| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.72759 |
0.72835 |
0.00076 |
0.1% |
0.70238 |
| High |
0.72936 |
0.73176 |
0.00240 |
0.3% |
0.72890 |
| Low |
0.72528 |
0.72601 |
0.00073 |
0.1% |
0.69913 |
| Close |
0.72837 |
0.72797 |
-0.00040 |
-0.1% |
0.72558 |
| Range |
0.00408 |
0.00575 |
0.00167 |
40.9% |
0.02977 |
| ATR |
0.00771 |
0.00757 |
-0.00014 |
-1.8% |
0.00000 |
| Volume |
211,316 |
145,669 |
-65,647 |
-31.1% |
1,031,161 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.74583 |
0.74265 |
0.73113 |
|
| R3 |
0.74008 |
0.73690 |
0.72955 |
|
| R2 |
0.73433 |
0.73433 |
0.72902 |
|
| R1 |
0.73115 |
0.73115 |
0.72850 |
0.72987 |
| PP |
0.72858 |
0.72858 |
0.72858 |
0.72794 |
| S1 |
0.72540 |
0.72540 |
0.72744 |
0.72412 |
| S2 |
0.72283 |
0.72283 |
0.72692 |
|
| S3 |
0.71708 |
0.71965 |
0.72639 |
|
| S4 |
0.71133 |
0.71390 |
0.72481 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.80718 |
0.79615 |
0.74195 |
|
| R3 |
0.77741 |
0.76638 |
0.73377 |
|
| R2 |
0.74764 |
0.74764 |
0.73104 |
|
| R1 |
0.73661 |
0.73661 |
0.72831 |
0.74213 |
| PP |
0.71787 |
0.71787 |
0.71787 |
0.72063 |
| S1 |
0.70684 |
0.70684 |
0.72285 |
0.71236 |
| S2 |
0.68810 |
0.68810 |
0.72012 |
|
| S3 |
0.65833 |
0.67707 |
0.71739 |
|
| S4 |
0.62856 |
0.64730 |
0.70921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.73393 |
0.71452 |
0.01941 |
2.7% |
0.00724 |
1.0% |
69% |
False |
False |
200,016 |
| 10 |
0.73393 |
0.69913 |
0.03480 |
4.8% |
0.00880 |
1.2% |
83% |
False |
False |
196,822 |
| 20 |
0.73393 |
0.69913 |
0.03480 |
4.8% |
0.00754 |
1.0% |
83% |
False |
False |
166,887 |
| 40 |
0.73393 |
0.69913 |
0.03480 |
4.8% |
0.00711 |
1.0% |
83% |
False |
False |
158,777 |
| 60 |
0.74133 |
0.69913 |
0.04220 |
5.8% |
0.00700 |
1.0% |
68% |
False |
False |
152,777 |
| 80 |
0.74133 |
0.69913 |
0.04220 |
5.8% |
0.00692 |
1.0% |
68% |
False |
False |
149,669 |
| 100 |
0.74133 |
0.68326 |
0.05807 |
8.0% |
0.00672 |
0.9% |
77% |
False |
False |
147,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.75620 |
|
2.618 |
0.74681 |
|
1.618 |
0.74106 |
|
1.000 |
0.73751 |
|
0.618 |
0.73531 |
|
HIGH |
0.73176 |
|
0.618 |
0.72956 |
|
0.500 |
0.72889 |
|
0.382 |
0.72821 |
|
LOW |
0.72601 |
|
0.618 |
0.72246 |
|
1.000 |
0.72026 |
|
1.618 |
0.71671 |
|
2.618 |
0.71096 |
|
4.250 |
0.70157 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.72889 |
0.72961 |
| PP |
0.72858 |
0.72906 |
| S1 |
0.72828 |
0.72852 |
|