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 |
5.60 |
5.50 |
-0.10 |
-1.8% |
5.60 |
High |
5.71 |
5.60 |
-0.11 |
-1.8% |
5.93 |
Low |
5.42 |
5.33 |
-0.09 |
-1.7% |
5.33 |
Close |
5.50 |
5.57 |
0.07 |
1.3% |
5.57 |
Range |
0.29 |
0.28 |
-0.02 |
-5.2% |
0.61 |
ATR |
0.38 |
0.38 |
-0.01 |
-2.0% |
0.00 |
Volume |
5,654,200 |
6,867,900 |
1,213,700 |
21.5% |
29,764,800 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.32 |
6.22 |
5.72 |
|
R3 |
6.05 |
5.95 |
5.65 |
|
R2 |
5.77 |
5.77 |
5.62 |
|
R1 |
5.67 |
5.67 |
5.60 |
5.72 |
PP |
5.50 |
5.50 |
5.50 |
5.52 |
S1 |
5.40 |
5.40 |
5.54 |
5.45 |
S2 |
5.22 |
5.22 |
5.52 |
|
S3 |
4.95 |
5.12 |
5.49 |
|
S4 |
4.67 |
4.85 |
5.42 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.42 |
7.10 |
5.90 |
|
R3 |
6.82 |
6.50 |
5.74 |
|
R2 |
6.21 |
6.21 |
5.68 |
|
R1 |
5.89 |
5.89 |
5.63 |
5.75 |
PP |
5.61 |
5.61 |
5.61 |
5.54 |
S1 |
5.29 |
5.29 |
5.51 |
5.15 |
S2 |
5.00 |
5.00 |
5.46 |
|
S3 |
4.40 |
4.68 |
5.40 |
|
S4 |
3.79 |
4.08 |
5.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.93 |
5.33 |
0.61 |
10.9% |
0.31 |
5.5% |
40% |
False |
True |
5,952,960 |
10 |
5.96 |
5.30 |
0.66 |
11.8% |
0.29 |
5.2% |
41% |
False |
False |
5,431,390 |
20 |
7.49 |
5.30 |
2.19 |
39.3% |
0.36 |
6.5% |
12% |
False |
False |
5,748,196 |
40 |
8.12 |
5.30 |
2.82 |
50.6% |
0.41 |
7.3% |
10% |
False |
False |
6,454,933 |
60 |
9.75 |
5.30 |
4.45 |
79.9% |
0.48 |
8.6% |
6% |
False |
False |
7,884,877 |
80 |
10.30 |
5.30 |
5.00 |
89.8% |
0.54 |
9.8% |
5% |
False |
False |
8,758,446 |
100 |
10.30 |
5.30 |
5.00 |
89.8% |
0.56 |
10.1% |
5% |
False |
False |
8,273,054 |
120 |
10.30 |
5.30 |
5.00 |
89.8% |
0.57 |
10.3% |
5% |
False |
False |
8,093,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.77 |
2.618 |
6.32 |
1.618 |
6.04 |
1.000 |
5.88 |
0.618 |
5.77 |
HIGH |
5.60 |
0.618 |
5.49 |
0.500 |
5.46 |
0.382 |
5.43 |
LOW |
5.33 |
0.618 |
5.16 |
1.000 |
5.05 |
1.618 |
4.88 |
2.618 |
4.61 |
4.250 |
4.16 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
5.53 |
5.63 |
PP |
5.50 |
5.61 |
S1 |
5.46 |
5.59 |
|