| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
104.500 |
104.515 |
0.015 |
0.0% |
104.707 |
| High |
105.341 |
104.530 |
-0.811 |
-0.8% |
105.052 |
| Low |
104.151 |
103.443 |
-0.708 |
-0.7% |
104.022 |
| Close |
104.516 |
103.508 |
-1.008 |
-1.0% |
104.626 |
| Range |
1.190 |
1.087 |
-0.103 |
-8.7% |
1.030 |
| ATR |
0.542 |
0.581 |
0.039 |
7.2% |
0.000 |
| Volume |
320,464 |
216,973 |
-103,491 |
-32.3% |
713,048 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.088 |
106.385 |
104.106 |
|
| R3 |
106.001 |
105.298 |
103.807 |
|
| R2 |
104.914 |
104.914 |
103.707 |
|
| R1 |
104.211 |
104.211 |
103.608 |
104.019 |
| PP |
103.827 |
103.827 |
103.827 |
103.731 |
| S1 |
103.124 |
103.124 |
103.408 |
102.932 |
| S2 |
102.740 |
102.740 |
103.309 |
|
| S3 |
101.653 |
102.037 |
103.209 |
|
| S4 |
100.566 |
100.950 |
102.910 |
|
|
| 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 |
103.443 |
1.898 |
1.8% |
0.746 |
0.7% |
3% |
False |
True |
199,908 |
| 10 |
105.341 |
103.443 |
1.898 |
1.8% |
0.616 |
0.6% |
3% |
False |
True |
168,136 |
| 20 |
106.038 |
103.443 |
2.595 |
2.5% |
0.547 |
0.5% |
3% |
False |
True |
158,103 |
| 40 |
106.254 |
103.443 |
2.811 |
2.7% |
0.522 |
0.5% |
2% |
False |
True |
159,231 |
| 60 |
107.035 |
103.443 |
3.592 |
3.5% |
0.565 |
0.5% |
2% |
False |
True |
162,109 |
| 80 |
107.520 |
103.443 |
4.077 |
3.9% |
0.597 |
0.6% |
2% |
False |
True |
162,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.150 |
|
2.618 |
107.376 |
|
1.618 |
106.289 |
|
1.000 |
105.617 |
|
0.618 |
105.202 |
|
HIGH |
104.530 |
|
0.618 |
104.115 |
|
0.500 |
103.987 |
|
0.382 |
103.858 |
|
LOW |
103.443 |
|
0.618 |
102.771 |
|
1.000 |
102.356 |
|
1.618 |
101.684 |
|
2.618 |
100.597 |
|
4.250 |
98.823 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
103.987 |
104.392 |
| PP |
103.827 |
104.097 |
| S1 |
103.668 |
103.803 |
|