Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.256952 |
0.256755 |
-0.000197 |
-0.1% |
0.238708 |
High |
0.259771 |
0.258266 |
-0.001505 |
-0.6% |
0.261426 |
Low |
0.252774 |
0.252589 |
-0.000185 |
-0.1% |
0.228664 |
Close |
0.256755 |
0.255187 |
-0.001568 |
-0.6% |
0.255496 |
Range |
0.006997 |
0.005677 |
-0.001320 |
-18.9% |
0.032762 |
ATR |
0.012447 |
0.011963 |
-0.000484 |
-3.9% |
0.000000 |
Volume |
89,193,680 |
77,920,776 |
-11,272,904 |
-12.6% |
517,524,728 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.272378 |
0.269460 |
0.258309 |
|
R3 |
0.266701 |
0.263783 |
0.256748 |
|
R2 |
0.261024 |
0.261024 |
0.256228 |
|
R1 |
0.258106 |
0.258106 |
0.255707 |
0.256727 |
PP |
0.255347 |
0.255347 |
0.255347 |
0.254658 |
S1 |
0.252429 |
0.252429 |
0.254667 |
0.251050 |
S2 |
0.249670 |
0.249670 |
0.254146 |
|
S3 |
0.243993 |
0.246752 |
0.253626 |
|
S4 |
0.238316 |
0.241075 |
0.252065 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.346815 |
0.333917 |
0.273515 |
|
R3 |
0.314053 |
0.301155 |
0.264506 |
|
R2 |
0.281291 |
0.281291 |
0.261502 |
|
R1 |
0.268393 |
0.268393 |
0.258499 |
0.274842 |
PP |
0.248529 |
0.248529 |
0.248529 |
0.251753 |
S1 |
0.235631 |
0.235631 |
0.252493 |
0.242080 |
S2 |
0.215767 |
0.215767 |
0.249490 |
|
S3 |
0.183005 |
0.202869 |
0.246486 |
|
S4 |
0.150243 |
0.170107 |
0.237477 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.267489 |
0.244474 |
0.023015 |
9.0% |
0.013614 |
5.3% |
47% |
False |
False |
102,251,804 |
10 |
0.267489 |
0.228664 |
0.038825 |
15.2% |
0.012638 |
5.0% |
68% |
False |
False |
100,621,796 |
20 |
0.267489 |
0.228664 |
0.038825 |
15.2% |
0.011702 |
4.6% |
68% |
False |
False |
90,924,974 |
40 |
0.267489 |
0.219661 |
0.047828 |
18.7% |
0.011631 |
4.6% |
74% |
False |
False |
84,098,879 |
60 |
0.303857 |
0.219661 |
0.084196 |
33.0% |
0.012945 |
5.1% |
42% |
False |
False |
86,852,281 |
80 |
0.327219 |
0.200132 |
0.127087 |
49.8% |
0.015356 |
6.0% |
43% |
False |
False |
103,537,238 |
100 |
0.327219 |
0.169521 |
0.157698 |
61.8% |
0.013937 |
5.5% |
54% |
False |
False |
101,929,109 |
120 |
0.327219 |
0.169521 |
0.157698 |
61.8% |
0.012831 |
5.0% |
54% |
False |
False |
104,754,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.282393 |
2.618 |
0.273128 |
1.618 |
0.267451 |
1.000 |
0.263943 |
0.618 |
0.261774 |
HIGH |
0.258266 |
0.618 |
0.256097 |
0.500 |
0.255428 |
0.382 |
0.254758 |
LOW |
0.252589 |
0.618 |
0.249081 |
1.000 |
0.246912 |
1.618 |
0.243404 |
2.618 |
0.237727 |
4.250 |
0.228462 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.255428 |
0.256295 |
PP |
0.255347 |
0.255926 |
S1 |
0.255267 |
0.255556 |
|