Trading Metrics calculated at close of trading on 25-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.07238 |
1.07862 |
0.00624 |
0.6% |
1.10666 |
High |
1.08873 |
1.08932 |
0.00059 |
0.1% |
1.12361 |
Low |
1.07217 |
1.07600 |
0.00383 |
0.4% |
1.06373 |
Close |
1.07860 |
1.08806 |
0.00946 |
0.9% |
1.06923 |
Range |
0.01656 |
0.01332 |
-0.00324 |
-19.6% |
0.05988 |
ATR |
0.01547 |
0.01532 |
-0.00015 |
-1.0% |
0.00000 |
Volume |
499,308 |
465,894 |
-33,414 |
-6.7% |
2,855,036 |
|
Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12442 |
1.11956 |
1.09539 |
|
R3 |
1.11110 |
1.10624 |
1.09172 |
|
R2 |
1.09778 |
1.09778 |
1.09050 |
|
R1 |
1.09292 |
1.09292 |
1.08928 |
1.09535 |
PP |
1.08446 |
1.08446 |
1.08446 |
1.08568 |
S1 |
1.07960 |
1.07960 |
1.08684 |
1.08203 |
S2 |
1.07114 |
1.07114 |
1.08562 |
|
S3 |
1.05782 |
1.06628 |
1.08440 |
|
S4 |
1.04450 |
1.05296 |
1.08073 |
|
|
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 |
1.09796 |
1.06362 |
0.03434 |
3.2% |
0.02014 |
1.9% |
71% |
False |
False |
551,170 |
10 |
1.13329 |
1.06362 |
0.06967 |
6.4% |
0.02100 |
1.9% |
35% |
False |
False |
533,301 |
20 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.01703 |
1.6% |
29% |
False |
False |
385,893 |
40 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.01097 |
1.0% |
29% |
False |
False |
253,392 |
60 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00882 |
0.8% |
29% |
False |
False |
209,981 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00794 |
0.7% |
29% |
False |
False |
188,392 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00715 |
0.7% |
29% |
False |
False |
175,081 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.9% |
0.00680 |
0.6% |
29% |
False |
False |
167,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14593 |
2.618 |
1.12419 |
1.618 |
1.11087 |
1.000 |
1.10264 |
0.618 |
1.09755 |
HIGH |
1.08932 |
0.618 |
1.08423 |
0.500 |
1.08266 |
0.382 |
1.08109 |
LOW |
1.07600 |
0.618 |
1.06777 |
1.000 |
1.06268 |
1.618 |
1.05445 |
2.618 |
1.04113 |
4.250 |
1.01939 |
|
|
Fisher Pivots for day following 25-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.08626 |
1.08420 |
PP |
1.08446 |
1.08033 |
S1 |
1.08266 |
1.07647 |
|