Trading Metrics calculated at close of trading on 18-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.11780 |
1.09960 |
-0.01820 |
-1.6% |
1.13404 |
High |
1.11886 |
1.10449 |
-0.01437 |
-1.3% |
1.14925 |
Low |
1.09547 |
1.08023 |
-0.01524 |
-1.4% |
1.10549 |
Close |
1.09961 |
1.09127 |
-0.00834 |
-0.8% |
1.11001 |
Range |
0.02339 |
0.02426 |
0.00087 |
3.7% |
0.04376 |
ATR |
0.01259 |
0.01342 |
0.00083 |
6.6% |
0.00000 |
Volume |
509,007 |
585,714 |
76,707 |
15.1% |
2,130,639 |
|
Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16478 |
1.15228 |
1.10461 |
|
R3 |
1.14052 |
1.12802 |
1.09794 |
|
R2 |
1.11626 |
1.11626 |
1.09572 |
|
R1 |
1.10376 |
1.10376 |
1.09349 |
1.09788 |
PP |
1.09200 |
1.09200 |
1.09200 |
1.08906 |
S1 |
1.07950 |
1.07950 |
1.08905 |
1.07362 |
S2 |
1.06774 |
1.06774 |
1.08682 |
|
S3 |
1.04348 |
1.05524 |
1.08460 |
|
S4 |
1.01922 |
1.03098 |
1.07793 |
|
|
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 |
1.13329 |
1.08023 |
0.05306 |
4.9% |
0.02185 |
2.0% |
21% |
False |
True |
515,432 |
10 |
1.14925 |
1.08023 |
0.06902 |
6.3% |
0.01807 |
1.7% |
16% |
False |
True |
410,712 |
20 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.01352 |
1.2% |
19% |
False |
False |
281,853 |
40 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00896 |
0.8% |
19% |
False |
False |
198,882 |
60 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00776 |
0.7% |
19% |
False |
False |
173,844 |
80 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00694 |
0.6% |
19% |
False |
False |
160,873 |
100 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00640 |
0.6% |
19% |
False |
False |
153,608 |
120 |
1.14925 |
1.07778 |
0.07147 |
6.5% |
0.00618 |
0.6% |
19% |
False |
False |
149,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.20760 |
2.618 |
1.16800 |
1.618 |
1.14374 |
1.000 |
1.12875 |
0.618 |
1.11948 |
HIGH |
1.10449 |
0.618 |
1.09522 |
0.500 |
1.09236 |
0.382 |
1.08950 |
LOW |
1.08023 |
0.618 |
1.06524 |
1.000 |
1.05597 |
1.618 |
1.04098 |
2.618 |
1.01672 |
4.250 |
0.97713 |
|
|
Fisher Pivots for day following 18-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.09236 |
1.10192 |
PP |
1.09200 |
1.09837 |
S1 |
1.09163 |
1.09482 |
|