Trading Metrics calculated at close of trading on 23-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.06895 |
1.06948 |
0.00053 |
0.0% |
1.10666 |
High |
1.08301 |
1.08270 |
-0.00031 |
0.0% |
1.12361 |
Low |
1.06373 |
1.06362 |
-0.00011 |
0.0% |
1.06373 |
Close |
1.06923 |
1.07244 |
0.00321 |
0.3% |
1.06923 |
Range |
0.01928 |
0.01908 |
-0.00020 |
-1.0% |
0.05988 |
ATR |
0.01510 |
0.01539 |
0.00028 |
1.9% |
0.00000 |
Volume |
638,643 |
537,754 |
-100,889 |
-15.8% |
2,855,036 |
|
Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13016 |
1.12038 |
1.08293 |
|
R3 |
1.11108 |
1.10130 |
1.07769 |
|
R2 |
1.09200 |
1.09200 |
1.07594 |
|
R1 |
1.08222 |
1.08222 |
1.07419 |
1.08711 |
PP |
1.07292 |
1.07292 |
1.07292 |
1.07537 |
S1 |
1.06314 |
1.06314 |
1.07069 |
1.06803 |
S2 |
1.05384 |
1.05384 |
1.06894 |
|
S3 |
1.03476 |
1.04406 |
1.06719 |
|
S4 |
1.01568 |
1.02498 |
1.06195 |
|
|
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 |
1.11886 |
1.06362 |
0.05524 |
5.2% |
0.02370 |
2.2% |
16% |
False |
True |
577,074 |
10 |
1.14572 |
1.06362 |
0.08210 |
7.7% |
0.02092 |
2.0% |
11% |
False |
True |
510,371 |
20 |
1.14925 |
1.06362 |
0.08563 |
8.0% |
0.01609 |
1.5% |
10% |
False |
True |
351,312 |
40 |
1.14925 |
1.06362 |
0.08563 |
8.0% |
0.01038 |
1.0% |
10% |
False |
True |
234,640 |
60 |
1.14925 |
1.06362 |
0.08563 |
8.0% |
0.00848 |
0.8% |
10% |
False |
True |
198,364 |
80 |
1.14925 |
1.06362 |
0.08563 |
8.0% |
0.00774 |
0.7% |
10% |
False |
True |
179,154 |
100 |
1.14925 |
1.06362 |
0.08563 |
8.0% |
0.00695 |
0.6% |
10% |
False |
True |
167,815 |
120 |
1.14925 |
1.06362 |
0.08563 |
8.0% |
0.00662 |
0.6% |
10% |
False |
True |
161,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16379 |
2.618 |
1.13265 |
1.618 |
1.11357 |
1.000 |
1.10178 |
0.618 |
1.09449 |
HIGH |
1.08270 |
0.618 |
1.07541 |
0.500 |
1.07316 |
0.382 |
1.07091 |
LOW |
1.06362 |
0.618 |
1.05183 |
1.000 |
1.04454 |
1.618 |
1.03275 |
2.618 |
1.01367 |
4.250 |
0.98253 |
|
|
Fisher Pivots for day following 23-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.07316 |
1.08079 |
PP |
1.07292 |
1.07801 |
S1 |
1.07268 |
1.07522 |
|