Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.71627 |
0.71762 |
0.00135 |
0.2% |
0.71367 |
High |
0.72210 |
0.72890 |
0.00680 |
0.9% |
0.71568 |
Low |
0.70487 |
0.71452 |
0.00965 |
1.4% |
0.70025 |
Close |
0.71762 |
0.72827 |
0.01065 |
1.5% |
0.70268 |
Range |
0.01723 |
0.01438 |
-0.00285 |
-16.5% |
0.01543 |
ATR |
0.00773 |
0.00820 |
0.00048 |
6.2% |
0.00000 |
Volume |
326,185 |
215,270 |
-110,915 |
-34.0% |
769,344 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.76704 |
0.76203 |
0.73618 |
|
R3 |
0.75266 |
0.74765 |
0.73222 |
|
R2 |
0.73828 |
0.73828 |
0.73091 |
|
R1 |
0.73327 |
0.73327 |
0.72959 |
0.73578 |
PP |
0.72390 |
0.72390 |
0.72390 |
0.72515 |
S1 |
0.71889 |
0.71889 |
0.72695 |
0.72140 |
S2 |
0.70952 |
0.70952 |
0.72563 |
|
S3 |
0.69514 |
0.70451 |
0.72432 |
|
S4 |
0.68076 |
0.69013 |
0.72036 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.75249 |
0.74302 |
0.71117 |
|
R3 |
0.73706 |
0.72759 |
0.70692 |
|
R2 |
0.72163 |
0.72163 |
0.70551 |
|
R1 |
0.71216 |
0.71216 |
0.70409 |
0.70918 |
PP |
0.70620 |
0.70620 |
0.70620 |
0.70472 |
S1 |
0.69673 |
0.69673 |
0.70127 |
0.69375 |
S2 |
0.69077 |
0.69077 |
0.69985 |
|
S3 |
0.67534 |
0.68130 |
0.69844 |
|
S4 |
0.65991 |
0.66587 |
0.69419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.72890 |
0.69913 |
0.02977 |
4.1% |
0.01177 |
1.6% |
98% |
True |
False |
203,507 |
10 |
0.72890 |
0.69913 |
0.02977 |
4.1% |
0.00913 |
1.3% |
98% |
True |
False |
172,379 |
20 |
0.72890 |
0.69913 |
0.02977 |
4.1% |
0.00752 |
1.0% |
98% |
True |
False |
152,742 |
40 |
0.73444 |
0.69913 |
0.03531 |
4.8% |
0.00715 |
1.0% |
83% |
False |
False |
151,806 |
60 |
0.74133 |
0.69913 |
0.04220 |
5.8% |
0.00707 |
1.0% |
69% |
False |
False |
147,162 |
80 |
0.74133 |
0.69661 |
0.04472 |
6.1% |
0.00701 |
1.0% |
71% |
False |
False |
146,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.79002 |
2.618 |
0.76655 |
1.618 |
0.75217 |
1.000 |
0.74328 |
0.618 |
0.73779 |
HIGH |
0.72890 |
0.618 |
0.72341 |
0.500 |
0.72171 |
0.382 |
0.72001 |
LOW |
0.71452 |
0.618 |
0.70563 |
1.000 |
0.70014 |
1.618 |
0.69125 |
2.618 |
0.67687 |
4.250 |
0.65341 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.72608 |
0.72413 |
PP |
0.72390 |
0.71998 |
S1 |
0.72171 |
0.71584 |
|