| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
104.744 |
104.500 |
-0.244 |
-0.2% |
104.707 |
| High |
104.800 |
105.341 |
0.541 |
0.5% |
105.052 |
| Low |
104.436 |
104.151 |
-0.285 |
-0.3% |
104.022 |
| Close |
104.498 |
104.516 |
0.018 |
0.0% |
104.626 |
| Range |
0.364 |
1.190 |
0.826 |
226.9% |
1.030 |
| ATR |
0.492 |
0.542 |
0.050 |
10.1% |
0.000 |
| Volume |
175,958 |
320,464 |
144,506 |
82.1% |
713,048 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.239 |
107.568 |
105.171 |
|
| R3 |
107.049 |
106.378 |
104.843 |
|
| R2 |
105.859 |
105.859 |
104.734 |
|
| R1 |
105.188 |
105.188 |
104.625 |
105.524 |
| PP |
104.669 |
104.669 |
104.669 |
104.837 |
| S1 |
103.998 |
103.998 |
104.407 |
104.334 |
| S2 |
103.479 |
103.479 |
104.298 |
|
| S3 |
102.289 |
102.808 |
104.189 |
|
| S4 |
101.099 |
101.618 |
103.862 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.657 |
107.171 |
105.193 |
|
| R3 |
106.627 |
106.141 |
104.909 |
|
| R2 |
105.597 |
105.597 |
104.815 |
|
| R1 |
105.111 |
105.111 |
104.720 |
104.839 |
| PP |
104.567 |
104.567 |
104.567 |
104.431 |
| S1 |
104.081 |
104.081 |
104.532 |
103.809 |
| S2 |
103.537 |
103.537 |
104.437 |
|
| S3 |
102.507 |
103.051 |
104.343 |
|
| S4 |
101.477 |
102.021 |
104.060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.341 |
104.022 |
1.319 |
1.3% |
0.669 |
0.6% |
37% |
True |
False |
188,148 |
| 10 |
105.341 |
104.022 |
1.319 |
1.3% |
0.552 |
0.5% |
37% |
True |
False |
159,794 |
| 20 |
106.102 |
104.022 |
2.080 |
2.0% |
0.502 |
0.5% |
24% |
False |
False |
154,580 |
| 40 |
106.296 |
104.000 |
2.296 |
2.2% |
0.502 |
0.5% |
22% |
False |
False |
157,846 |
| 60 |
107.047 |
104.000 |
3.047 |
2.9% |
0.555 |
0.5% |
17% |
False |
False |
161,159 |
| 80 |
107.520 |
104.000 |
3.520 |
3.4% |
0.590 |
0.6% |
15% |
False |
False |
160,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.399 |
|
2.618 |
108.456 |
|
1.618 |
107.266 |
|
1.000 |
106.531 |
|
0.618 |
106.076 |
|
HIGH |
105.341 |
|
0.618 |
104.886 |
|
0.500 |
104.746 |
|
0.382 |
104.606 |
|
LOW |
104.151 |
|
0.618 |
103.416 |
|
1.000 |
102.961 |
|
1.618 |
102.226 |
|
2.618 |
101.036 |
|
4.250 |
99.094 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.746 |
104.746 |
| PP |
104.669 |
104.669 |
| S1 |
104.593 |
104.593 |
|