Trading Metrics calculated at close of trading on 31-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6.8547 |
6.6652 |
-0.1895 |
-2.8% |
6.1285 |
High |
6.8747 |
6.9398 |
0.0651 |
0.9% |
7.1544 |
Low |
6.1451 |
6.5316 |
0.3865 |
6.3% |
5.8525 |
Close |
6.6652 |
6.8252 |
0.1600 |
2.4% |
6.8547 |
Range |
0.7296 |
0.4082 |
-0.3214 |
-44.1% |
1.3019 |
ATR |
1.0064 |
0.9637 |
-0.0427 |
-4.2% |
0.0000 |
Volume |
448,741 |
477,270 |
28,529 |
6.4% |
1,979,383 |
|
Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.9901 |
7.8159 |
7.0497 |
|
R3 |
7.5819 |
7.4077 |
6.9375 |
|
R2 |
7.1737 |
7.1737 |
6.9000 |
|
R1 |
6.9995 |
6.9995 |
6.8626 |
7.0866 |
PP |
6.7655 |
6.7655 |
6.7655 |
6.8091 |
S1 |
6.5913 |
6.5913 |
6.7878 |
6.6784 |
S2 |
6.3573 |
6.3573 |
6.7504 |
|
S3 |
5.9491 |
6.1831 |
6.7129 |
|
S4 |
5.5409 |
5.7749 |
6.6007 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.5262 |
9.9924 |
7.5707 |
|
R3 |
9.2243 |
8.6905 |
7.2127 |
|
R2 |
7.9224 |
7.9224 |
7.0934 |
|
R1 |
7.3886 |
7.3886 |
6.9740 |
7.6555 |
PP |
6.6205 |
6.6205 |
6.6205 |
6.7540 |
S1 |
6.0867 |
6.0867 |
6.7354 |
6.3536 |
S2 |
5.3186 |
5.3186 |
6.6160 |
|
S3 |
4.0167 |
4.7848 |
6.4967 |
|
S4 |
2.7148 |
3.4829 |
6.1387 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.1544 |
6.1451 |
1.0093 |
14.8% |
0.4421 |
6.5% |
67% |
False |
False |
445,829 |
10 |
7.1742 |
5.3672 |
1.8070 |
26.5% |
0.6310 |
9.2% |
81% |
False |
False |
425,364 |
20 |
12.4222 |
4.0141 |
8.4081 |
123.2% |
1.0533 |
15.4% |
33% |
False |
False |
545,866 |
40 |
16.7241 |
4.0141 |
12.7100 |
186.2% |
1.1907 |
17.4% |
22% |
False |
False |
909,092 |
60 |
16.7241 |
4.0141 |
12.7100 |
186.2% |
1.0614 |
15.6% |
22% |
False |
False |
907,668 |
80 |
16.7241 |
4.0141 |
12.7100 |
186.2% |
0.9195 |
13.5% |
22% |
False |
False |
868,899 |
100 |
16.7241 |
4.0141 |
12.7100 |
186.2% |
0.8978 |
13.2% |
22% |
False |
False |
989,811 |
120 |
16.7241 |
4.0141 |
12.7100 |
186.2% |
0.9054 |
13.3% |
22% |
False |
False |
1,084,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.6747 |
2.618 |
8.0085 |
1.618 |
7.6003 |
1.000 |
7.3480 |
0.618 |
7.1921 |
HIGH |
6.9398 |
0.618 |
6.7839 |
0.500 |
6.7357 |
0.382 |
6.6875 |
LOW |
6.5316 |
0.618 |
6.2793 |
1.000 |
6.1234 |
1.618 |
5.8711 |
2.618 |
5.4629 |
4.250 |
4.7968 |
|
|
Fisher Pivots for day following 31-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6.7954 |
6.7667 |
PP |
6.7655 |
6.7082 |
S1 |
6.7357 |
6.6498 |
|