Trading Metrics calculated at close of trading on 04-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.049502 |
0.048777 |
-0.000725 |
-1.5% |
0.058061 |
High |
0.049625 |
0.050272 |
0.000647 |
1.3% |
0.062008 |
Low |
0.047560 |
0.048064 |
0.000504 |
1.1% |
0.046379 |
Close |
0.048777 |
0.048606 |
-0.000171 |
-0.4% |
0.048834 |
Range |
0.002065 |
0.002208 |
0.000143 |
6.9% |
0.015629 |
ATR |
0.004958 |
0.004761 |
-0.000196 |
-4.0% |
0.000000 |
Volume |
67,990,576 |
65,391,524 |
-2,599,052 |
-3.8% |
544,099,240 |
|
Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.055605 |
0.054313 |
0.049820 |
|
R3 |
0.053397 |
0.052105 |
0.049213 |
|
R2 |
0.051189 |
0.051189 |
0.049011 |
|
R1 |
0.049897 |
0.049897 |
0.048808 |
0.049439 |
PP |
0.048981 |
0.048981 |
0.048981 |
0.048752 |
S1 |
0.047689 |
0.047689 |
0.048404 |
0.047231 |
S2 |
0.046773 |
0.046773 |
0.048201 |
|
S3 |
0.044565 |
0.045481 |
0.047999 |
|
S4 |
0.042357 |
0.043273 |
0.047392 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.099294 |
0.089693 |
0.057430 |
|
R3 |
0.083665 |
0.074064 |
0.053132 |
|
R2 |
0.068036 |
0.068036 |
0.051699 |
|
R1 |
0.058435 |
0.058435 |
0.050267 |
0.055421 |
PP |
0.052407 |
0.052407 |
0.052407 |
0.050900 |
S1 |
0.042806 |
0.042806 |
0.047401 |
0.039792 |
S2 |
0.036778 |
0.036778 |
0.045969 |
|
S3 |
0.021149 |
0.027177 |
0.044536 |
|
S4 |
0.005520 |
0.011548 |
0.040238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.052165 |
0.045116 |
0.007049 |
14.5% |
0.003874 |
8.0% |
50% |
False |
False |
83,779,591 |
10 |
0.062008 |
0.045116 |
0.016892 |
34.8% |
0.004464 |
9.2% |
21% |
False |
False |
97,125,704 |
20 |
0.072272 |
0.045116 |
0.027156 |
55.9% |
0.005293 |
10.9% |
13% |
False |
False |
116,604,397 |
40 |
0.072272 |
0.034672 |
0.037600 |
77.4% |
0.004631 |
9.5% |
37% |
False |
False |
134,298,396 |
60 |
0.072272 |
0.030385 |
0.041887 |
86.2% |
0.003737 |
7.7% |
44% |
False |
False |
117,780,089 |
80 |
0.072272 |
0.030385 |
0.041887 |
86.2% |
0.003449 |
7.1% |
44% |
False |
False |
112,331,154 |
100 |
0.072272 |
0.030385 |
0.041887 |
86.2% |
0.003224 |
6.6% |
44% |
False |
False |
101,464,612 |
120 |
0.072272 |
0.030385 |
0.041887 |
86.2% |
0.003226 |
6.6% |
44% |
False |
False |
98,707,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.059656 |
2.618 |
0.056053 |
1.618 |
0.053845 |
1.000 |
0.052480 |
0.618 |
0.051637 |
HIGH |
0.050272 |
0.618 |
0.049429 |
0.500 |
0.049168 |
0.382 |
0.048907 |
LOW |
0.048064 |
0.618 |
0.046699 |
1.000 |
0.045856 |
1.618 |
0.044491 |
2.618 |
0.042283 |
4.250 |
0.038680 |
|
|
Fisher Pivots for day following 04-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.049168 |
0.048302 |
PP |
0.048981 |
0.047998 |
S1 |
0.048793 |
0.047694 |
|