| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
105.438 |
105.494 |
0.056 |
0.1% |
105.813 |
| High |
105.747 |
105.522 |
-0.225 |
-0.2% |
105.813 |
| Low |
105.365 |
104.341 |
-1.024 |
-1.0% |
105.036 |
| Close |
105.495 |
104.585 |
-0.910 |
-0.9% |
105.402 |
| Range |
0.382 |
1.181 |
0.799 |
209.2% |
0.777 |
| ATR |
0.447 |
0.500 |
0.052 |
11.7% |
0.000 |
| Volume |
150,291 |
171,010 |
20,719 |
13.8% |
751,060 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.359 |
107.653 |
105.235 |
|
| R3 |
107.178 |
106.472 |
104.910 |
|
| R2 |
105.997 |
105.997 |
104.802 |
|
| R1 |
105.291 |
105.291 |
104.693 |
105.054 |
| PP |
104.816 |
104.816 |
104.816 |
104.697 |
| S1 |
104.110 |
104.110 |
104.477 |
103.873 |
| S2 |
103.635 |
103.635 |
104.368 |
|
| S3 |
102.454 |
102.929 |
104.260 |
|
| S4 |
101.273 |
101.748 |
103.935 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.748 |
107.352 |
105.829 |
|
| R3 |
106.971 |
106.575 |
105.616 |
|
| R2 |
106.194 |
106.194 |
105.544 |
|
| R1 |
105.798 |
105.798 |
105.473 |
105.608 |
| PP |
105.417 |
105.417 |
105.417 |
105.322 |
| S1 |
105.021 |
105.021 |
105.331 |
104.831 |
| S2 |
104.640 |
104.640 |
105.260 |
|
| S3 |
103.863 |
104.244 |
105.188 |
|
| S4 |
103.086 |
103.467 |
104.975 |
|
|
| 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% |
0.487 |
0.5% |
17% |
False |
True |
150,444 |
| 10 |
106.102 |
104.341 |
1.761 |
1.7% |
0.451 |
0.4% |
14% |
False |
True |
149,365 |
| 20 |
106.105 |
104.341 |
1.764 |
1.7% |
0.444 |
0.4% |
14% |
False |
True |
157,636 |
| 40 |
106.944 |
104.000 |
2.944 |
2.8% |
0.536 |
0.5% |
20% |
False |
False |
163,231 |
| 60 |
107.047 |
104.000 |
3.047 |
2.9% |
0.584 |
0.6% |
19% |
False |
False |
164,093 |
| 80 |
107.788 |
104.000 |
3.788 |
3.6% |
0.577 |
0.6% |
15% |
False |
False |
155,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.541 |
|
2.618 |
108.614 |
|
1.618 |
107.433 |
|
1.000 |
106.703 |
|
0.618 |
106.252 |
|
HIGH |
105.522 |
|
0.618 |
105.071 |
|
0.500 |
104.932 |
|
0.382 |
104.792 |
|
LOW |
104.341 |
|
0.618 |
103.611 |
|
1.000 |
103.160 |
|
1.618 |
102.430 |
|
2.618 |
101.249 |
|
4.250 |
99.322 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.932 |
105.044 |
| PP |
104.816 |
104.891 |
| S1 |
104.701 |
104.738 |
|