| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
105.369 |
105.279 |
-0.090 |
-0.1% |
104.567 |
| High |
105.486 |
105.674 |
0.188 |
0.2% |
105.341 |
| Low |
104.821 |
105.008 |
0.187 |
0.2% |
103.178 |
| Close |
105.279 |
105.425 |
0.146 |
0.1% |
103.346 |
| Range |
0.665 |
0.666 |
0.001 |
0.2% |
2.163 |
| ATR |
0.711 |
0.708 |
-0.003 |
-0.5% |
0.000 |
| Volume |
220,585 |
131,189 |
-89,396 |
-40.5% |
1,058,706 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.367 |
107.062 |
105.791 |
|
| R3 |
106.701 |
106.396 |
105.608 |
|
| R2 |
106.035 |
106.035 |
105.547 |
|
| R1 |
105.730 |
105.730 |
105.486 |
105.883 |
| PP |
105.369 |
105.369 |
105.369 |
105.445 |
| S1 |
105.064 |
105.064 |
105.364 |
105.217 |
| S2 |
104.703 |
104.703 |
105.303 |
|
| S3 |
104.037 |
104.398 |
105.242 |
|
| S4 |
103.371 |
103.732 |
105.059 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.444 |
109.058 |
104.536 |
|
| R3 |
108.281 |
106.895 |
103.941 |
|
| R2 |
106.118 |
106.118 |
103.743 |
|
| R1 |
104.732 |
104.732 |
103.544 |
104.344 |
| PP |
103.955 |
103.955 |
103.955 |
103.761 |
| S1 |
102.569 |
102.569 |
103.148 |
102.181 |
| S2 |
101.792 |
101.792 |
102.949 |
|
| S3 |
99.629 |
100.406 |
102.751 |
|
| S4 |
97.466 |
98.243 |
102.156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.674 |
103.178 |
2.496 |
2.4% |
1.091 |
1.0% |
90% |
True |
False |
205,552 |
| 10 |
105.674 |
103.178 |
2.496 |
2.4% |
0.880 |
0.8% |
90% |
True |
False |
196,850 |
| 20 |
105.747 |
103.178 |
2.569 |
2.4% |
0.671 |
0.6% |
87% |
False |
False |
168,896 |
| 40 |
106.105 |
103.178 |
2.927 |
2.8% |
0.582 |
0.6% |
77% |
False |
False |
164,878 |
| 60 |
106.944 |
103.178 |
3.766 |
3.6% |
0.586 |
0.6% |
60% |
False |
False |
165,571 |
| 80 |
107.228 |
103.178 |
4.050 |
3.8% |
0.624 |
0.6% |
55% |
False |
False |
165,880 |
| 100 |
108.161 |
103.178 |
4.983 |
4.7% |
0.603 |
0.6% |
45% |
False |
False |
158,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.505 |
|
2.618 |
107.418 |
|
1.618 |
106.752 |
|
1.000 |
106.340 |
|
0.618 |
106.086 |
|
HIGH |
105.674 |
|
0.618 |
105.420 |
|
0.500 |
105.341 |
|
0.382 |
105.262 |
|
LOW |
105.008 |
|
0.618 |
104.596 |
|
1.000 |
104.342 |
|
1.618 |
103.930 |
|
2.618 |
103.264 |
|
4.250 |
102.178 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
105.397 |
105.094 |
| PP |
105.369 |
104.762 |
| S1 |
105.341 |
104.431 |
|