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 |
22.29 |
22.10 |
-0.19 |
-0.9% |
21.97 |
High |
22.33 |
22.28 |
-0.05 |
-0.2% |
22.55 |
Low |
21.89 |
22.00 |
0.11 |
0.5% |
21.83 |
Close |
22.04 |
22.15 |
0.11 |
0.5% |
22.15 |
Range |
0.45 |
0.29 |
-0.16 |
-36.0% |
0.73 |
ATR |
0.47 |
0.45 |
-0.01 |
-2.8% |
0.00 |
Volume |
4,690,400 |
2,173,600 |
-2,516,800 |
-53.7% |
15,500,533 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.00 |
22.86 |
22.31 |
|
R3 |
22.71 |
22.57 |
22.23 |
|
R2 |
22.43 |
22.43 |
22.20 |
|
R1 |
22.29 |
22.29 |
22.18 |
22.36 |
PP |
22.14 |
22.14 |
22.14 |
22.18 |
S1 |
22.00 |
22.00 |
22.12 |
22.07 |
S2 |
21.86 |
21.86 |
22.10 |
|
S3 |
21.57 |
21.72 |
22.07 |
|
S4 |
21.29 |
21.43 |
21.99 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.35 |
23.98 |
22.55 |
|
R3 |
23.63 |
23.25 |
22.35 |
|
R2 |
22.90 |
22.90 |
22.28 |
|
R1 |
22.53 |
22.53 |
22.22 |
22.71 |
PP |
22.18 |
22.18 |
22.18 |
22.27 |
S1 |
21.80 |
21.80 |
22.08 |
21.99 |
S2 |
21.45 |
21.45 |
22.02 |
|
S3 |
20.73 |
21.08 |
21.95 |
|
S4 |
20.00 |
20.35 |
21.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22.55 |
21.83 |
0.73 |
3.3% |
0.41 |
1.9% |
45% |
False |
False |
3,100,106 |
10 |
22.55 |
20.91 |
1.64 |
7.4% |
0.38 |
1.7% |
76% |
False |
False |
2,526,793 |
20 |
22.55 |
20.35 |
2.20 |
9.9% |
0.41 |
1.9% |
82% |
False |
False |
3,041,324 |
40 |
22.55 |
19.64 |
2.91 |
13.1% |
0.48 |
2.2% |
86% |
False |
False |
3,396,390 |
60 |
22.55 |
19.25 |
3.30 |
14.9% |
0.45 |
2.0% |
88% |
False |
False |
3,151,752 |
80 |
22.55 |
19.25 |
3.30 |
14.9% |
0.44 |
2.0% |
88% |
False |
False |
2,961,278 |
100 |
22.55 |
19.09 |
3.46 |
15.6% |
0.43 |
1.9% |
88% |
False |
False |
2,814,550 |
120 |
22.55 |
18.59 |
3.96 |
17.9% |
0.42 |
1.9% |
90% |
False |
False |
2,662,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.49 |
2.618 |
23.03 |
1.618 |
22.74 |
1.000 |
22.57 |
0.618 |
22.46 |
HIGH |
22.28 |
0.618 |
22.17 |
0.500 |
22.14 |
0.382 |
22.10 |
LOW |
22.00 |
0.618 |
21.82 |
1.000 |
21.71 |
1.618 |
21.53 |
2.618 |
21.25 |
4.250 |
20.78 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
22.15 |
22.18 |
PP |
22.14 |
22.17 |
S1 |
22.14 |
22.16 |
|