MOM QuantShares U.S. Market Neutral Momentum Fund (PCQ)
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
21.66 |
21.66 |
0.00 |
0.0% |
21.11 |
High |
21.66 |
21.66 |
0.00 |
0.0% |
21.82 |
Low |
21.45 |
21.45 |
0.00 |
0.0% |
20.60 |
Close |
21.54 |
21.54 |
0.00 |
0.0% |
21.54 |
Range |
0.21 |
0.21 |
0.00 |
0.0% |
1.22 |
ATR |
0.52 |
0.49 |
-0.02 |
-4.2% |
0.00 |
Volume |
1,000 |
1,000 |
0 |
0.0% |
18,600 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.18 |
22.07 |
21.65 |
|
R3 |
21.97 |
21.86 |
21.59 |
|
R2 |
21.76 |
21.76 |
21.58 |
|
R1 |
21.65 |
21.65 |
21.56 |
21.60 |
PP |
21.55 |
21.55 |
21.55 |
21.52 |
S1 |
21.44 |
21.44 |
21.52 |
21.39 |
S2 |
21.34 |
21.34 |
21.50 |
|
S3 |
21.13 |
21.23 |
21.48 |
|
S4 |
20.92 |
21.02 |
21.42 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.98 |
24.48 |
22.21 |
|
R3 |
23.76 |
23.26 |
21.87 |
|
R2 |
22.54 |
22.54 |
21.76 |
|
R1 |
22.04 |
22.04 |
21.65 |
22.29 |
PP |
21.32 |
21.32 |
21.32 |
21.44 |
S1 |
20.82 |
20.82 |
21.42 |
21.07 |
S2 |
20.10 |
20.10 |
21.31 |
|
S3 |
18.88 |
19.60 |
21.20 |
|
S4 |
17.66 |
18.38 |
20.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21.82 |
21.37 |
0.45 |
2.1% |
0.17 |
0.8% |
37% |
False |
False |
1,060 |
10 |
21.82 |
20.60 |
1.22 |
5.7% |
0.27 |
1.3% |
77% |
False |
False |
1,860 |
20 |
23.70 |
20.60 |
3.10 |
14.4% |
0.39 |
1.8% |
30% |
False |
False |
4,010 |
40 |
26.30 |
20.60 |
5.70 |
26.5% |
0.54 |
2.5% |
16% |
False |
False |
5,225 |
60 |
26.35 |
20.60 |
5.75 |
26.7% |
0.64 |
3.0% |
16% |
False |
False |
8,505 |
80 |
26.35 |
20.60 |
5.75 |
26.7% |
0.74 |
3.4% |
16% |
False |
False |
8,886 |
100 |
26.35 |
20.60 |
5.75 |
26.7% |
0.77 |
3.6% |
16% |
False |
False |
10,806 |
120 |
26.63 |
20.60 |
6.03 |
28.0% |
0.81 |
3.7% |
16% |
False |
False |
11,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22.55 |
2.618 |
22.21 |
1.618 |
22.00 |
1.000 |
21.87 |
0.618 |
21.79 |
HIGH |
21.66 |
0.618 |
21.58 |
0.500 |
21.56 |
0.382 |
21.53 |
LOW |
21.45 |
0.618 |
21.32 |
1.000 |
21.24 |
1.618 |
21.11 |
2.618 |
20.90 |
4.250 |
20.56 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
21.56 |
21.64 |
PP |
21.55 |
21.60 |
S1 |
21.54 |
21.57 |
|