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 |
3.89 |
3.88 |
-0.01 |
-0.3% |
4.07 |
High |
3.93 |
3.92 |
-0.01 |
-0.3% |
4.07 |
Low |
3.86 |
3.87 |
0.02 |
0.4% |
3.83 |
Close |
3.86 |
3.90 |
0.04 |
1.0% |
3.88 |
Range |
0.08 |
0.05 |
-0.03 |
-33.3% |
0.24 |
ATR |
0.10 |
0.10 |
0.00 |
-2.9% |
0.00 |
Volume |
14,736,900 |
16,707,000 |
1,970,100 |
13.4% |
163,104,800 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.05 |
4.02 |
3.93 |
|
R3 |
4.00 |
3.97 |
3.91 |
|
R2 |
3.95 |
3.95 |
3.91 |
|
R1 |
3.92 |
3.92 |
3.90 |
3.94 |
PP |
3.90 |
3.90 |
3.90 |
3.90 |
S1 |
3.87 |
3.87 |
3.90 |
3.89 |
S2 |
3.85 |
3.85 |
3.89 |
|
S3 |
3.80 |
3.82 |
3.89 |
|
S4 |
3.75 |
3.77 |
3.87 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.65 |
4.50 |
4.01 |
|
R3 |
4.41 |
4.26 |
3.95 |
|
R2 |
4.17 |
4.17 |
3.92 |
|
R1 |
4.02 |
4.02 |
3.90 |
3.98 |
PP |
3.93 |
3.93 |
3.93 |
3.90 |
S1 |
3.78 |
3.78 |
3.86 |
3.74 |
S2 |
3.69 |
3.69 |
3.84 |
|
S3 |
3.45 |
3.54 |
3.81 |
|
S4 |
3.21 |
3.30 |
3.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.95 |
3.85 |
0.10 |
2.6% |
0.08 |
2.1% |
50% |
False |
False |
12,910,320 |
10 |
3.98 |
3.83 |
0.15 |
3.7% |
0.08 |
2.2% |
48% |
False |
False |
15,581,400 |
20 |
4.19 |
3.83 |
0.36 |
9.2% |
0.09 |
2.3% |
19% |
False |
False |
17,059,625 |
40 |
4.71 |
3.83 |
0.88 |
22.6% |
0.11 |
2.9% |
8% |
False |
False |
17,408,062 |
60 |
4.94 |
3.83 |
1.11 |
28.5% |
0.12 |
3.1% |
6% |
False |
False |
15,357,557 |
80 |
5.35 |
3.83 |
1.52 |
39.0% |
0.13 |
3.3% |
5% |
False |
False |
14,605,635 |
100 |
5.54 |
3.83 |
1.71 |
43.8% |
0.14 |
3.5% |
4% |
False |
False |
14,114,302 |
120 |
5.68 |
3.83 |
1.85 |
47.4% |
0.14 |
3.6% |
4% |
False |
False |
13,744,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.13 |
2.618 |
4.05 |
1.618 |
4.00 |
1.000 |
3.97 |
0.618 |
3.95 |
HIGH |
3.92 |
0.618 |
3.90 |
0.500 |
3.90 |
0.382 |
3.89 |
LOW |
3.87 |
0.618 |
3.84 |
1.000 |
3.82 |
1.618 |
3.79 |
2.618 |
3.74 |
4.250 |
3.66 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3.90 |
3.90 |
PP |
3.90 |
3.90 |
S1 |
3.90 |
3.89 |
|