Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
10.7745 |
11.1062 |
0.3317 |
3.1% |
11.1532 |
High |
11.2557 |
11.4029 |
0.1471 |
1.3% |
11.5484 |
Low |
10.7609 |
11.0183 |
0.2574 |
2.4% |
10.4740 |
Close |
11.1062 |
11.2025 |
0.0963 |
0.9% |
11.2025 |
Range |
0.4948 |
0.3846 |
-0.1102 |
-22.3% |
1.0743 |
ATR |
1.0425 |
0.9955 |
-0.0470 |
-4.5% |
0.0000 |
Volume |
122,004 |
120,360 |
-1,644 |
-1.3% |
487,254 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.3617 |
12.1667 |
11.4140 |
|
R3 |
11.9771 |
11.7821 |
11.3083 |
|
R2 |
11.5925 |
11.5925 |
11.2730 |
|
R1 |
11.3975 |
11.3975 |
11.2377 |
11.4950 |
PP |
11.2079 |
11.2079 |
11.2079 |
11.2566 |
S1 |
11.0129 |
11.0129 |
11.1672 |
11.1104 |
S2 |
10.8233 |
10.8233 |
11.1320 |
|
S3 |
10.4387 |
10.6283 |
11.0967 |
|
S4 |
10.0541 |
10.2437 |
10.9910 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.2980 |
13.8246 |
11.7934 |
|
R3 |
13.2236 |
12.7502 |
11.4979 |
|
R2 |
12.1493 |
12.1493 |
11.3995 |
|
R1 |
11.6759 |
11.6759 |
11.3010 |
11.9126 |
PP |
11.0750 |
11.0750 |
11.0750 |
11.1933 |
S1 |
10.6016 |
10.6016 |
11.1040 |
10.8383 |
S2 |
10.0006 |
10.0006 |
11.0055 |
|
S3 |
8.9263 |
9.5272 |
10.9070 |
|
S4 |
7.8519 |
8.4529 |
10.6116 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.5484 |
10.4740 |
1.0743 |
9.6% |
0.5969 |
5.3% |
68% |
False |
False |
97,450 |
10 |
11.7896 |
10.0833 |
1.7064 |
15.2% |
0.7621 |
6.8% |
66% |
False |
False |
102,573 |
20 |
15.4080 |
9.0506 |
6.3574 |
56.7% |
1.3940 |
12.4% |
34% |
False |
False |
118,052 |
40 |
15.4080 |
6.4878 |
8.9202 |
79.6% |
0.9890 |
8.8% |
53% |
False |
False |
184,539 |
60 |
15.4080 |
6.4878 |
8.9202 |
79.6% |
0.7772 |
6.9% |
53% |
False |
False |
180,399 |
80 |
15.4080 |
6.4878 |
8.9202 |
79.6% |
0.6917 |
6.2% |
53% |
False |
False |
188,162 |
100 |
15.4080 |
6.4878 |
8.9202 |
79.6% |
0.6353 |
5.7% |
53% |
False |
False |
181,222 |
120 |
15.4080 |
6.4878 |
8.9202 |
79.6% |
0.6429 |
5.7% |
53% |
False |
False |
173,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.0374 |
2.618 |
12.4098 |
1.618 |
12.0252 |
1.000 |
11.7875 |
0.618 |
11.6406 |
HIGH |
11.4029 |
0.618 |
11.2560 |
0.500 |
11.2106 |
0.382 |
11.1652 |
LOW |
11.0183 |
0.618 |
10.7806 |
1.000 |
10.6337 |
1.618 |
10.3960 |
2.618 |
10.0114 |
4.250 |
9.3837 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
11.2106 |
11.1528 |
PP |
11.2079 |
11.1032 |
S1 |
11.2052 |
11.0535 |
|