.000 |
7.5233 |
0.618 |
7.3824 |
HIGH |
7.1544 |
0.618 |
7.0135 |
0.500 |
6.9700 |
0.382 |
6.9264 |
LOW |
6.7855 |
0.618 |
6.5575 |
1.000 |
6.4166 |
1.618 |
6.1886 |
2.618 |
5.8197 |
4.250 |
5.2177 |
|
|
Fisher Pivots for day following 27-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6.9700 |
6.8901 |
PP |
6.9315 |
6.8783 |
S1 |
6.8931 |
6.8665 |
|