Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
18.1163 |
17.0397 |
-1.0766 |
-5.9% |
16.9859 |
High |
18.4694 |
17.4190 |
-1.0504 |
-5.7% |
19.1665 |
Low |
16.6416 |
16.9432 |
0.3016 |
1.8% |
16.8810 |
Close |
17.0411 |
17.0309 |
-0.0102 |
-0.1% |
18.1163 |
Range |
1.8278 |
0.4758 |
-1.3520 |
-74.0% |
2.2855 |
ATR |
1.4228 |
1.3551 |
-0.0676 |
-4.8% |
0.0000 |
Volume |
219,277 |
261,984 |
42,707 |
19.5% |
1,586,833 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.5584 |
18.2705 |
17.2926 |
|
R3 |
18.0826 |
17.7947 |
17.1617 |
|
R2 |
17.6068 |
17.6068 |
17.1181 |
|
R1 |
17.3189 |
17.3189 |
17.0745 |
17.2250 |
PP |
17.1310 |
17.1310 |
17.1310 |
17.0841 |
S1 |
16.8431 |
16.8431 |
16.9873 |
16.7492 |
S2 |
16.6552 |
16.6552 |
16.9437 |
|
S3 |
16.1794 |
16.3673 |
16.9001 |
|
S4 |
15.7036 |
15.8915 |
16.7692 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.9111 |
23.7992 |
19.3733 |
|
R3 |
22.6256 |
21.5137 |
18.7448 |
|
R2 |
20.3401 |
20.3401 |
18.5353 |
|
R1 |
19.2282 |
19.2282 |
18.3258 |
19.7842 |
PP |
18.0546 |
18.0546 |
18.0546 |
18.3326 |
S1 |
16.9427 |
16.9427 |
17.9068 |
17.4987 |
S2 |
15.7691 |
15.7691 |
17.6973 |
|
S3 |
13.4836 |
14.6572 |
17.4878 |
|
S4 |
11.1981 |
12.3717 |
16.8593 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19.1665 |
16.6416 |
2.5249 |
14.8% |
1.1801 |
6.9% |
15% |
False |
False |
289,214 |
10 |
19.1665 |
16.6416 |
2.5249 |
14.8% |
0.9551 |
5.6% |
15% |
False |
False |
270,202 |
20 |
20.2841 |
16.0288 |
4.2553 |
25.0% |
1.0966 |
6.4% |
24% |
False |
False |
395,822 |
40 |
25.8023 |
16.0288 |
9.7735 |
57.4% |
1.8004 |
10.6% |
10% |
False |
False |
514,596 |
60 |
25.8023 |
12.2784 |
13.5239 |
79.4% |
1.7986 |
10.6% |
35% |
False |
False |
583,109 |
80 |
25.8023 |
10.2075 |
15.5948 |
91.6% |
1.5218 |
8.9% |
44% |
False |
False |
578,026 |
100 |
25.8023 |
9.3309 |
16.4714 |
96.7% |
1.3424 |
7.9% |
47% |
False |
False |
541,411 |
120 |
25.8023 |
9.2147 |
16.5876 |
97.4% |
1.2454 |
7.3% |
47% |
False |
False |
553,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19.4412 |
2.618 |
18.6646 |
1.618 |
18.1888 |
1.000 |
17.8948 |
0.618 |
17.7130 |
HIGH |
17.4190 |
0.618 |
17.2372 |
0.500 |
17.1811 |
0.382 |
17.1250 |
LOW |
16.9432 |
0.618 |
16.6492 |
1.000 |
16.4674 |
1.618 |
16.1734 |
2.618 |
15.6976 |
4.250 |
14.9211 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
17.1811 |
17.7445 |
PP |
17.1310 |
17.5066 |
S1 |
17.0810 |
17.2688 |
|