| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
105.322 |
105.471 |
0.149 |
0.1% |
105.292 |
| High |
105.626 |
105.514 |
-0.112 |
-0.1% |
106.105 |
| Low |
105.246 |
105.036 |
-0.210 |
-0.2% |
105.240 |
| Close |
105.471 |
105.164 |
-0.307 |
-0.3% |
105.610 |
| Range |
0.380 |
0.478 |
0.098 |
25.8% |
0.865 |
| ATR |
0.495 |
0.494 |
-0.001 |
-0.2% |
0.000 |
| Volume |
160,665 |
146,123 |
-14,542 |
-9.1% |
760,063 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.672 |
106.396 |
105.427 |
|
| R3 |
106.194 |
105.918 |
105.295 |
|
| R2 |
105.716 |
105.716 |
105.252 |
|
| R1 |
105.440 |
105.440 |
105.208 |
105.339 |
| PP |
105.238 |
105.238 |
105.238 |
105.188 |
| S1 |
104.962 |
104.962 |
105.120 |
104.861 |
| S2 |
104.760 |
104.760 |
105.076 |
|
| S3 |
104.282 |
104.484 |
105.033 |
|
| S4 |
103.804 |
104.006 |
104.901 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.247 |
107.793 |
106.086 |
|
| R3 |
107.382 |
106.928 |
105.848 |
|
| R2 |
106.517 |
106.517 |
105.769 |
|
| R1 |
106.063 |
106.063 |
105.689 |
106.290 |
| PP |
105.652 |
105.652 |
105.652 |
105.765 |
| S1 |
105.198 |
105.198 |
105.531 |
105.425 |
| S2 |
104.787 |
104.787 |
105.451 |
|
| S3 |
103.922 |
104.333 |
105.372 |
|
| S4 |
103.057 |
103.468 |
105.134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.102 |
105.036 |
1.066 |
1.0% |
0.415 |
0.4% |
12% |
False |
True |
148,286 |
| 10 |
106.105 |
104.942 |
1.163 |
1.1% |
0.449 |
0.4% |
19% |
False |
False |
159,509 |
| 20 |
106.105 |
104.000 |
2.105 |
2.0% |
0.493 |
0.5% |
55% |
False |
False |
160,859 |
| 40 |
106.944 |
104.000 |
2.944 |
2.8% |
0.543 |
0.5% |
40% |
False |
False |
163,908 |
| 60 |
107.228 |
104.000 |
3.228 |
3.1% |
0.608 |
0.6% |
36% |
False |
False |
164,874 |
| 80 |
108.161 |
104.000 |
4.161 |
4.0% |
0.586 |
0.6% |
28% |
False |
False |
155,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.546 |
|
2.618 |
106.765 |
|
1.618 |
106.287 |
|
1.000 |
105.992 |
|
0.618 |
105.809 |
|
HIGH |
105.514 |
|
0.618 |
105.331 |
|
0.500 |
105.275 |
|
0.382 |
105.219 |
|
LOW |
105.036 |
|
0.618 |
104.741 |
|
1.000 |
104.558 |
|
1.618 |
104.263 |
|
2.618 |
103.785 |
|
4.250 |
103.005 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
105.275 |
105.425 |
| PP |
105.238 |
105.338 |
| S1 |
105.201 |
105.251 |
|