Trading Metrics calculated at close of trading on 19-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.09960 |
1.09125 |
-0.00835 |
-0.8% |
1.13404 |
High |
1.10449 |
1.09796 |
-0.00653 |
-0.6% |
1.14925 |
Low |
1.08023 |
1.06548 |
-0.01475 |
-1.4% |
1.10549 |
Close |
1.09127 |
1.06894 |
-0.02233 |
-2.0% |
1.11001 |
Range |
0.02426 |
0.03248 |
0.00822 |
33.9% |
0.04376 |
ATR |
0.01342 |
0.01478 |
0.00136 |
10.1% |
0.00000 |
Volume |
585,714 |
614,254 |
28,540 |
4.9% |
2,130,639 |
|
Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17490 |
1.15440 |
1.08680 |
|
R3 |
1.14242 |
1.12192 |
1.07787 |
|
R2 |
1.10994 |
1.10994 |
1.07489 |
|
R1 |
1.08944 |
1.08944 |
1.07192 |
1.08345 |
PP |
1.07746 |
1.07746 |
1.07746 |
1.07447 |
S1 |
1.05696 |
1.05696 |
1.06596 |
1.05097 |
S2 |
1.04498 |
1.04498 |
1.06299 |
|
S3 |
1.01250 |
1.02448 |
1.06001 |
|
S4 |
0.98002 |
0.99200 |
1.05108 |
|
|
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 |
1.12361 |
1.06548 |
0.05813 |
5.4% |
0.02278 |
2.1% |
6% |
False |
True |
544,401 |
10 |
1.14925 |
1.06548 |
0.08377 |
7.8% |
0.02007 |
1.9% |
4% |
False |
True |
455,660 |
20 |
1.14925 |
1.06548 |
0.08377 |
7.8% |
0.01493 |
1.4% |
4% |
False |
True |
305,624 |
40 |
1.14925 |
1.06548 |
0.08377 |
7.8% |
0.00959 |
0.9% |
4% |
False |
True |
210,839 |
60 |
1.14925 |
1.06548 |
0.08377 |
7.8% |
0.00826 |
0.8% |
4% |
False |
True |
182,376 |
80 |
1.14925 |
1.06548 |
0.08377 |
7.8% |
0.00732 |
0.7% |
4% |
False |
True |
167,119 |
100 |
1.14925 |
1.06548 |
0.08377 |
7.8% |
0.00668 |
0.6% |
4% |
False |
True |
158,744 |
120 |
1.14925 |
1.06548 |
0.08377 |
7.8% |
0.00640 |
0.6% |
4% |
False |
True |
153,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.23600 |
2.618 |
1.18299 |
1.618 |
1.15051 |
1.000 |
1.13044 |
0.618 |
1.11803 |
HIGH |
1.09796 |
0.618 |
1.08555 |
0.500 |
1.08172 |
0.382 |
1.07789 |
LOW |
1.06548 |
0.618 |
1.04541 |
1.000 |
1.03300 |
1.618 |
1.01293 |
2.618 |
0.98045 |
4.250 |
0.92744 |
|
|
Fisher Pivots for day following 19-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.08172 |
1.09217 |
PP |
1.07746 |
1.08443 |
S1 |
1.07320 |
1.07668 |
|