Trading Metrics calculated at close of trading on 11-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.040685 |
0.041415 |
0.000730 |
1.8% |
0.048834 |
High |
0.043020 |
0.041805 |
-0.001215 |
-2.8% |
0.052267 |
Low |
0.040212 |
0.037439 |
-0.002773 |
-6.9% |
0.045116 |
Close |
0.041415 |
0.039101 |
-0.002314 |
-5.6% |
0.051229 |
Range |
0.002808 |
0.004366 |
0.001558 |
55.5% |
0.007151 |
ATR |
0.004908 |
0.004869 |
-0.000039 |
-0.8% |
0.000000 |
Volume |
111,648,936 |
95,161,504 |
-16,487,432 |
-14.8% |
349,050,880 |
|
Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.052546 |
0.050190 |
0.041502 |
|
R3 |
0.048180 |
0.045824 |
0.040302 |
|
R2 |
0.043814 |
0.043814 |
0.039901 |
|
R1 |
0.041458 |
0.041458 |
0.039501 |
0.040453 |
PP |
0.039448 |
0.039448 |
0.039448 |
0.038946 |
S1 |
0.037092 |
0.037092 |
0.038701 |
0.036087 |
S2 |
0.035082 |
0.035082 |
0.038301 |
|
S3 |
0.030716 |
0.032726 |
0.037900 |
|
S4 |
0.026350 |
0.028360 |
0.036700 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.070990 |
0.068261 |
0.055162 |
|
R3 |
0.063839 |
0.061110 |
0.053196 |
|
R2 |
0.056688 |
0.056688 |
0.052540 |
|
R1 |
0.053959 |
0.053959 |
0.051885 |
0.055324 |
PP |
0.049537 |
0.049537 |
0.049537 |
0.050220 |
S1 |
0.046808 |
0.046808 |
0.050573 |
0.048173 |
S2 |
0.042386 |
0.042386 |
0.049918 |
|
S3 |
0.035235 |
0.039657 |
0.049262 |
|
S4 |
0.028084 |
0.032506 |
0.047296 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.052267 |
0.037439 |
0.014828 |
37.9% |
0.005084 |
13.0% |
11% |
False |
True |
94,520,268 |
10 |
0.052267 |
0.037439 |
0.014828 |
37.9% |
0.004479 |
11.5% |
11% |
False |
True |
89,149,929 |
20 |
0.072272 |
0.037439 |
0.034833 |
89.1% |
0.005418 |
13.9% |
5% |
False |
True |
111,472,675 |
40 |
0.072272 |
0.037439 |
0.034833 |
89.1% |
0.004933 |
12.6% |
5% |
False |
True |
129,970,416 |
60 |
0.072272 |
0.031638 |
0.040634 |
103.9% |
0.003949 |
10.1% |
18% |
False |
False |
118,346,860 |
80 |
0.072272 |
0.030385 |
0.041887 |
107.1% |
0.003620 |
9.3% |
21% |
False |
False |
112,424,599 |
100 |
0.072272 |
0.030385 |
0.041887 |
107.1% |
0.003381 |
8.6% |
21% |
False |
False |
105,047,463 |
120 |
0.072272 |
0.030385 |
0.041887 |
107.1% |
0.003201 |
8.2% |
21% |
False |
False |
96,894,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.060361 |
2.618 |
0.053235 |
1.618 |
0.048869 |
1.000 |
0.046171 |
0.618 |
0.044503 |
HIGH |
0.041805 |
0.618 |
0.040137 |
0.500 |
0.039622 |
0.382 |
0.039107 |
LOW |
0.037439 |
0.618 |
0.034741 |
1.000 |
0.033073 |
1.618 |
0.030375 |
2.618 |
0.026009 |
4.250 |
0.018884 |
|
|
Fisher Pivots for day following 11-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.039622 |
0.044616 |
PP |
0.039448 |
0.042778 |
S1 |
0.039275 |
0.040939 |
|