Trading Metrics calculated at close of trading on 26-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.07862 |
1.08805 |
0.00943 |
0.9% |
1.10666 |
High |
1.08932 |
1.10581 |
0.01649 |
1.5% |
1.12361 |
Low |
1.07600 |
1.08688 |
0.01088 |
1.0% |
1.06373 |
Close |
1.08806 |
1.10308 |
0.01502 |
1.4% |
1.06923 |
Range |
0.01332 |
0.01893 |
0.00561 |
42.1% |
0.05988 |
ATR |
0.01532 |
0.01558 |
0.00026 |
1.7% |
0.00000 |
Volume |
465,894 |
427,078 |
-38,816 |
-8.3% |
2,855,036 |
|
Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15538 |
1.14816 |
1.11349 |
|
R3 |
1.13645 |
1.12923 |
1.10829 |
|
R2 |
1.11752 |
1.11752 |
1.10655 |
|
R1 |
1.11030 |
1.11030 |
1.10482 |
1.11391 |
PP |
1.09859 |
1.09859 |
1.09859 |
1.10040 |
S1 |
1.09137 |
1.09137 |
1.10134 |
1.09498 |
S2 |
1.07966 |
1.07966 |
1.09961 |
|
S3 |
1.06073 |
1.07244 |
1.09787 |
|
S4 |
1.04180 |
1.05351 |
1.09267 |
|
|
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 |
1.10581 |
1.06362 |
0.04219 |
3.8% |
0.01743 |
1.6% |
94% |
True |
False |
513,735 |
10 |
1.12361 |
1.06362 |
0.05999 |
5.4% |
0.02011 |
1.8% |
66% |
False |
False |
529,068 |
20 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.01729 |
1.6% |
46% |
False |
False |
399,365 |
40 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.01137 |
1.0% |
46% |
False |
False |
261,241 |
60 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00899 |
0.8% |
46% |
False |
False |
214,883 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00815 |
0.7% |
46% |
False |
False |
192,294 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00727 |
0.7% |
46% |
False |
False |
177,729 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00692 |
0.6% |
46% |
False |
False |
169,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.18626 |
2.618 |
1.15537 |
1.618 |
1.13644 |
1.000 |
1.12474 |
0.618 |
1.11751 |
HIGH |
1.10581 |
0.618 |
1.09858 |
0.500 |
1.09635 |
0.382 |
1.09411 |
LOW |
1.08688 |
0.618 |
1.07518 |
1.000 |
1.06795 |
1.618 |
1.05625 |
2.618 |
1.03732 |
4.250 |
1.00643 |
|
|
Fisher Pivots for day following 26-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.10084 |
1.09838 |
PP |
1.09859 |
1.09369 |
S1 |
1.09635 |
1.08899 |
|