Trading Metrics calculated at close of trading on 29-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
106.75 |
108.90 |
2.15 |
2.0% |
104.67 |
High |
107.92 |
112.67 |
4.75 |
4.4% |
107.45 |
Low |
106.00 |
108.60 |
2.60 |
2.5% |
104.39 |
Close |
107.64 |
111.37 |
3.73 |
3.5% |
107.00 |
Range |
1.92 |
4.07 |
2.15 |
112.0% |
3.06 |
ATR |
2.19 |
2.39 |
0.20 |
9.3% |
0.00 |
Volume |
2,295,100 |
4,453,922 |
2,158,822 |
94.1% |
12,860,000 |
|
Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.09 |
121.30 |
113.61 |
|
R3 |
119.02 |
117.23 |
112.49 |
|
R2 |
114.95 |
114.95 |
112.12 |
|
R1 |
113.16 |
113.16 |
111.74 |
114.05 |
PP |
110.88 |
110.88 |
110.88 |
111.33 |
S1 |
109.09 |
109.09 |
111.00 |
109.99 |
S2 |
106.81 |
106.81 |
110.62 |
|
S3 |
102.74 |
105.02 |
110.25 |
|
S4 |
98.67 |
100.95 |
109.13 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.46 |
114.29 |
108.68 |
|
R3 |
112.40 |
111.23 |
107.84 |
|
R2 |
109.34 |
109.34 |
107.56 |
|
R1 |
108.17 |
108.17 |
107.28 |
108.75 |
PP |
106.28 |
106.28 |
106.28 |
106.57 |
S1 |
105.11 |
105.11 |
106.72 |
105.70 |
S2 |
103.22 |
103.22 |
106.44 |
|
S3 |
100.16 |
102.05 |
106.16 |
|
S4 |
97.10 |
98.99 |
105.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.67 |
105.51 |
7.16 |
6.4% |
2.00 |
1.8% |
82% |
True |
False |
2,410,504 |
10 |
112.67 |
103.07 |
9.60 |
8.6% |
1.99 |
1.8% |
86% |
True |
False |
2,493,792 |
20 |
112.67 |
96.15 |
16.52 |
14.8% |
2.08 |
1.9% |
92% |
True |
False |
2,792,451 |
40 |
112.67 |
88.59 |
24.08 |
21.6% |
2.30 |
2.1% |
95% |
True |
False |
3,029,986 |
60 |
112.67 |
88.59 |
24.08 |
21.6% |
2.50 |
2.2% |
95% |
True |
False |
3,563,455 |
80 |
112.67 |
88.59 |
24.08 |
21.6% |
2.53 |
2.3% |
95% |
True |
False |
3,468,826 |
100 |
116.78 |
88.59 |
28.19 |
25.3% |
2.56 |
2.3% |
81% |
False |
False |
4,964,799 |
120 |
116.78 |
88.59 |
28.19 |
25.3% |
2.52 |
2.3% |
81% |
False |
False |
6,440,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.97 |
2.618 |
123.32 |
1.618 |
119.25 |
1.000 |
116.74 |
0.618 |
115.19 |
HIGH |
112.67 |
0.618 |
111.12 |
0.500 |
110.63 |
0.382 |
110.15 |
LOW |
108.60 |
0.618 |
106.08 |
1.000 |
104.53 |
1.618 |
102.01 |
2.618 |
97.95 |
4.250 |
91.30 |
|
|
Fisher Pivots for day following 29-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
111.12 |
110.61 |
PP |
110.88 |
109.85 |
S1 |
110.63 |
109.09 |
|