| 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 |
14.99 |
15.19 |
0.20 |
1.3% |
14.28 |
| High |
15.34 |
16.44 |
1.10 |
7.2% |
16.44 |
| Low |
14.75 |
15.11 |
0.36 |
2.4% |
14.14 |
| Close |
15.27 |
16.42 |
1.15 |
7.5% |
16.42 |
| Range |
0.59 |
1.33 |
0.74 |
126.8% |
2.30 |
| ATR |
0.59 |
0.64 |
0.05 |
8.9% |
0.00 |
| Volume |
16,147,400 |
20,728,600 |
4,581,200 |
28.4% |
75,893,700 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.98 |
19.53 |
17.15 |
|
| R3 |
18.65 |
18.20 |
16.79 |
|
| R2 |
17.32 |
17.32 |
16.66 |
|
| R1 |
16.87 |
16.87 |
16.54 |
17.10 |
| PP |
15.99 |
15.99 |
15.99 |
16.10 |
| S1 |
15.54 |
15.54 |
16.30 |
15.77 |
| S2 |
14.66 |
14.66 |
16.18 |
|
| S3 |
13.33 |
14.21 |
16.05 |
|
| S4 |
12.00 |
12.88 |
15.69 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.57 |
21.79 |
17.69 |
|
| R3 |
20.27 |
19.49 |
17.05 |
|
| R2 |
17.97 |
17.97 |
16.84 |
|
| R1 |
17.19 |
17.19 |
16.63 |
17.58 |
| PP |
15.67 |
15.67 |
15.67 |
15.86 |
| S1 |
14.89 |
14.89 |
16.21 |
15.28 |
| S2 |
13.37 |
13.37 |
16.00 |
|
| S3 |
11.07 |
12.59 |
15.79 |
|
| S4 |
8.77 |
10.29 |
15.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16.44 |
14.14 |
2.30 |
14.0% |
0.69 |
4.2% |
99% |
True |
False |
15,178,740 |
| 10 |
16.44 |
14.13 |
2.32 |
14.1% |
0.56 |
3.4% |
99% |
True |
False |
12,775,760 |
| 20 |
16.44 |
12.71 |
3.74 |
22.7% |
0.59 |
3.6% |
99% |
True |
False |
14,080,420 |
| 40 |
16.98 |
12.71 |
4.28 |
26.0% |
0.62 |
3.8% |
87% |
False |
False |
14,681,682 |
| 60 |
17.54 |
12.71 |
4.84 |
29.4% |
0.62 |
3.8% |
77% |
False |
False |
14,391,115 |
| 80 |
18.24 |
12.71 |
5.54 |
33.7% |
0.58 |
3.5% |
67% |
False |
False |
12,969,672 |
| 100 |
22.23 |
12.71 |
9.53 |
58.0% |
0.60 |
3.7% |
39% |
False |
False |
13,495,311 |
| 120 |
22.75 |
12.71 |
10.05 |
61.2% |
0.64 |
3.9% |
37% |
False |
False |
13,884,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22.09 |
|
2.618 |
19.92 |
|
1.618 |
18.59 |
|
1.000 |
17.77 |
|
0.618 |
17.26 |
|
HIGH |
16.44 |
|
0.618 |
15.93 |
|
0.500 |
15.78 |
|
0.382 |
15.62 |
|
LOW |
15.11 |
|
0.618 |
14.29 |
|
1.000 |
13.78 |
|
1.618 |
12.96 |
|
2.618 |
11.63 |
|
4.250 |
9.46 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16.21 |
16.11 |
| PP |
15.99 |
15.79 |
| S1 |
15.78 |
15.48 |
|