Trading Metrics calculated at close of trading on 20-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
5.5978 |
6.4775 |
0.8797 |
15.7% |
5.8252 |
High |
6.6235 |
7.1742 |
0.5507 |
8.3% |
7.1742 |
Low |
5.5566 |
5.7899 |
0.2333 |
4.2% |
4.9261 |
Close |
6.4775 |
6.1285 |
-0.3490 |
-5.4% |
6.1285 |
Range |
1.0669 |
1.3843 |
0.3174 |
29.7% |
2.2481 |
ATR |
1.2832 |
1.2904 |
0.0072 |
0.6% |
0.0000 |
Volume |
349,271 |
671,097 |
321,826 |
92.1% |
2,136,795 |
|
Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.5171 |
9.7071 |
6.8899 |
|
R3 |
9.1328 |
8.3228 |
6.5092 |
|
R2 |
7.7485 |
7.7485 |
6.3823 |
|
R1 |
6.9385 |
6.9385 |
6.2554 |
6.6514 |
PP |
6.3642 |
6.3642 |
6.3642 |
6.2206 |
S1 |
5.5542 |
5.5542 |
6.0016 |
5.2671 |
S2 |
4.9799 |
4.9799 |
5.8747 |
|
S3 |
3.5956 |
4.1699 |
5.7478 |
|
S4 |
2.2113 |
2.7856 |
5.3671 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.8206 |
11.7226 |
7.3650 |
|
R3 |
10.5725 |
9.4745 |
6.7467 |
|
R2 |
8.3244 |
8.3244 |
6.5407 |
|
R1 |
7.2264 |
7.2264 |
6.3346 |
7.7754 |
PP |
6.0763 |
6.0763 |
6.0763 |
6.3508 |
S1 |
4.9783 |
4.9783 |
5.9224 |
5.5273 |
S2 |
3.8282 |
3.8282 |
5.7163 |
|
S3 |
1.5801 |
2.7302 |
5.5103 |
|
S4 |
-0.6680 |
0.4821 |
4.8920 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.1742 |
4.9261 |
2.2481 |
36.7% |
1.0128 |
16.5% |
53% |
True |
False |
427,359 |
10 |
12.4222 |
4.0141 |
8.4081 |
137.2% |
1.5977 |
26.1% |
25% |
False |
False |
658,910 |
20 |
14.4347 |
4.0141 |
10.4206 |
170.0% |
1.3197 |
21.5% |
20% |
False |
False |
625,172 |
40 |
16.7241 |
4.0141 |
12.7100 |
207.4% |
1.2434 |
20.3% |
17% |
False |
False |
1,017,579 |
60 |
16.7241 |
4.0141 |
12.7100 |
207.4% |
1.0729 |
17.5% |
17% |
False |
False |
943,485 |
80 |
16.7241 |
4.0141 |
12.7100 |
207.4% |
0.9162 |
14.9% |
17% |
False |
False |
918,014 |
100 |
16.7241 |
4.0141 |
12.7100 |
207.4% |
0.9182 |
15.0% |
17% |
False |
False |
1,060,254 |
120 |
16.7241 |
4.0141 |
12.7100 |
207.4% |
0.8999 |
14.7% |
17% |
False |
False |
1,115,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.0575 |
2.618 |
10.7983 |
1.618 |
9.4140 |
1.000 |
8.5585 |
0.618 |
8.0297 |
HIGH |
7.1742 |
0.618 |
6.6454 |
0.500 |
6.4821 |
0.382 |
6.3187 |
LOW |
5.7899 |
0.618 |
4.9344 |
1.000 |
4.4056 |
1.618 |
3.5501 |
2.618 |
2.1658 |
4.250 |
-0.0934 |
|
|
Fisher Pivots for day following 20-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6.4821 |
6.2707 |
PP |
6.3642 |
6.2233 |
S1 |
6.2464 |
6.1759 |
|