Trading Metrics calculated at close of trading on 06-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
11.6473 |
12.1328 |
0.4855 |
4.2% |
11.1978 |
High |
12.3866 |
12.3358 |
-0.0508 |
-0.4% |
12.3866 |
Low |
11.6460 |
11.9398 |
0.2938 |
2.5% |
10.9370 |
Close |
12.1328 |
12.2389 |
0.1061 |
0.9% |
12.2389 |
Range |
0.7406 |
0.3960 |
-0.3446 |
-46.5% |
1.4496 |
ATR |
1.1024 |
1.0519 |
-0.0505 |
-4.6% |
0.0000 |
Volume |
469,249 |
480,456 |
11,207 |
2.4% |
2,443,605 |
|
Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.3595 |
13.1952 |
12.4567 |
|
R3 |
12.9635 |
12.7992 |
12.3478 |
|
R2 |
12.5675 |
12.5675 |
12.3115 |
|
R1 |
12.4032 |
12.4032 |
12.2752 |
12.4854 |
PP |
12.1715 |
12.1715 |
12.1715 |
12.2126 |
S1 |
12.0072 |
12.0072 |
12.2026 |
12.0894 |
S2 |
11.7755 |
11.7755 |
12.1663 |
|
S3 |
11.3795 |
11.6112 |
12.1300 |
|
S4 |
10.9835 |
11.2152 |
12.0211 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.2030 |
15.6705 |
13.0362 |
|
R3 |
14.7534 |
14.2209 |
12.6375 |
|
R2 |
13.3038 |
13.3038 |
12.5047 |
|
R1 |
12.7713 |
12.7713 |
12.3718 |
13.0376 |
PP |
11.8542 |
11.8542 |
11.8542 |
11.9873 |
S1 |
11.3217 |
11.3217 |
12.1060 |
11.5880 |
S2 |
10.4046 |
10.4046 |
11.9731 |
|
S3 |
8.9550 |
9.8721 |
11.8403 |
|
S4 |
7.5054 |
8.4225 |
11.4416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.3866 |
10.9370 |
1.4496 |
11.8% |
0.7419 |
6.1% |
90% |
False |
False |
488,721 |
10 |
14.4347 |
10.4076 |
4.0271 |
32.9% |
1.0418 |
8.5% |
45% |
False |
False |
591,434 |
20 |
16.7241 |
10.4076 |
6.3165 |
51.6% |
1.3016 |
10.6% |
29% |
False |
False |
1,140,564 |
40 |
16.7241 |
9.5761 |
7.1480 |
58.4% |
1.0636 |
8.7% |
37% |
False |
False |
1,076,698 |
60 |
16.7241 |
7.7692 |
8.9549 |
73.2% |
0.8853 |
7.2% |
50% |
False |
False |
955,695 |
80 |
16.7241 |
7.7692 |
8.9549 |
73.2% |
0.8379 |
6.8% |
50% |
False |
False |
1,043,000 |
100 |
16.7241 |
6.7061 |
10.0180 |
81.9% |
0.8803 |
7.2% |
55% |
False |
False |
1,179,295 |
120 |
16.7241 |
6.7061 |
10.0180 |
81.9% |
0.8187 |
6.7% |
55% |
False |
False |
1,125,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.0188 |
2.618 |
13.3725 |
1.618 |
12.9765 |
1.000 |
12.7318 |
0.618 |
12.5805 |
HIGH |
12.3358 |
0.618 |
12.1845 |
0.500 |
12.1378 |
0.382 |
12.0911 |
LOW |
11.9398 |
0.618 |
11.6951 |
1.000 |
11.5438 |
1.618 |
11.2991 |
2.618 |
10.9031 |
4.250 |
10.2568 |
|
|
Fisher Pivots for day following 06-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
12.2052 |
12.1415 |
PP |
12.1715 |
12.0440 |
S1 |
12.1378 |
11.9466 |
|