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 |
0.093152 |
0.095056 |
0.001904 |
2.0% |
0.107505 |
High |
0.095873 |
0.097970 |
0.002097 |
2.2% |
0.109843 |
Low |
0.091851 |
0.092095 |
0.000244 |
0.3% |
0.089985 |
Close |
0.095056 |
0.096881 |
0.001825 |
1.9% |
0.093456 |
Range |
0.004022 |
0.005875 |
0.001853 |
46.1% |
0.019858 |
ATR |
0.007103 |
0.007015 |
-0.000088 |
-1.2% |
0.000000 |
Volume |
94,202,008 |
96,514,152 |
2,312,144 |
2.5% |
525,284,928 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.113274 |
0.110952 |
0.100112 |
|
R3 |
0.107399 |
0.105077 |
0.098497 |
|
R2 |
0.101524 |
0.101524 |
0.097958 |
|
R1 |
0.099202 |
0.099202 |
0.097420 |
0.100363 |
PP |
0.095649 |
0.095649 |
0.095649 |
0.096229 |
S1 |
0.093327 |
0.093327 |
0.096342 |
0.094488 |
S2 |
0.089774 |
0.089774 |
0.095804 |
|
S3 |
0.083899 |
0.087452 |
0.095265 |
|
S4 |
0.078024 |
0.081577 |
0.093650 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.157335 |
0.145254 |
0.104378 |
|
R3 |
0.137477 |
0.125396 |
0.098917 |
|
R2 |
0.117619 |
0.117619 |
0.097097 |
|
R1 |
0.105538 |
0.105538 |
0.095276 |
0.101650 |
PP |
0.097761 |
0.097761 |
0.097761 |
0.095817 |
S1 |
0.085680 |
0.085680 |
0.091636 |
0.081792 |
S2 |
0.077903 |
0.077903 |
0.089815 |
|
S3 |
0.058045 |
0.065822 |
0.087995 |
|
S4 |
0.038187 |
0.045964 |
0.082534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.099927 |
0.088343 |
0.011584 |
12.0% |
0.006100 |
6.3% |
74% |
False |
False |
98,508,750 |
10 |
0.112632 |
0.088343 |
0.024289 |
25.1% |
0.006557 |
6.8% |
35% |
False |
False |
99,160,154 |
20 |
0.114095 |
0.088343 |
0.025752 |
26.6% |
0.006786 |
7.0% |
33% |
False |
False |
109,851,172 |
40 |
0.114095 |
0.075627 |
0.038468 |
39.7% |
0.007164 |
7.4% |
55% |
False |
False |
109,137,287 |
60 |
0.144559 |
0.075627 |
0.068932 |
71.2% |
0.008409 |
8.7% |
31% |
False |
False |
105,905,088 |
80 |
0.154481 |
0.075627 |
0.078854 |
81.4% |
0.008902 |
9.2% |
27% |
False |
False |
110,582,607 |
100 |
0.154481 |
0.075111 |
0.079370 |
81.9% |
0.009052 |
9.3% |
27% |
False |
False |
133,958,817 |
120 |
0.154481 |
0.051059 |
0.103422 |
106.8% |
0.008690 |
9.0% |
44% |
False |
False |
145,261,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.122939 |
2.618 |
0.113351 |
1.618 |
0.107476 |
1.000 |
0.103845 |
0.618 |
0.101601 |
HIGH |
0.097970 |
0.618 |
0.095726 |
0.500 |
0.095033 |
0.382 |
0.094339 |
LOW |
0.092095 |
0.618 |
0.088464 |
1.000 |
0.086220 |
1.618 |
0.082589 |
2.618 |
0.076714 |
4.250 |
0.067126 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.096265 |
0.095640 |
PP |
0.095649 |
0.094398 |
S1 |
0.095033 |
0.093157 |
|