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 |
110.53 |
110.33 |
-0.20 |
-0.2% |
107.66 |
High |
110.60 |
113.55 |
2.96 |
2.7% |
113.55 |
Low |
108.96 |
109.75 |
0.79 |
0.7% |
106.90 |
Close |
110.27 |
113.48 |
3.21 |
2.9% |
113.48 |
Range |
1.63 |
3.80 |
2.17 |
133.1% |
6.65 |
ATR |
2.05 |
2.17 |
0.13 |
6.1% |
0.00 |
Volume |
8,690,800 |
7,826,082 |
-864,718 |
-9.9% |
39,191,182 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.66 |
122.37 |
115.57 |
|
R3 |
119.86 |
118.57 |
114.53 |
|
R2 |
116.06 |
116.06 |
114.18 |
|
R1 |
114.77 |
114.77 |
113.83 |
115.42 |
PP |
112.26 |
112.26 |
112.26 |
112.58 |
S1 |
110.97 |
110.97 |
113.13 |
111.62 |
S2 |
108.46 |
108.46 |
112.78 |
|
S3 |
104.66 |
107.17 |
112.44 |
|
S4 |
100.86 |
103.37 |
111.39 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.26 |
129.02 |
117.14 |
|
R3 |
124.61 |
122.37 |
115.31 |
|
R2 |
117.96 |
117.96 |
114.70 |
|
R1 |
115.72 |
115.72 |
114.09 |
116.84 |
PP |
111.31 |
111.31 |
111.31 |
111.87 |
S1 |
109.07 |
109.07 |
112.87 |
110.19 |
S2 |
104.66 |
104.66 |
112.26 |
|
S3 |
98.01 |
102.42 |
111.65 |
|
S4 |
91.36 |
95.77 |
109.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.55 |
106.90 |
6.65 |
5.9% |
2.10 |
1.9% |
99% |
True |
False |
7,838,236 |
10 |
113.55 |
105.10 |
8.45 |
7.4% |
1.78 |
1.6% |
99% |
True |
False |
6,627,045 |
20 |
113.55 |
104.18 |
9.37 |
8.3% |
1.82 |
1.6% |
99% |
True |
False |
7,200,562 |
40 |
113.55 |
95.06 |
18.49 |
16.3% |
1.82 |
1.6% |
100% |
True |
False |
7,615,161 |
60 |
113.55 |
88.66 |
24.89 |
21.9% |
1.75 |
1.5% |
100% |
True |
False |
8,335,486 |
80 |
113.55 |
88.66 |
24.89 |
21.9% |
1.75 |
1.5% |
100% |
True |
False |
8,098,504 |
100 |
113.55 |
88.66 |
24.89 |
21.9% |
1.77 |
1.6% |
100% |
True |
False |
7,637,497 |
120 |
114.76 |
88.66 |
26.10 |
23.0% |
1.85 |
1.6% |
95% |
False |
False |
7,978,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.70 |
2.618 |
123.50 |
1.618 |
119.70 |
1.000 |
117.35 |
0.618 |
115.90 |
HIGH |
113.55 |
0.618 |
112.10 |
0.500 |
111.65 |
0.382 |
111.20 |
LOW |
109.75 |
0.618 |
107.40 |
1.000 |
105.95 |
1.618 |
103.60 |
2.618 |
99.80 |
4.250 |
93.60 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
112.87 |
112.74 |
PP |
112.26 |
112.00 |
S1 |
111.65 |
111.26 |
|