Trading Metrics calculated at close of trading on 24-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.06948 |
1.07238 |
0.00290 |
0.3% |
1.10666 |
High |
1.08270 |
1.08873 |
0.00603 |
0.6% |
1.12361 |
Low |
1.06362 |
1.07217 |
0.00855 |
0.8% |
1.06373 |
Close |
1.07244 |
1.07860 |
0.00616 |
0.6% |
1.06923 |
Range |
0.01908 |
0.01656 |
-0.00252 |
-13.2% |
0.05988 |
ATR |
0.01539 |
0.01547 |
0.00008 |
0.5% |
0.00000 |
Volume |
537,754 |
499,308 |
-38,446 |
-7.1% |
2,855,036 |
|
Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12951 |
1.12062 |
1.08771 |
|
R3 |
1.11295 |
1.10406 |
1.08315 |
|
R2 |
1.09639 |
1.09639 |
1.08164 |
|
R1 |
1.08750 |
1.08750 |
1.08012 |
1.09195 |
PP |
1.07983 |
1.07983 |
1.07983 |
1.08206 |
S1 |
1.07094 |
1.07094 |
1.07708 |
1.07539 |
S2 |
1.06327 |
1.06327 |
1.07556 |
|
S3 |
1.04671 |
1.05438 |
1.07405 |
|
S4 |
1.03015 |
1.03782 |
1.06949 |
|
|
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 |
1.10449 |
1.06362 |
0.04087 |
3.8% |
0.02233 |
2.1% |
37% |
False |
False |
575,134 |
10 |
1.13663 |
1.06362 |
0.07301 |
6.8% |
0.02075 |
1.9% |
21% |
False |
False |
523,525 |
20 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.01662 |
1.5% |
17% |
False |
False |
369,366 |
40 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.01073 |
1.0% |
17% |
False |
False |
244,356 |
60 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00867 |
0.8% |
17% |
False |
False |
204,388 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00788 |
0.7% |
17% |
False |
False |
183,940 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00707 |
0.7% |
17% |
False |
False |
171,628 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00672 |
0.6% |
17% |
False |
False |
164,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15911 |
2.618 |
1.13208 |
1.618 |
1.11552 |
1.000 |
1.10529 |
0.618 |
1.09896 |
HIGH |
1.08873 |
0.618 |
1.08240 |
0.500 |
1.08045 |
0.382 |
1.07850 |
LOW |
1.07217 |
0.618 |
1.06194 |
1.000 |
1.05561 |
1.618 |
1.04538 |
2.618 |
1.02882 |
4.250 |
1.00179 |
|
|
Fisher Pivots for day following 24-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.08045 |
1.07779 |
PP |
1.07983 |
1.07698 |
S1 |
1.07922 |
1.07618 |
|