Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
104.848 |
104.707 |
-0.141 |
-0.1% |
105.383 |
High |
104.933 |
105.052 |
0.119 |
0.1% |
105.747 |
Low |
104.549 |
104.645 |
0.096 |
0.1% |
104.341 |
Close |
104.706 |
104.833 |
0.127 |
0.1% |
104.706 |
Range |
0.384 |
0.407 |
0.023 |
6.0% |
1.406 |
ATR |
0.488 |
0.482 |
-0.006 |
-1.2% |
0.000 |
Volume |
133,819 |
120,378 |
-13,441 |
-10.0% |
711,067 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.064 |
105.856 |
105.057 |
|
R3 |
105.657 |
105.449 |
104.945 |
|
R2 |
105.250 |
105.250 |
104.908 |
|
R1 |
105.042 |
105.042 |
104.870 |
105.146 |
PP |
104.843 |
104.843 |
104.843 |
104.896 |
S1 |
104.635 |
104.635 |
104.796 |
104.739 |
S2 |
104.436 |
104.436 |
104.758 |
|
S3 |
104.029 |
104.228 |
104.721 |
|
S4 |
103.622 |
103.821 |
104.609 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.149 |
108.334 |
105.479 |
|
R3 |
107.743 |
106.928 |
105.093 |
|
R2 |
106.337 |
106.337 |
104.964 |
|
R1 |
105.522 |
105.522 |
104.835 |
105.227 |
PP |
104.931 |
104.931 |
104.931 |
104.784 |
S1 |
104.116 |
104.116 |
104.577 |
103.821 |
S2 |
103.525 |
103.525 |
104.448 |
|
S3 |
102.119 |
102.710 |
104.319 |
|
S4 |
100.713 |
101.304 |
103.933 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.747 |
104.341 |
1.406 |
1.3% |
0.561 |
0.5% |
35% |
False |
False |
141,811 |
10 |
105.747 |
104.341 |
1.406 |
1.3% |
0.453 |
0.4% |
35% |
False |
False |
144,676 |
20 |
106.105 |
104.341 |
1.764 |
1.7% |
0.448 |
0.4% |
28% |
False |
False |
154,079 |
40 |
106.548 |
104.000 |
2.548 |
2.4% |
0.476 |
0.5% |
33% |
False |
False |
156,509 |
60 |
107.047 |
104.000 |
3.047 |
2.9% |
0.548 |
0.5% |
27% |
False |
False |
159,875 |
80 |
107.788 |
104.000 |
3.788 |
3.6% |
0.580 |
0.6% |
22% |
False |
False |
156,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.782 |
2.618 |
106.118 |
1.618 |
105.711 |
1.000 |
105.459 |
0.618 |
105.304 |
HIGH |
105.052 |
0.618 |
104.897 |
0.500 |
104.849 |
0.382 |
104.800 |
LOW |
104.645 |
0.618 |
104.393 |
1.000 |
104.238 |
1.618 |
103.986 |
2.618 |
103.579 |
4.250 |
102.915 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
104.849 |
104.809 |
PP |
104.843 |
104.785 |
S1 |
104.838 |
104.762 |
|