| Trading Metrics calculated at close of trading on 11-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.14363 |
1.12793 |
-0.01570 |
-1.4% |
1.10466 |
| High |
1.14572 |
1.13663 |
-0.00909 |
-0.8% |
1.13541 |
| Low |
1.12752 |
1.12575 |
-0.00177 |
-0.2% |
1.10362 |
| Close |
1.12797 |
1.12678 |
-0.00119 |
-0.1% |
1.12836 |
| Range |
0.01820 |
0.01088 |
-0.00732 |
-40.2% |
0.03179 |
| ATR |
0.00954 |
0.00964 |
0.00010 |
1.0% |
0.00000 |
| Volume |
367,766 |
368,137 |
371 |
0.1% |
906,120 |
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16236 |
1.15545 |
1.13276 |
|
| R3 |
1.15148 |
1.14457 |
1.12977 |
|
| R2 |
1.14060 |
1.14060 |
1.12877 |
|
| R1 |
1.13369 |
1.13369 |
1.12778 |
1.13171 |
| PP |
1.12972 |
1.12972 |
1.12972 |
1.12873 |
| S1 |
1.12281 |
1.12281 |
1.12578 |
1.12083 |
| S2 |
1.11884 |
1.11884 |
1.12479 |
|
| S3 |
1.10796 |
1.11193 |
1.12379 |
|
| S4 |
1.09708 |
1.10105 |
1.12080 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.21783 |
1.20489 |
1.14584 |
|
| R3 |
1.18604 |
1.17310 |
1.13710 |
|
| R2 |
1.15425 |
1.15425 |
1.13419 |
|
| R1 |
1.14131 |
1.14131 |
1.13127 |
1.14778 |
| PP |
1.12246 |
1.12246 |
1.12246 |
1.12570 |
| S1 |
1.10952 |
1.10952 |
1.12545 |
1.11599 |
| S2 |
1.09067 |
1.09067 |
1.12253 |
|
| S3 |
1.05888 |
1.07773 |
1.11962 |
|
| S4 |
1.02709 |
1.04594 |
1.11088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.14925 |
1.11196 |
0.03729 |
3.3% |
0.01430 |
1.3% |
40% |
False |
False |
305,992 |
| 10 |
1.14925 |
1.08693 |
0.06232 |
5.5% |
0.01306 |
1.2% |
64% |
False |
False |
238,484 |
| 20 |
1.14925 |
1.07778 |
0.07147 |
6.3% |
0.00901 |
0.8% |
69% |
False |
False |
181,874 |
| 40 |
1.14925 |
1.07778 |
0.07147 |
6.3% |
0.00670 |
0.6% |
69% |
False |
False |
148,810 |
| 60 |
1.14925 |
1.07778 |
0.07147 |
6.3% |
0.00629 |
0.6% |
69% |
False |
False |
141,405 |
| 80 |
1.14925 |
1.07778 |
0.07147 |
6.3% |
0.00581 |
0.5% |
69% |
False |
False |
135,982 |
| 100 |
1.14925 |
1.07778 |
0.07147 |
6.3% |
0.00553 |
0.5% |
69% |
False |
False |
133,050 |
| 120 |
1.14925 |
1.07778 |
0.07147 |
6.3% |
0.00551 |
0.5% |
69% |
False |
False |
132,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.18287 |
|
2.618 |
1.16511 |
|
1.618 |
1.15423 |
|
1.000 |
1.14751 |
|
0.618 |
1.14335 |
|
HIGH |
1.13663 |
|
0.618 |
1.13247 |
|
0.500 |
1.13119 |
|
0.382 |
1.12991 |
|
LOW |
1.12575 |
|
0.618 |
1.11903 |
|
1.000 |
1.11487 |
|
1.618 |
1.10815 |
|
2.618 |
1.09727 |
|
4.250 |
1.07951 |
|
|
| Fisher Pivots for day following 11-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.13119 |
1.13750 |
| PP |
1.12972 |
1.13393 |
| S1 |
1.12825 |
1.13035 |
|