Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.96 |
0.95 |
-0.01 |
-1.0% |
0.94 |
High |
0.97 |
0.97 |
0.00 |
0.0% |
0.99 |
Low |
0.91 |
0.93 |
0.02 |
2.2% |
0.89 |
Close |
0.96 |
0.97 |
0.01 |
1.0% |
0.96 |
Range |
0.06 |
0.04 |
-0.02 |
-33.3% |
0.10 |
ATR |
0.06 |
0.06 |
0.00 |
-2.3% |
0.00 |
Volume |
2,203,785 |
1,346,374 |
-857,411 |
-38.9% |
13,085,612 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08 |
1.06 |
0.99 |
|
R3 |
1.04 |
1.02 |
0.98 |
|
R2 |
1.00 |
1.00 |
0.98 |
|
R1 |
0.98 |
0.98 |
0.97 |
0.99 |
PP |
0.96 |
0.96 |
0.96 |
0.96 |
S1 |
0.94 |
0.94 |
0.97 |
0.95 |
S2 |
0.92 |
0.92 |
0.96 |
|
S3 |
0.88 |
0.90 |
0.96 |
|
S4 |
0.84 |
0.86 |
0.95 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.25 |
1.20 |
1.02 |
|
R3 |
1.15 |
1.10 |
0.99 |
|
R2 |
1.05 |
1.05 |
0.98 |
|
R1 |
1.00 |
1.00 |
0.97 |
1.03 |
PP |
0.95 |
0.95 |
0.95 |
0.96 |
S1 |
0.90 |
0.90 |
0.95 |
0.93 |
S2 |
0.85 |
0.85 |
0.94 |
|
S3 |
0.75 |
0.80 |
0.93 |
|
S4 |
0.65 |
0.70 |
0.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.99 |
0.89 |
0.10 |
10.3% |
0.05 |
5.6% |
80% |
False |
False |
2,709,988 |
10 |
1.04 |
0.88 |
0.16 |
16.5% |
0.06 |
6.6% |
56% |
False |
False |
2,162,465 |
20 |
1.04 |
0.88 |
0.16 |
16.5% |
0.06 |
6.1% |
56% |
False |
False |
1,689,738 |
40 |
1.29 |
0.85 |
0.44 |
45.4% |
0.05 |
5.6% |
27% |
False |
False |
1,929,760 |
60 |
1.35 |
0.85 |
0.50 |
51.5% |
0.05 |
5.3% |
24% |
False |
False |
1,783,041 |
80 |
1.44 |
0.85 |
0.59 |
60.8% |
0.06 |
5.8% |
20% |
False |
False |
1,948,525 |
100 |
1.44 |
0.85 |
0.59 |
60.8% |
0.05 |
5.6% |
20% |
False |
False |
1,833,144 |
120 |
1.44 |
0.85 |
0.59 |
60.8% |
0.05 |
5.5% |
20% |
False |
False |
1,692,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14 |
2.618 |
1.07 |
1.618 |
1.03 |
1.000 |
1.01 |
0.618 |
0.99 |
HIGH |
0.97 |
0.618 |
0.95 |
0.500 |
0.95 |
0.382 |
0.95 |
LOW |
0.93 |
0.618 |
0.91 |
1.000 |
0.89 |
1.618 |
0.87 |
2.618 |
0.83 |
4.250 |
0.76 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.96 |
0.96 |
PP |
0.96 |
0.95 |
S1 |
0.95 |
0.95 |
|