Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.106201 |
0.103773 |
-0.002428 |
-2.3% |
0.108557 |
High |
0.107185 |
0.112174 |
0.004989 |
4.7% |
0.113629 |
Low |
0.098702 |
0.103502 |
0.004800 |
4.9% |
0.099207 |
Close |
0.103773 |
0.109463 |
0.005690 |
5.5% |
0.106201 |
Range |
0.008483 |
0.008672 |
0.000189 |
2.2% |
0.014422 |
ATR |
0.007096 |
0.007209 |
0.000113 |
1.6% |
0.000000 |
Volume |
60,578,256 |
96,626,816 |
36,048,560 |
59.5% |
457,077,592 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.134396 |
0.130601 |
0.114233 |
|
R3 |
0.125724 |
0.121929 |
0.111848 |
|
R2 |
0.117052 |
0.117052 |
0.111053 |
|
R1 |
0.113257 |
0.113257 |
0.110258 |
0.115155 |
PP |
0.108380 |
0.108380 |
0.108380 |
0.109328 |
S1 |
0.104585 |
0.104585 |
0.108668 |
0.106483 |
S2 |
0.099708 |
0.099708 |
0.107873 |
|
S3 |
0.091036 |
0.095913 |
0.107078 |
|
S4 |
0.082364 |
0.087241 |
0.104693 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.149612 |
0.142328 |
0.114133 |
|
R3 |
0.135190 |
0.127906 |
0.110167 |
|
R2 |
0.120768 |
0.120768 |
0.108845 |
|
R1 |
0.113484 |
0.113484 |
0.107523 |
0.109915 |
PP |
0.106346 |
0.106346 |
0.106346 |
0.104561 |
S1 |
0.099062 |
0.099062 |
0.104879 |
0.095493 |
S2 |
0.091924 |
0.091924 |
0.103557 |
|
S3 |
0.077502 |
0.084640 |
0.102235 |
|
S4 |
0.063080 |
0.070218 |
0.098269 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.112174 |
0.098702 |
0.013472 |
12.3% |
0.005751 |
5.3% |
80% |
True |
False |
85,390,185 |
10 |
0.113629 |
0.091851 |
0.021778 |
19.9% |
0.007151 |
6.5% |
81% |
False |
False |
94,648,354 |
20 |
0.113629 |
0.088343 |
0.025286 |
23.1% |
0.007049 |
6.4% |
84% |
False |
False |
99,960,582 |
40 |
0.114095 |
0.075627 |
0.038468 |
35.1% |
0.007505 |
6.9% |
88% |
False |
False |
107,826,912 |
60 |
0.128010 |
0.075627 |
0.052383 |
47.9% |
0.008099 |
7.4% |
65% |
False |
False |
106,968,263 |
80 |
0.152105 |
0.075627 |
0.076478 |
69.9% |
0.008693 |
7.9% |
44% |
False |
False |
105,563,150 |
100 |
0.154481 |
0.075627 |
0.078854 |
72.0% |
0.009288 |
8.5% |
43% |
False |
False |
130,380,353 |
120 |
0.154481 |
0.069536 |
0.084945 |
77.6% |
0.008679 |
7.9% |
47% |
False |
False |
139,069,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.149030 |
2.618 |
0.134877 |
1.618 |
0.126205 |
1.000 |
0.120846 |
0.618 |
0.117533 |
HIGH |
0.112174 |
0.618 |
0.108861 |
0.500 |
0.107838 |
0.382 |
0.106815 |
LOW |
0.103502 |
0.618 |
0.098143 |
1.000 |
0.094830 |
1.618 |
0.089471 |
2.618 |
0.080799 |
4.250 |
0.066646 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.108921 |
0.108121 |
PP |
0.108380 |
0.106780 |
S1 |
0.107838 |
0.105438 |
|