Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.256755 |
0.254887 |
-0.001868 |
-0.7% |
0.255498 |
High |
0.258266 |
0.265962 |
0.007696 |
3.0% |
0.267489 |
Low |
0.252589 |
0.254096 |
0.001507 |
0.6% |
0.245017 |
Close |
0.255187 |
0.264081 |
0.008894 |
3.5% |
0.264081 |
Range |
0.005677 |
0.011866 |
0.006189 |
109.0% |
0.022472 |
ATR |
0.011963 |
0.011956 |
-0.000007 |
-0.1% |
0.000000 |
Volume |
77,920,776 |
27,390,418 |
-50,530,358 |
-64.8% |
400,893,042 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.296978 |
0.292395 |
0.270607 |
|
R3 |
0.285112 |
0.280529 |
0.267344 |
|
R2 |
0.273246 |
0.273246 |
0.266256 |
|
R1 |
0.268663 |
0.268663 |
0.265169 |
0.270955 |
PP |
0.261380 |
0.261380 |
0.261380 |
0.262525 |
S1 |
0.256797 |
0.256797 |
0.262993 |
0.259089 |
S2 |
0.249514 |
0.249514 |
0.261906 |
|
S3 |
0.237648 |
0.244931 |
0.260818 |
|
S4 |
0.225782 |
0.233065 |
0.257555 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.326278 |
0.317652 |
0.276441 |
|
R3 |
0.303806 |
0.295180 |
0.270261 |
|
R2 |
0.281334 |
0.281334 |
0.268201 |
|
R1 |
0.272708 |
0.272708 |
0.266141 |
0.277021 |
PP |
0.258862 |
0.258862 |
0.258862 |
0.261019 |
S1 |
0.250236 |
0.250236 |
0.262021 |
0.254549 |
S2 |
0.236390 |
0.236390 |
0.259961 |
|
S3 |
0.213918 |
0.227764 |
0.257901 |
|
S4 |
0.191446 |
0.205292 |
0.251721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.267489 |
0.245017 |
0.022472 |
8.5% |
0.012597 |
4.8% |
85% |
False |
False |
80,178,608 |
10 |
0.267489 |
0.228664 |
0.038825 |
14.7% |
0.012497 |
4.7% |
91% |
False |
False |
91,841,777 |
20 |
0.267489 |
0.228664 |
0.038825 |
14.7% |
0.011813 |
4.5% |
91% |
False |
False |
88,268,730 |
40 |
0.267489 |
0.219661 |
0.047828 |
18.1% |
0.011710 |
4.4% |
93% |
False |
False |
83,253,335 |
60 |
0.303857 |
0.219661 |
0.084196 |
31.9% |
0.012979 |
4.9% |
53% |
False |
False |
86,003,100 |
80 |
0.327219 |
0.202356 |
0.124863 |
47.3% |
0.015377 |
5.8% |
49% |
False |
False |
102,296,805 |
100 |
0.327219 |
0.169521 |
0.157698 |
59.7% |
0.014005 |
5.3% |
60% |
False |
False |
101,398,800 |
120 |
0.327219 |
0.169521 |
0.157698 |
59.7% |
0.012895 |
4.9% |
60% |
False |
False |
103,387,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.316393 |
2.618 |
0.297027 |
1.618 |
0.285161 |
1.000 |
0.277828 |
0.618 |
0.273295 |
HIGH |
0.265962 |
0.618 |
0.261429 |
0.500 |
0.260029 |
0.382 |
0.258629 |
LOW |
0.254096 |
0.618 |
0.246763 |
1.000 |
0.242230 |
1.618 |
0.234897 |
2.618 |
0.223031 |
4.250 |
0.203666 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.262730 |
0.262479 |
PP |
0.261380 |
0.260877 |
S1 |
0.260029 |
0.259276 |
|