Trading Metrics calculated at close of trading on 20-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.16174 |
1.14825 |
-0.01349 |
-1.2% |
1.22697 |
High |
1.17918 |
1.19316 |
0.01398 |
1.2% |
1.24195 |
Low |
1.14730 |
1.14106 |
-0.00624 |
-0.5% |
1.14106 |
Close |
1.14822 |
1.16379 |
0.01557 |
1.4% |
1.16379 |
Range |
0.03188 |
0.05210 |
0.02022 |
63.4% |
0.10089 |
ATR |
0.02091 |
0.02314 |
0.00223 |
10.7% |
0.00000 |
Volume |
441,676 |
394,555 |
-47,121 |
-10.7% |
2,017,756 |
|
Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.32230 |
1.29515 |
1.19245 |
|
R3 |
1.27020 |
1.24305 |
1.17812 |
|
R2 |
1.21810 |
1.21810 |
1.17334 |
|
R1 |
1.19095 |
1.19095 |
1.16857 |
1.20453 |
PP |
1.16600 |
1.16600 |
1.16600 |
1.17279 |
S1 |
1.13885 |
1.13885 |
1.15901 |
1.15243 |
S2 |
1.11390 |
1.11390 |
1.15424 |
|
S3 |
1.06180 |
1.08675 |
1.14946 |
|
S4 |
1.00970 |
1.03465 |
1.13514 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.48494 |
1.42525 |
1.21928 |
|
R3 |
1.38405 |
1.32436 |
1.19153 |
|
R2 |
1.28316 |
1.28316 |
1.18229 |
|
R1 |
1.22347 |
1.22347 |
1.17304 |
1.20287 |
PP |
1.18227 |
1.18227 |
1.18227 |
1.17197 |
S1 |
1.12258 |
1.12258 |
1.15454 |
1.10198 |
S2 |
1.08138 |
1.08138 |
1.14529 |
|
S3 |
0.98049 |
1.02169 |
1.13605 |
|
S4 |
0.87960 |
0.92080 |
1.10830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.24195 |
1.14106 |
0.10089 |
8.7% |
0.03986 |
3.4% |
23% |
False |
True |
403,551 |
10 |
1.31990 |
1.14106 |
0.17884 |
15.4% |
0.03285 |
2.8% |
13% |
False |
True |
350,744 |
20 |
1.31990 |
1.14106 |
0.17884 |
15.4% |
0.02188 |
1.9% |
13% |
False |
True |
253,665 |
40 |
1.32083 |
1.14106 |
0.17977 |
15.4% |
0.01554 |
1.3% |
13% |
False |
True |
203,499 |
60 |
1.32836 |
1.14106 |
0.18730 |
16.1% |
0.01361 |
1.2% |
12% |
False |
True |
194,834 |
80 |
1.35139 |
1.14106 |
0.21033 |
18.1% |
0.01292 |
1.1% |
11% |
False |
True |
190,378 |
100 |
1.35139 |
1.14106 |
0.21033 |
18.1% |
0.01169 |
1.0% |
11% |
False |
True |
185,024 |
120 |
1.35139 |
1.14106 |
0.21033 |
18.1% |
0.01202 |
1.0% |
11% |
False |
True |
189,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.41459 |
2.618 |
1.32956 |
1.618 |
1.27746 |
1.000 |
1.24526 |
0.618 |
1.22536 |
HIGH |
1.19316 |
0.618 |
1.17326 |
0.500 |
1.16711 |
0.382 |
1.16096 |
LOW |
1.14106 |
0.618 |
1.10886 |
1.000 |
1.08896 |
1.618 |
1.05676 |
2.618 |
1.00466 |
4.250 |
0.91964 |
|
|
Fisher Pivots for day following 20-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.16711 |
1.17697 |
PP |
1.16600 |
1.17257 |
S1 |
1.16490 |
1.16818 |
|