| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
104.833 |
104.409 |
-0.424 |
-0.4% |
105.383 |
| High |
104.887 |
104.554 |
-0.333 |
-0.3% |
105.747 |
| Low |
104.388 |
104.114 |
-0.274 |
-0.3% |
104.341 |
| Close |
104.409 |
104.319 |
-0.090 |
-0.1% |
104.706 |
| Range |
0.499 |
0.440 |
-0.059 |
-11.8% |
1.406 |
| ATR |
0.483 |
0.480 |
-0.003 |
-0.6% |
0.000 |
| Volume |
116,431 |
153,020 |
36,589 |
31.4% |
711,067 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.649 |
105.424 |
104.561 |
|
| R3 |
105.209 |
104.984 |
104.440 |
|
| R2 |
104.769 |
104.769 |
104.400 |
|
| R1 |
104.544 |
104.544 |
104.359 |
104.437 |
| PP |
104.329 |
104.329 |
104.329 |
104.275 |
| S1 |
104.104 |
104.104 |
104.279 |
103.997 |
| S2 |
103.889 |
103.889 |
104.238 |
|
| S3 |
103.449 |
103.664 |
104.198 |
|
| S4 |
103.009 |
103.224 |
104.077 |
|
|
| 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 |
105.052 |
104.114 |
0.938 |
0.9% |
0.436 |
0.4% |
22% |
False |
True |
131,441 |
| 10 |
105.747 |
104.114 |
1.633 |
1.6% |
0.461 |
0.4% |
13% |
False |
True |
140,942 |
| 20 |
106.105 |
104.114 |
1.991 |
1.9% |
0.455 |
0.4% |
10% |
False |
True |
150,226 |
| 40 |
106.548 |
104.000 |
2.548 |
2.4% |
0.475 |
0.5% |
13% |
False |
False |
153,960 |
| 60 |
107.047 |
104.000 |
3.047 |
2.9% |
0.545 |
0.5% |
10% |
False |
False |
158,915 |
| 80 |
107.520 |
104.000 |
3.520 |
3.4% |
0.578 |
0.6% |
9% |
False |
False |
157,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.424 |
|
2.618 |
105.706 |
|
1.618 |
105.266 |
|
1.000 |
104.994 |
|
0.618 |
104.826 |
|
HIGH |
104.554 |
|
0.618 |
104.386 |
|
0.500 |
104.334 |
|
0.382 |
104.282 |
|
LOW |
104.114 |
|
0.618 |
103.842 |
|
1.000 |
103.674 |
|
1.618 |
103.402 |
|
2.618 |
102.962 |
|
4.250 |
102.244 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.334 |
104.583 |
| PP |
104.329 |
104.495 |
| S1 |
104.324 |
104.407 |
|