Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.107505 |
0.102542 |
-0.004963 |
-4.6% |
0.103393 |
High |
0.109843 |
0.105641 |
-0.004202 |
-3.8% |
0.112632 |
Low |
0.099067 |
0.102292 |
0.003225 |
3.3% |
0.100922 |
Close |
0.102542 |
0.103152 |
0.000610 |
0.6% |
0.107505 |
Range |
0.010776 |
0.003349 |
-0.007427 |
-68.9% |
0.011710 |
ATR |
0.007899 |
0.007574 |
-0.000325 |
-4.1% |
0.000000 |
Volume |
92,708,672 |
88,035,056 |
-4,673,616 |
-5.0% |
515,927,744 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.113742 |
0.111796 |
0.104994 |
|
R3 |
0.110393 |
0.108447 |
0.104073 |
|
R2 |
0.107044 |
0.107044 |
0.103766 |
|
R1 |
0.105098 |
0.105098 |
0.103459 |
0.106071 |
PP |
0.103695 |
0.103695 |
0.103695 |
0.104182 |
S1 |
0.101749 |
0.101749 |
0.102845 |
0.102722 |
S2 |
0.100346 |
0.100346 |
0.102538 |
|
S3 |
0.096997 |
0.098400 |
0.102231 |
|
S4 |
0.093648 |
0.095051 |
0.101310 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.142150 |
0.136537 |
0.113946 |
|
R3 |
0.130440 |
0.124827 |
0.110725 |
|
R2 |
0.118730 |
0.118730 |
0.109652 |
|
R1 |
0.113117 |
0.113117 |
0.108578 |
0.115924 |
PP |
0.107020 |
0.107020 |
0.107020 |
0.108423 |
S1 |
0.101407 |
0.101407 |
0.106432 |
0.104214 |
S2 |
0.095310 |
0.095310 |
0.105358 |
|
S3 |
0.083600 |
0.089697 |
0.104285 |
|
S4 |
0.071890 |
0.077987 |
0.101065 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.112632 |
0.099067 |
0.013565 |
13.2% |
0.007028 |
6.8% |
30% |
False |
False |
104,624,681 |
10 |
0.112632 |
0.099067 |
0.013565 |
13.2% |
0.006773 |
6.6% |
30% |
False |
False |
104,108,552 |
20 |
0.114095 |
0.089431 |
0.024664 |
23.9% |
0.007158 |
6.9% |
56% |
False |
False |
117,483,571 |
40 |
0.128010 |
0.075627 |
0.052383 |
50.8% |
0.008167 |
7.9% |
53% |
False |
False |
109,785,756 |
60 |
0.152105 |
0.075627 |
0.076478 |
74.1% |
0.008870 |
8.6% |
36% |
False |
False |
106,076,131 |
80 |
0.154481 |
0.075627 |
0.078854 |
76.4% |
0.009633 |
9.3% |
35% |
False |
False |
129,089,962 |
100 |
0.154481 |
0.069536 |
0.084945 |
82.3% |
0.009061 |
8.8% |
40% |
False |
False |
139,688,842 |
120 |
0.154481 |
0.049431 |
0.105050 |
101.8% |
0.008538 |
8.3% |
51% |
False |
False |
145,224,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.119874 |
2.618 |
0.114409 |
1.618 |
0.111060 |
1.000 |
0.108990 |
0.618 |
0.107711 |
HIGH |
0.105641 |
0.618 |
0.104362 |
0.500 |
0.103967 |
0.382 |
0.103571 |
LOW |
0.102292 |
0.618 |
0.100222 |
1.000 |
0.098943 |
1.618 |
0.096873 |
2.618 |
0.093524 |
4.250 |
0.088059 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.103967 |
0.105850 |
PP |
0.103695 |
0.104950 |
S1 |
0.103424 |
0.104051 |
|