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 |
23.91 |
23.79 |
-0.12 |
-0.5% |
23.85 |
High |
24.13 |
24.80 |
0.67 |
2.8% |
24.80 |
Low |
23.71 |
23.77 |
0.07 |
0.3% |
23.59 |
Close |
23.84 |
24.59 |
0.75 |
3.1% |
24.59 |
Range |
0.43 |
1.03 |
0.60 |
141.2% |
1.21 |
ATR |
0.73 |
0.75 |
0.02 |
2.9% |
0.00 |
Volume |
2,635,400 |
3,235,400 |
600,000 |
22.8% |
12,569,300 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.46 |
27.05 |
25.15 |
|
R3 |
26.44 |
26.03 |
24.87 |
|
R2 |
25.41 |
25.41 |
24.78 |
|
R1 |
25.00 |
25.00 |
24.68 |
25.21 |
PP |
24.39 |
24.39 |
24.39 |
24.49 |
S1 |
23.98 |
23.98 |
24.50 |
24.18 |
S2 |
23.36 |
23.36 |
24.40 |
|
S3 |
22.34 |
22.95 |
24.31 |
|
S4 |
21.31 |
21.93 |
24.03 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.94 |
27.47 |
25.25 |
|
R3 |
26.74 |
26.27 |
24.92 |
|
R2 |
25.53 |
25.53 |
24.81 |
|
R1 |
25.06 |
25.06 |
24.70 |
25.30 |
PP |
24.33 |
24.33 |
24.33 |
24.44 |
S1 |
23.86 |
23.86 |
24.48 |
24.09 |
S2 |
23.12 |
23.12 |
24.37 |
|
S3 |
21.92 |
22.65 |
24.26 |
|
S4 |
20.71 |
21.45 |
23.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24.80 |
23.59 |
1.21 |
4.9% |
0.57 |
2.3% |
83% |
True |
False |
2,513,860 |
10 |
24.80 |
22.85 |
1.95 |
7.9% |
0.65 |
2.6% |
89% |
True |
False |
2,451,308 |
20 |
24.80 |
22.10 |
2.69 |
11.0% |
0.68 |
2.8% |
92% |
True |
False |
2,541,199 |
40 |
26.30 |
22.10 |
4.20 |
17.1% |
0.72 |
2.9% |
59% |
False |
False |
2,531,321 |
60 |
26.30 |
21.49 |
4.81 |
19.6% |
0.75 |
3.0% |
64% |
False |
False |
2,638,794 |
80 |
26.30 |
21.21 |
5.09 |
20.7% |
0.71 |
2.9% |
66% |
False |
False |
2,669,832 |
100 |
26.30 |
20.66 |
5.64 |
22.9% |
0.71 |
2.9% |
70% |
False |
False |
2,799,681 |
120 |
26.30 |
19.55 |
6.75 |
27.4% |
0.71 |
2.9% |
75% |
False |
False |
2,796,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29.15 |
2.618 |
27.48 |
1.618 |
26.45 |
1.000 |
25.82 |
0.618 |
25.43 |
HIGH |
24.80 |
0.618 |
24.40 |
0.500 |
24.28 |
0.382 |
24.16 |
LOW |
23.77 |
0.618 |
23.14 |
1.000 |
22.75 |
1.618 |
22.11 |
2.618 |
21.09 |
4.250 |
19.41 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
24.49 |
24.46 |
PP |
24.39 |
24.33 |
S1 |
24.28 |
24.19 |
|