Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5.35 |
5.28 |
-0.07 |
-1.3% |
5.47 |
High |
5.35 |
5.35 |
0.00 |
0.0% |
5.58 |
Low |
5.19 |
5.25 |
0.06 |
1.2% |
5.21 |
Close |
5.20 |
5.32 |
0.12 |
2.3% |
5.31 |
Range |
0.16 |
0.10 |
-0.06 |
-37.5% |
0.37 |
ATR |
0.26 |
0.25 |
-0.01 |
-3.0% |
0.00 |
Volume |
595,700 |
465,300 |
-130,400 |
-21.9% |
3,088,755 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.61 |
5.56 |
5.38 |
|
R3 |
5.51 |
5.46 |
5.35 |
|
R2 |
5.41 |
5.41 |
5.34 |
|
R1 |
5.36 |
5.36 |
5.33 |
5.39 |
PP |
5.31 |
5.31 |
5.31 |
5.32 |
S1 |
5.26 |
5.26 |
5.31 |
5.29 |
S2 |
5.21 |
5.21 |
5.30 |
|
S3 |
5.11 |
5.16 |
5.29 |
|
S4 |
5.01 |
5.06 |
5.27 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.48 |
6.26 |
5.51 |
|
R3 |
6.11 |
5.89 |
5.41 |
|
R2 |
5.74 |
5.74 |
5.38 |
|
R1 |
5.52 |
5.52 |
5.34 |
5.44 |
PP |
5.37 |
5.37 |
5.37 |
5.33 |
S1 |
5.15 |
5.15 |
5.27 |
5.07 |
S2 |
5.00 |
5.00 |
5.24 |
|
S3 |
4.63 |
4.78 |
5.21 |
|
S4 |
4.26 |
4.41 |
5.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.58 |
5.19 |
0.39 |
7.3% |
0.15 |
2.8% |
33% |
False |
False |
502,389 |
10 |
5.62 |
5.19 |
0.43 |
8.1% |
0.19 |
3.6% |
30% |
False |
False |
750,335 |
20 |
6.49 |
5.19 |
1.30 |
24.3% |
0.26 |
4.9% |
10% |
False |
False |
821,242 |
40 |
6.83 |
5.19 |
1.64 |
30.8% |
0.27 |
5.1% |
8% |
False |
False |
775,817 |
60 |
7.66 |
5.19 |
2.47 |
46.4% |
0.27 |
5.1% |
5% |
False |
False |
721,555 |
80 |
7.66 |
5.19 |
2.47 |
46.4% |
0.27 |
5.1% |
5% |
False |
False |
806,159 |
100 |
7.66 |
4.91 |
2.75 |
51.7% |
0.28 |
5.2% |
15% |
False |
False |
888,972 |
120 |
8.07 |
4.91 |
3.16 |
59.4% |
0.28 |
5.3% |
13% |
False |
False |
858,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.78 |
2.618 |
5.61 |
1.618 |
5.51 |
1.000 |
5.45 |
0.618 |
5.41 |
HIGH |
5.35 |
0.618 |
5.31 |
0.500 |
5.30 |
0.382 |
5.29 |
LOW |
5.25 |
0.618 |
5.19 |
1.000 |
5.15 |
1.618 |
5.09 |
2.618 |
4.99 |
4.250 |
4.83 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5.31 |
5.31 |
PP |
5.31 |
5.30 |
S1 |
5.30 |
5.29 |
|