MOM QuantShares U.S. Market Neutral Momentum Fund (PCQ)


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 21.66 21.66 0.00 0.0% 21.11
High 21.66 21.66 0.00 0.0% 21.82
Low 21.45 21.45 0.00 0.0% 20.60
Close 21.54 21.54 0.00 0.0% 21.54
Range 0.21 0.21 0.00 0.0% 1.22
ATR 0.52 0.49 -0.02 -4.2% 0.00
Volume 1,000 1,000 0 0.0% 18,600
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 22.18 22.07 21.65
R3 21.97 21.86 21.59
R2 21.76 21.76 21.58
R1 21.65 21.65 21.56 21.60
PP 21.55 21.55 21.55 21.52
S1 21.44 21.44 21.52 21.39
S2 21.34 21.34 21.50
S3 21.13 21.23 21.48
S4 20.92 21.02 21.42
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 24.98 24.48 22.21
R3 23.76 23.26 21.87
R2 22.54 22.54 21.76
R1 22.04 22.04 21.65 22.29
PP 21.32 21.32 21.32 21.44
S1 20.82 20.82 21.42 21.07
S2 20.10 20.10 21.31
S3 18.88 19.60 21.20
S4 17.66 18.38 20.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.82 21.37 0.45 2.1% 0.17 0.8% 37% False False 1,060
10 21.82 20.60 1.22 5.7% 0.27 1.3% 77% False False 1,860
20 23.70 20.60 3.10 14.4% 0.39 1.8% 30% False False 4,010
40 26.30 20.60 5.70 26.5% 0.54 2.5% 16% False False 5,225
60 26.35 20.60 5.75 26.7% 0.64 3.0% 16% False False 8,505
80 26.35 20.60 5.75 26.7% 0.74 3.4% 16% False False 8,886
100 26.35 20.60 5.75 26.7% 0.77 3.6% 16% False False 10,806
120 26.63 20.60 6.03 28.0% 0.81 3.7% 16% False False 11,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.01
Fibonacci Retracements and Extensions
4.250 22.55
2.618 22.21
1.618 22.00
1.000 21.87
0.618 21.79
HIGH 21.66
0.618 21.58
0.500 21.56
0.382 21.53
LOW 21.45
0.618 21.32
1.000 21.24
1.618 21.11
2.618 20.90
4.250 20.56
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 21.56 21.64
PP 21.55 21.60
S1 21.54 21.57

These figures are updated between 7pm and 10pm EST after a trading day.

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