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 |
4.69 |
4.86 |
0.17 |
3.6% |
5.19 |
High |
4.81 |
4.87 |
0.06 |
1.2% |
5.36 |
Low |
4.65 |
4.66 |
0.01 |
0.2% |
4.60 |
Close |
4.75 |
4.69 |
-0.06 |
-1.3% |
4.75 |
Range |
0.16 |
0.21 |
0.05 |
31.3% |
0.76 |
ATR |
0.26 |
0.26 |
0.00 |
-1.4% |
0.00 |
Volume |
4,749,900 |
8,312,100 |
3,562,200 |
75.0% |
106,240,300 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.37 |
5.24 |
4.81 |
|
R3 |
5.16 |
5.03 |
4.75 |
|
R2 |
4.95 |
4.95 |
4.73 |
|
R1 |
4.82 |
4.82 |
4.71 |
4.78 |
PP |
4.74 |
4.74 |
4.74 |
4.72 |
S1 |
4.61 |
4.61 |
4.67 |
4.57 |
S2 |
4.53 |
4.53 |
4.65 |
|
S3 |
4.32 |
4.40 |
4.63 |
|
S4 |
4.11 |
4.19 |
4.57 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.18 |
6.73 |
5.17 |
|
R3 |
6.42 |
5.97 |
4.96 |
|
R2 |
5.66 |
5.66 |
4.89 |
|
R1 |
5.21 |
5.21 |
4.82 |
5.06 |
PP |
4.90 |
4.90 |
4.90 |
4.83 |
S1 |
4.45 |
4.45 |
4.68 |
4.30 |
S2 |
4.14 |
4.14 |
4.61 |
|
S3 |
3.38 |
3.69 |
4.54 |
|
S4 |
2.62 |
2.93 |
4.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.88 |
4.60 |
0.28 |
6.0% |
0.22 |
4.7% |
32% |
False |
False |
11,396,200 |
10 |
5.36 |
4.60 |
0.76 |
16.2% |
0.24 |
5.1% |
12% |
False |
False |
12,833,120 |
20 |
5.46 |
4.60 |
0.86 |
18.3% |
0.22 |
4.7% |
10% |
False |
False |
10,372,850 |
40 |
5.46 |
4.51 |
0.95 |
20.3% |
0.22 |
4.7% |
19% |
False |
False |
9,164,062 |
60 |
5.46 |
4.39 |
1.07 |
22.8% |
0.22 |
4.8% |
28% |
False |
False |
8,495,554 |
80 |
5.46 |
4.38 |
1.08 |
23.0% |
0.22 |
4.7% |
29% |
False |
False |
7,949,083 |
100 |
5.46 |
4.38 |
1.08 |
23.0% |
0.22 |
4.6% |
29% |
False |
False |
7,499,915 |
120 |
5.50 |
4.38 |
1.12 |
23.9% |
0.22 |
4.6% |
28% |
False |
False |
7,464,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.76 |
2.618 |
5.42 |
1.618 |
5.21 |
1.000 |
5.08 |
0.618 |
5.00 |
HIGH |
4.87 |
0.618 |
4.79 |
0.500 |
4.77 |
0.382 |
4.74 |
LOW |
4.66 |
0.618 |
4.53 |
1.000 |
4.45 |
1.618 |
4.32 |
2.618 |
4.11 |
4.250 |
3.77 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4.77 |
4.77 |
PP |
4.74 |
4.74 |
S1 |
4.72 |
4.72 |
|