| 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 |
104.707 |
104.833 |
0.126 |
0.1% |
105.383 |
| High |
105.052 |
104.887 |
-0.165 |
-0.2% |
105.747 |
| Low |
104.645 |
104.388 |
-0.257 |
-0.2% |
104.341 |
| Close |
104.833 |
104.409 |
-0.424 |
-0.4% |
104.706 |
| Range |
0.407 |
0.499 |
0.092 |
22.6% |
1.406 |
| ATR |
0.482 |
0.483 |
0.001 |
0.3% |
0.000 |
| Volume |
120,378 |
116,431 |
-3,947 |
-3.3% |
711,067 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.058 |
105.733 |
104.683 |
|
| R3 |
105.559 |
105.234 |
104.546 |
|
| R2 |
105.060 |
105.060 |
104.500 |
|
| R1 |
104.735 |
104.735 |
104.455 |
104.648 |
| PP |
104.561 |
104.561 |
104.561 |
104.518 |
| S1 |
104.236 |
104.236 |
104.363 |
104.149 |
| S2 |
104.062 |
104.062 |
104.318 |
|
| S3 |
103.563 |
103.737 |
104.272 |
|
| S4 |
103.064 |
103.238 |
104.135 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.149 |
108.334 |
105.479 |
|
| R3 |
107.743 |
106.928 |
105.093 |
|
| R2 |
106.337 |
106.337 |
104.964 |
|
| R1 |
105.522 |
105.522 |
104.835 |
105.227 |
| PP |
104.931 |
104.931 |
104.931 |
104.784 |
| S1 |
104.116 |
104.116 |
104.577 |
103.821 |
| S2 |
103.525 |
103.525 |
104.448 |
|
| S3 |
102.119 |
102.710 |
104.319 |
|
| S4 |
100.713 |
101.304 |
103.933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.522 |
104.341 |
1.181 |
1.1% |
0.584 |
0.6% |
6% |
False |
False |
135,039 |
| 10 |
105.747 |
104.341 |
1.406 |
1.3% |
0.465 |
0.4% |
5% |
False |
False |
140,253 |
| 20 |
106.105 |
104.341 |
1.764 |
1.7% |
0.453 |
0.4% |
4% |
False |
False |
151,818 |
| 40 |
106.548 |
104.000 |
2.548 |
2.4% |
0.475 |
0.5% |
16% |
False |
False |
154,398 |
| 60 |
107.047 |
104.000 |
3.047 |
2.9% |
0.547 |
0.5% |
13% |
False |
False |
159,166 |
| 80 |
107.706 |
104.000 |
3.706 |
3.5% |
0.579 |
0.6% |
11% |
False |
False |
156,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.008 |
|
2.618 |
106.193 |
|
1.618 |
105.694 |
|
1.000 |
105.386 |
|
0.618 |
105.195 |
|
HIGH |
104.887 |
|
0.618 |
104.696 |
|
0.500 |
104.638 |
|
0.382 |
104.579 |
|
LOW |
104.388 |
|
0.618 |
104.080 |
|
1.000 |
103.889 |
|
1.618 |
103.581 |
|
2.618 |
103.082 |
|
4.250 |
102.267 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.638 |
104.720 |
| PP |
104.561 |
104.616 |
| S1 |
104.485 |
104.513 |
|