Trading Metrics calculated at close of trading on 27-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.08805 |
1.10306 |
0.01501 |
1.4% |
1.06948 |
High |
1.10581 |
1.11461 |
0.00880 |
0.8% |
1.11461 |
Low |
1.08688 |
1.09535 |
0.00847 |
0.8% |
1.06362 |
Close |
1.10308 |
1.11349 |
0.01041 |
0.9% |
1.11349 |
Range |
0.01893 |
0.01926 |
0.00033 |
1.7% |
0.05099 |
ATR |
0.01558 |
0.01584 |
0.00026 |
1.7% |
0.00000 |
Volume |
427,078 |
427,870 |
792 |
0.2% |
2,357,904 |
|
Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16560 |
1.15880 |
1.12408 |
|
R3 |
1.14634 |
1.13954 |
1.11879 |
|
R2 |
1.12708 |
1.12708 |
1.11702 |
|
R1 |
1.12028 |
1.12028 |
1.11526 |
1.12368 |
PP |
1.10782 |
1.10782 |
1.10782 |
1.10952 |
S1 |
1.10102 |
1.10102 |
1.11172 |
1.10442 |
S2 |
1.08856 |
1.08856 |
1.10996 |
|
S3 |
1.06930 |
1.08176 |
1.10819 |
|
S4 |
1.05004 |
1.06250 |
1.10290 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.25021 |
1.23284 |
1.14153 |
|
R3 |
1.19922 |
1.18185 |
1.12751 |
|
R2 |
1.14823 |
1.14823 |
1.12284 |
|
R1 |
1.13086 |
1.13086 |
1.11816 |
1.13955 |
PP |
1.09724 |
1.09724 |
1.09724 |
1.10158 |
S1 |
1.07987 |
1.07987 |
1.10882 |
1.08856 |
S2 |
1.04625 |
1.04625 |
1.10414 |
|
S3 |
0.99526 |
1.02888 |
1.09947 |
|
S4 |
0.94427 |
0.97789 |
1.08545 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.11461 |
1.06362 |
0.05099 |
4.6% |
0.01743 |
1.6% |
98% |
True |
False |
471,580 |
10 |
1.12361 |
1.06362 |
0.05999 |
5.4% |
0.02037 |
1.8% |
83% |
False |
False |
521,294 |
20 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.01775 |
1.6% |
58% |
False |
False |
412,484 |
40 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.01165 |
1.0% |
58% |
False |
False |
269,167 |
60 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.00921 |
0.8% |
58% |
False |
False |
219,519 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.00833 |
0.7% |
58% |
False |
False |
195,981 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.00743 |
0.7% |
58% |
False |
False |
180,748 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.00704 |
0.6% |
58% |
False |
False |
172,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.19647 |
2.618 |
1.16503 |
1.618 |
1.14577 |
1.000 |
1.13387 |
0.618 |
1.12651 |
HIGH |
1.11461 |
0.618 |
1.10725 |
0.500 |
1.10498 |
0.382 |
1.10271 |
LOW |
1.09535 |
0.618 |
1.08345 |
1.000 |
1.07609 |
1.618 |
1.06419 |
2.618 |
1.04493 |
4.250 |
1.01350 |
|
|
Fisher Pivots for day following 27-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.11065 |
1.10743 |
PP |
1.10782 |
1.10137 |
S1 |
1.10498 |
1.09531 |
|