Trading Metrics calculated at close of trading on 17-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.10666 |
1.11780 |
0.01114 |
1.0% |
1.13404 |
High |
1.12361 |
1.11886 |
-0.00475 |
-0.4% |
1.14925 |
Low |
1.10643 |
1.09547 |
-0.01096 |
-1.0% |
1.10549 |
Close |
1.11785 |
1.09961 |
-0.01824 |
-1.6% |
1.11001 |
Range |
0.01718 |
0.02339 |
0.00621 |
36.1% |
0.04376 |
ATR |
0.01176 |
0.01259 |
0.00083 |
7.1% |
0.00000 |
Volume |
507,418 |
509,007 |
1,589 |
0.3% |
2,130,639 |
|
Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17482 |
1.16060 |
1.11247 |
|
R3 |
1.15143 |
1.13721 |
1.10604 |
|
R2 |
1.12804 |
1.12804 |
1.10390 |
|
R1 |
1.11382 |
1.11382 |
1.10175 |
1.10924 |
PP |
1.10465 |
1.10465 |
1.10465 |
1.10235 |
S1 |
1.09043 |
1.09043 |
1.09747 |
1.08585 |
S2 |
1.08126 |
1.08126 |
1.09532 |
|
S3 |
1.05787 |
1.06704 |
1.09318 |
|
S4 |
1.03448 |
1.04365 |
1.08675 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.25286 |
1.22520 |
1.13408 |
|
R3 |
1.20910 |
1.18144 |
1.12204 |
|
R2 |
1.16534 |
1.16534 |
1.11803 |
|
R1 |
1.13768 |
1.13768 |
1.11402 |
1.12963 |
PP |
1.12158 |
1.12158 |
1.12158 |
1.11756 |
S1 |
1.09392 |
1.09392 |
1.10600 |
1.08587 |
S2 |
1.07782 |
1.07782 |
1.10199 |
|
S3 |
1.03406 |
1.05016 |
1.09798 |
|
S4 |
0.99030 |
1.00640 |
1.08594 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.13663 |
1.09547 |
0.04116 |
3.7% |
0.01917 |
1.7% |
10% |
False |
True |
471,916 |
10 |
1.14925 |
1.09547 |
0.05378 |
4.9% |
0.01654 |
1.5% |
8% |
False |
True |
369,545 |
20 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.01245 |
1.1% |
31% |
False |
False |
258,849 |
40 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00842 |
0.8% |
31% |
False |
False |
187,329 |
60 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00740 |
0.7% |
31% |
False |
False |
165,900 |
80 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00667 |
0.6% |
31% |
False |
False |
154,909 |
100 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00619 |
0.6% |
31% |
False |
False |
148,615 |
120 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00603 |
0.5% |
31% |
False |
False |
145,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.21827 |
2.618 |
1.18010 |
1.618 |
1.15671 |
1.000 |
1.14225 |
0.618 |
1.13332 |
HIGH |
1.11886 |
0.618 |
1.10993 |
0.500 |
1.10717 |
0.382 |
1.10440 |
LOW |
1.09547 |
0.618 |
1.08101 |
1.000 |
1.07208 |
1.618 |
1.05762 |
2.618 |
1.03423 |
4.250 |
0.99606 |
|
|
Fisher Pivots for day following 17-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.10717 |
1.10954 |
PP |
1.10465 |
1.10623 |
S1 |
1.10213 |
1.10292 |
|