Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
91.12 |
91.51 |
0.39 |
0.4% |
91.21 |
High |
92.01 |
92.03 |
0.02 |
0.0% |
92.15 |
Low |
91.12 |
91.25 |
0.13 |
0.1% |
90.45 |
Close |
92.00 |
91.74 |
-0.26 |
-0.3% |
92.00 |
Range |
0.89 |
0.78 |
-0.11 |
-12.4% |
1.70 |
ATR |
1.41 |
1.36 |
-0.04 |
-3.2% |
0.00 |
Volume |
654,200 |
1,296,800 |
642,600 |
98.2% |
9,545,807 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.01 |
93.66 |
92.17 |
|
R3 |
93.23 |
92.88 |
91.95 |
|
R2 |
92.45 |
92.45 |
91.88 |
|
R1 |
92.10 |
92.10 |
91.81 |
92.28 |
PP |
91.67 |
91.67 |
91.67 |
91.76 |
S1 |
91.32 |
91.32 |
91.67 |
91.50 |
S2 |
90.89 |
90.89 |
91.60 |
|
S3 |
90.11 |
90.54 |
91.53 |
|
S4 |
89.33 |
89.76 |
91.31 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.63 |
96.02 |
92.93 |
|
R3 |
94.93 |
94.32 |
92.47 |
|
R2 |
93.23 |
93.23 |
92.31 |
|
R1 |
92.62 |
92.62 |
92.16 |
92.92 |
PP |
91.53 |
91.53 |
91.53 |
91.69 |
S1 |
90.92 |
90.92 |
91.84 |
91.23 |
S2 |
89.83 |
89.83 |
91.69 |
|
S3 |
88.13 |
89.22 |
91.53 |
|
S4 |
86.43 |
87.52 |
91.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.03 |
90.45 |
1.58 |
1.7% |
0.90 |
1.0% |
82% |
True |
False |
1,415,321 |
10 |
92.15 |
90.29 |
1.86 |
2.0% |
1.01 |
1.1% |
78% |
False |
False |
1,724,410 |
20 |
92.15 |
85.77 |
6.38 |
7.0% |
1.31 |
1.4% |
94% |
False |
False |
1,773,499 |
40 |
92.15 |
80.94 |
11.21 |
12.2% |
1.51 |
1.6% |
96% |
False |
False |
1,930,817 |
60 |
92.15 |
80.94 |
11.21 |
12.2% |
1.65 |
1.8% |
96% |
False |
False |
2,164,058 |
80 |
92.15 |
80.94 |
11.21 |
12.2% |
1.68 |
1.8% |
96% |
False |
False |
2,211,702 |
100 |
92.15 |
80.94 |
11.21 |
12.2% |
1.66 |
1.8% |
96% |
False |
False |
2,146,369 |
120 |
92.15 |
80.94 |
11.21 |
12.2% |
1.69 |
1.8% |
96% |
False |
False |
2,217,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.35 |
2.618 |
94.07 |
1.618 |
93.29 |
1.000 |
92.81 |
0.618 |
92.51 |
HIGH |
92.03 |
0.618 |
91.73 |
0.500 |
91.64 |
0.382 |
91.55 |
LOW |
91.25 |
0.618 |
90.77 |
1.000 |
90.47 |
1.618 |
89.99 |
2.618 |
89.21 |
4.250 |
87.94 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
91.71 |
91.57 |
PP |
91.67 |
91.41 |
S1 |
91.64 |
91.24 |
|