Trading Metrics calculated at close of trading on 23-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.14825 |
1.16564 |
0.01739 |
1.5% |
1.22697 |
High |
1.19316 |
1.17133 |
-0.02183 |
-1.8% |
1.24195 |
Low |
1.14106 |
1.14467 |
0.00361 |
0.3% |
1.14106 |
Close |
1.16379 |
1.15392 |
-0.00987 |
-0.8% |
1.16379 |
Range |
0.05210 |
0.02666 |
-0.02544 |
-48.8% |
0.10089 |
ATR |
0.02314 |
0.02339 |
0.00025 |
1.1% |
0.00000 |
Volume |
394,555 |
369,916 |
-24,639 |
-6.2% |
2,017,756 |
|
Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.23662 |
1.22193 |
1.16858 |
|
R3 |
1.20996 |
1.19527 |
1.16125 |
|
R2 |
1.18330 |
1.18330 |
1.15881 |
|
R1 |
1.16861 |
1.16861 |
1.15636 |
1.16263 |
PP |
1.15664 |
1.15664 |
1.15664 |
1.15365 |
S1 |
1.14195 |
1.14195 |
1.15148 |
1.13597 |
S2 |
1.12998 |
1.12998 |
1.14903 |
|
S3 |
1.10332 |
1.11529 |
1.14659 |
|
S4 |
1.07666 |
1.08863 |
1.13926 |
|
|
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 |
1.22722 |
1.14106 |
0.08616 |
7.5% |
0.04085 |
3.5% |
15% |
False |
False |
410,228 |
10 |
1.31252 |
1.14106 |
0.17146 |
14.9% |
0.03387 |
2.9% |
8% |
False |
False |
356,546 |
20 |
1.31990 |
1.14106 |
0.17884 |
15.5% |
0.02288 |
2.0% |
7% |
False |
False |
264,793 |
40 |
1.32083 |
1.14106 |
0.17977 |
15.6% |
0.01605 |
1.4% |
7% |
False |
False |
209,575 |
60 |
1.32836 |
1.14106 |
0.18730 |
16.2% |
0.01381 |
1.2% |
7% |
False |
False |
197,821 |
80 |
1.35139 |
1.14106 |
0.21033 |
18.2% |
0.01319 |
1.1% |
6% |
False |
False |
193,024 |
100 |
1.35139 |
1.14106 |
0.21033 |
18.2% |
0.01187 |
1.0% |
6% |
False |
False |
186,822 |
120 |
1.35139 |
1.14106 |
0.21033 |
18.2% |
0.01212 |
1.0% |
6% |
False |
False |
190,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.28464 |
2.618 |
1.24113 |
1.618 |
1.21447 |
1.000 |
1.19799 |
0.618 |
1.18781 |
HIGH |
1.17133 |
0.618 |
1.16115 |
0.500 |
1.15800 |
0.382 |
1.15485 |
LOW |
1.14467 |
0.618 |
1.12819 |
1.000 |
1.11801 |
1.618 |
1.10153 |
2.618 |
1.07487 |
4.250 |
1.03137 |
|
|
Fisher Pivots for day following 23-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.15800 |
1.16711 |
PP |
1.15664 |
1.16271 |
S1 |
1.15528 |
1.15832 |
|