Trading Metrics calculated at close of trading on 18-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
109.3710 |
118.7460 |
9.3750 |
8.6% |
240.7400 |
High |
120.7330 |
119.7230 |
-1.0100 |
-0.8% |
252.0520 |
Low |
107.2740 |
110.2750 |
3.0010 |
2.8% |
89.5050 |
Close |
118.7390 |
116.3870 |
-2.3520 |
-2.0% |
127.0130 |
Range |
13.4590 |
9.4480 |
-4.0110 |
-29.8% |
162.5470 |
ATR |
26.1450 |
24.9524 |
-1.1926 |
-4.6% |
0.0000 |
Volume |
2,562,705 |
1,205,395 |
-1,357,310 |
-53.0% |
16,004,785 |
|
Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.8057 |
139.5443 |
121.5834 |
|
R3 |
134.3577 |
130.0963 |
118.9852 |
|
R2 |
124.9097 |
124.9097 |
118.1191 |
|
R1 |
120.6483 |
120.6483 |
117.2531 |
118.0550 |
PP |
115.4617 |
115.4617 |
115.4617 |
114.1650 |
S1 |
111.2003 |
111.2003 |
115.5209 |
108.6070 |
S2 |
106.0137 |
106.0137 |
114.6549 |
|
S3 |
96.5657 |
101.7523 |
113.7888 |
|
S4 |
87.1177 |
92.3043 |
111.1906 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
643.8310 |
547.9690 |
216.4139 |
|
R3 |
481.2840 |
385.4220 |
171.7134 |
|
R2 |
318.7370 |
318.7370 |
156.8133 |
|
R1 |
222.8750 |
222.8750 |
141.9131 |
189.5325 |
PP |
156.1900 |
156.1900 |
156.1900 |
139.5188 |
S1 |
60.3280 |
60.3280 |
112.1129 |
26.9855 |
S2 |
-6.3570 |
-6.3570 |
97.2127 |
|
S3 |
-168.9040 |
-102.2190 |
82.3126 |
|
S4 |
-331.4510 |
-264.7660 |
37.6122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
195.6070 |
89.5050 |
106.1020 |
91.2% |
36.5602 |
31.4% |
25% |
False |
False |
3,712,871 |
10 |
252.0520 |
89.5050 |
162.5470 |
139.7% |
30.2412 |
26.0% |
17% |
False |
False |
2,554,601 |
20 |
277.6430 |
89.5050 |
188.1380 |
161.6% |
25.1586 |
21.6% |
14% |
False |
False |
1,908,114 |
40 |
288.2310 |
89.5050 |
198.7260 |
170.7% |
21.7536 |
18.7% |
14% |
False |
False |
1,686,234 |
60 |
288.2310 |
89.5050 |
198.7260 |
170.7% |
17.4857 |
15.0% |
14% |
False |
False |
1,430,360 |
80 |
288.2310 |
89.5050 |
198.7260 |
170.7% |
14.7329 |
12.7% |
14% |
False |
False |
1,272,215 |
100 |
288.2310 |
89.5050 |
198.7260 |
170.7% |
13.6182 |
11.7% |
14% |
False |
False |
1,202,531 |
120 |
288.2310 |
89.5050 |
198.7260 |
170.7% |
13.1949 |
11.3% |
14% |
False |
False |
1,161,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.8770 |
2.618 |
144.4579 |
1.618 |
135.0099 |
1.000 |
129.1710 |
0.618 |
125.5619 |
HIGH |
119.7230 |
0.618 |
116.1139 |
0.500 |
114.9990 |
0.382 |
113.8841 |
LOW |
110.2750 |
0.618 |
104.4361 |
1.000 |
100.8270 |
1.618 |
94.9881 |
2.618 |
85.5401 |
4.250 |
70.1210 |
|
|
Fisher Pivots for day following 18-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
115.9243 |
119.5535 |
PP |
115.4617 |
118.4980 |
S1 |
114.9990 |
117.4425 |
|