Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
105.383 |
105.438 |
0.055 |
0.1% |
105.813 |
High |
105.500 |
105.747 |
0.247 |
0.2% |
105.813 |
Low |
105.296 |
105.365 |
0.069 |
0.1% |
105.036 |
Close |
105.437 |
105.495 |
0.058 |
0.1% |
105.402 |
Range |
0.204 |
0.382 |
0.178 |
87.3% |
0.777 |
ATR |
0.452 |
0.447 |
-0.005 |
-1.1% |
0.000 |
Volume |
122,390 |
150,291 |
27,901 |
22.8% |
751,060 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.682 |
106.470 |
105.705 |
|
R3 |
106.300 |
106.088 |
105.600 |
|
R2 |
105.918 |
105.918 |
105.565 |
|
R1 |
105.706 |
105.706 |
105.530 |
105.812 |
PP |
105.536 |
105.536 |
105.536 |
105.589 |
S1 |
105.324 |
105.324 |
105.460 |
105.430 |
S2 |
105.154 |
105.154 |
105.425 |
|
S3 |
104.772 |
104.942 |
105.390 |
|
S4 |
104.390 |
104.560 |
105.285 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.748 |
107.352 |
105.829 |
|
R3 |
106.971 |
106.575 |
105.616 |
|
R2 |
106.194 |
106.194 |
105.544 |
|
R1 |
105.798 |
105.798 |
105.473 |
105.608 |
PP |
105.417 |
105.417 |
105.417 |
105.322 |
S1 |
105.021 |
105.021 |
105.331 |
104.831 |
S2 |
104.640 |
104.640 |
105.260 |
|
S3 |
103.863 |
104.244 |
105.188 |
|
S4 |
103.086 |
103.467 |
104.975 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.747 |
105.036 |
0.711 |
0.7% |
0.346 |
0.3% |
65% |
True |
False |
145,467 |
10 |
106.105 |
105.036 |
1.069 |
1.0% |
0.383 |
0.4% |
43% |
False |
False |
147,726 |
20 |
106.105 |
104.848 |
1.257 |
1.2% |
0.417 |
0.4% |
51% |
False |
False |
157,771 |
40 |
106.944 |
104.000 |
2.944 |
2.8% |
0.522 |
0.5% |
51% |
False |
False |
162,630 |
60 |
107.047 |
104.000 |
3.047 |
2.9% |
0.572 |
0.5% |
49% |
False |
False |
164,049 |
80 |
108.161 |
104.000 |
4.161 |
3.9% |
0.572 |
0.5% |
36% |
False |
False |
155,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.371 |
2.618 |
106.747 |
1.618 |
106.365 |
1.000 |
106.129 |
0.618 |
105.983 |
HIGH |
105.747 |
0.618 |
105.601 |
0.500 |
105.556 |
0.382 |
105.511 |
LOW |
105.365 |
0.618 |
105.129 |
1.000 |
104.983 |
1.618 |
104.747 |
2.618 |
104.365 |
4.250 |
103.742 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
105.556 |
105.486 |
PP |
105.536 |
105.477 |
S1 |
105.515 |
105.468 |
|