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 |
4.71 |
4.70 |
-0.01 |
-0.2% |
4.73 |
High |
4.71 |
4.72 |
0.01 |
0.2% |
4.78 |
Low |
4.67 |
4.68 |
0.01 |
0.2% |
4.67 |
Close |
4.70 |
4.69 |
-0.01 |
-0.2% |
4.70 |
Range |
0.04 |
0.04 |
0.00 |
0.0% |
0.11 |
ATR |
0.07 |
0.06 |
0.00 |
-2.8% |
0.00 |
Volume |
794,200 |
1,182,900 |
388,700 |
48.9% |
4,369,200 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.82 |
4.79 |
4.71 |
|
R3 |
4.78 |
4.75 |
4.70 |
|
R2 |
4.74 |
4.74 |
4.70 |
|
R1 |
4.71 |
4.71 |
4.69 |
4.71 |
PP |
4.70 |
4.70 |
4.70 |
4.69 |
S1 |
4.67 |
4.67 |
4.69 |
4.67 |
S2 |
4.66 |
4.66 |
4.68 |
|
S3 |
4.62 |
4.63 |
4.68 |
|
S4 |
4.58 |
4.59 |
4.67 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.05 |
4.98 |
4.76 |
|
R3 |
4.94 |
4.87 |
4.73 |
|
R2 |
4.83 |
4.83 |
4.72 |
|
R1 |
4.76 |
4.76 |
4.71 |
4.74 |
PP |
4.72 |
4.72 |
4.72 |
4.71 |
S1 |
4.65 |
4.65 |
4.69 |
4.63 |
S2 |
4.61 |
4.61 |
4.68 |
|
S3 |
4.50 |
4.54 |
4.67 |
|
S4 |
4.39 |
4.43 |
4.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.78 |
4.67 |
0.11 |
2.3% |
0.04 |
0.9% |
18% |
False |
False |
1,110,420 |
10 |
4.78 |
4.50 |
0.28 |
6.0% |
0.05 |
1.1% |
68% |
False |
False |
1,338,390 |
20 |
4.78 |
4.49 |
0.29 |
6.2% |
0.05 |
1.1% |
69% |
False |
False |
1,322,935 |
40 |
5.06 |
4.48 |
0.58 |
12.4% |
0.06 |
1.3% |
36% |
False |
False |
1,453,268 |
60 |
5.31 |
4.48 |
0.83 |
17.7% |
0.06 |
1.3% |
25% |
False |
False |
1,436,182 |
80 |
5.31 |
4.48 |
0.83 |
17.7% |
0.06 |
1.2% |
25% |
False |
False |
1,439,495 |
100 |
5.31 |
4.48 |
0.83 |
17.7% |
0.06 |
1.2% |
25% |
False |
False |
1,528,450 |
120 |
5.31 |
4.48 |
0.83 |
17.7% |
0.06 |
1.2% |
25% |
False |
False |
1,577,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.89 |
2.618 |
4.82 |
1.618 |
4.78 |
1.000 |
4.76 |
0.618 |
4.74 |
HIGH |
4.72 |
0.618 |
4.70 |
0.500 |
4.70 |
0.382 |
4.70 |
LOW |
4.68 |
0.618 |
4.66 |
1.000 |
4.64 |
1.618 |
4.62 |
2.618 |
4.58 |
4.250 |
4.51 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4.70 |
4.73 |
PP |
4.70 |
4.71 |
S1 |
4.69 |
4.70 |
|