Trading Metrics calculated at close of trading on 20-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.09125 |
1.06895 |
-0.02230 |
-2.0% |
1.10666 |
High |
1.09796 |
1.08301 |
-0.01495 |
-1.4% |
1.12361 |
Low |
1.06548 |
1.06373 |
-0.00175 |
-0.2% |
1.06373 |
Close |
1.06894 |
1.06923 |
0.00029 |
0.0% |
1.06923 |
Range |
0.03248 |
0.01928 |
-0.01320 |
-40.6% |
0.05988 |
ATR |
0.01478 |
0.01510 |
0.00032 |
2.2% |
0.00000 |
Volume |
614,254 |
638,643 |
24,389 |
4.0% |
2,855,036 |
|
Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12983 |
1.11881 |
1.07983 |
|
R3 |
1.11055 |
1.09953 |
1.07453 |
|
R2 |
1.09127 |
1.09127 |
1.07276 |
|
R1 |
1.08025 |
1.08025 |
1.07100 |
1.08576 |
PP |
1.07199 |
1.07199 |
1.07199 |
1.07475 |
S1 |
1.06097 |
1.06097 |
1.06746 |
1.06648 |
S2 |
1.05271 |
1.05271 |
1.06570 |
|
S3 |
1.03343 |
1.04169 |
1.06393 |
|
S4 |
1.01415 |
1.02241 |
1.05863 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.26516 |
1.22708 |
1.10216 |
|
R3 |
1.20528 |
1.16720 |
1.08570 |
|
R2 |
1.14540 |
1.14540 |
1.08021 |
|
R1 |
1.10732 |
1.10732 |
1.07472 |
1.09642 |
PP |
1.08552 |
1.08552 |
1.08552 |
1.08008 |
S1 |
1.04744 |
1.04744 |
1.06374 |
1.03654 |
S2 |
1.02564 |
1.02564 |
1.05825 |
|
S3 |
0.96576 |
0.98756 |
1.05276 |
|
S4 |
0.90588 |
0.92768 |
1.03630 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12361 |
1.06373 |
0.05988 |
5.6% |
0.02332 |
2.2% |
9% |
False |
True |
571,007 |
10 |
1.14925 |
1.06373 |
0.08552 |
8.0% |
0.02058 |
1.9% |
6% |
False |
True |
498,567 |
20 |
1.14925 |
1.06373 |
0.08552 |
8.0% |
0.01547 |
1.4% |
6% |
False |
True |
331,129 |
40 |
1.14925 |
1.06373 |
0.08552 |
8.0% |
0.00997 |
0.9% |
6% |
False |
True |
223,944 |
60 |
1.14925 |
1.06373 |
0.08552 |
8.0% |
0.00831 |
0.8% |
6% |
False |
True |
192,028 |
80 |
1.14925 |
1.06373 |
0.08552 |
8.0% |
0.00752 |
0.7% |
6% |
False |
True |
173,640 |
100 |
1.14925 |
1.06373 |
0.08552 |
8.0% |
0.00680 |
0.6% |
6% |
False |
True |
163,821 |
120 |
1.14925 |
1.06373 |
0.08552 |
8.0% |
0.00651 |
0.6% |
6% |
False |
True |
157,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16495 |
2.618 |
1.13349 |
1.618 |
1.11421 |
1.000 |
1.10229 |
0.618 |
1.09493 |
HIGH |
1.08301 |
0.618 |
1.07565 |
0.500 |
1.07337 |
0.382 |
1.07109 |
LOW |
1.06373 |
0.618 |
1.05181 |
1.000 |
1.04445 |
1.618 |
1.03253 |
2.618 |
1.01325 |
4.250 |
0.98179 |
|
|
Fisher Pivots for day following 20-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.07337 |
1.08411 |
PP |
1.07199 |
1.07915 |
S1 |
1.07061 |
1.07419 |
|