Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.70638 |
0.70474 |
-0.00164 |
-0.2% |
0.72135 |
High |
0.70735 |
0.71362 |
0.00627 |
0.9% |
0.72347 |
Low |
0.70208 |
0.70459 |
0.00251 |
0.4% |
0.70560 |
Close |
0.70474 |
0.71167 |
0.00693 |
1.0% |
0.70780 |
Range |
0.00527 |
0.00903 |
0.00376 |
71.3% |
0.01787 |
ATR |
0.00631 |
0.00650 |
0.00019 |
3.1% |
0.00000 |
Volume |
127,765 |
143,908 |
16,143 |
12.6% |
690,403 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.73705 |
0.73339 |
0.71664 |
|
R3 |
0.72802 |
0.72436 |
0.71415 |
|
R2 |
0.71899 |
0.71899 |
0.71333 |
|
R1 |
0.71533 |
0.71533 |
0.71250 |
0.71716 |
PP |
0.70996 |
0.70996 |
0.70996 |
0.71088 |
S1 |
0.70630 |
0.70630 |
0.71084 |
0.70813 |
S2 |
0.70093 |
0.70093 |
0.71001 |
|
S3 |
0.69190 |
0.69727 |
0.70919 |
|
S4 |
0.68287 |
0.68824 |
0.70670 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.76590 |
0.75472 |
0.71763 |
|
R3 |
0.74803 |
0.73685 |
0.71271 |
|
R2 |
0.73016 |
0.73016 |
0.71108 |
|
R1 |
0.71898 |
0.71898 |
0.70944 |
0.71564 |
PP |
0.71229 |
0.71229 |
0.71229 |
0.71062 |
S1 |
0.70111 |
0.70111 |
0.70616 |
0.69777 |
S2 |
0.69442 |
0.69442 |
0.70452 |
|
S3 |
0.67655 |
0.68324 |
0.70289 |
|
S4 |
0.65868 |
0.66537 |
0.69797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.71685 |
0.70208 |
0.01477 |
2.1% |
0.00674 |
0.9% |
65% |
False |
False |
138,283 |
10 |
0.72425 |
0.70208 |
0.02217 |
3.1% |
0.00599 |
0.8% |
43% |
False |
False |
130,549 |
20 |
0.72425 |
0.70059 |
0.02366 |
3.3% |
0.00624 |
0.9% |
47% |
False |
False |
143,051 |
40 |
0.74133 |
0.70059 |
0.04074 |
5.7% |
0.00683 |
1.0% |
27% |
False |
False |
148,027 |
60 |
0.74133 |
0.70059 |
0.04074 |
5.7% |
0.00677 |
1.0% |
27% |
False |
False |
142,464 |
80 |
0.74133 |
0.69019 |
0.05114 |
7.2% |
0.00657 |
0.9% |
42% |
False |
False |
141,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.75200 |
2.618 |
0.73726 |
1.618 |
0.72823 |
1.000 |
0.72265 |
0.618 |
0.71920 |
HIGH |
0.71362 |
0.618 |
0.71017 |
0.500 |
0.70911 |
0.382 |
0.70804 |
LOW |
0.70459 |
0.618 |
0.69901 |
1.000 |
0.69556 |
1.618 |
0.68998 |
2.618 |
0.68095 |
4.250 |
0.66621 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.71082 |
0.71040 |
PP |
0.70996 |
0.70912 |
S1 |
0.70911 |
0.70785 |
|