Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
11.35 |
11.09 |
-0.26 |
-2.3% |
11.70 |
High |
11.37 |
11.95 |
0.58 |
5.1% |
12.03 |
Low |
10.70 |
10.80 |
0.10 |
0.9% |
11.08 |
Close |
11.15 |
11.92 |
0.77 |
6.9% |
11.31 |
Range |
0.67 |
1.16 |
0.49 |
72.4% |
0.95 |
ATR |
0.76 |
0.79 |
0.03 |
3.7% |
0.00 |
Volume |
11,382,800 |
12,396,623 |
1,013,823 |
8.9% |
56,195,335 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.02 |
14.63 |
12.56 |
|
R3 |
13.87 |
13.47 |
12.24 |
|
R2 |
12.71 |
12.71 |
12.13 |
|
R1 |
12.32 |
12.32 |
12.03 |
12.51 |
PP |
11.56 |
11.56 |
11.56 |
11.65 |
S1 |
11.16 |
11.16 |
11.81 |
11.36 |
S2 |
10.40 |
10.40 |
11.71 |
|
S3 |
9.25 |
10.01 |
11.60 |
|
S4 |
8.09 |
8.85 |
11.28 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.32 |
13.77 |
11.83 |
|
R3 |
13.37 |
12.82 |
11.57 |
|
R2 |
12.42 |
12.42 |
11.48 |
|
R1 |
11.87 |
11.87 |
11.40 |
11.67 |
PP |
11.47 |
11.47 |
11.47 |
11.38 |
S1 |
10.92 |
10.92 |
11.22 |
10.72 |
S2 |
10.52 |
10.52 |
11.14 |
|
S3 |
9.57 |
9.97 |
11.05 |
|
S4 |
8.62 |
9.02 |
10.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.95 |
10.70 |
1.25 |
10.5% |
0.68 |
5.7% |
98% |
True |
False |
7,743,964 |
10 |
12.03 |
10.70 |
1.33 |
11.2% |
0.66 |
5.5% |
92% |
False |
False |
7,997,475 |
20 |
12.07 |
9.03 |
3.05 |
25.5% |
0.76 |
6.4% |
95% |
False |
False |
11,336,947 |
40 |
12.07 |
8.67 |
3.41 |
28.6% |
0.80 |
6.7% |
96% |
False |
False |
11,886,171 |
60 |
12.49 |
8.43 |
4.05 |
34.0% |
0.83 |
7.0% |
86% |
False |
False |
12,782,595 |
80 |
12.49 |
8.43 |
4.06 |
34.1% |
0.85 |
7.1% |
86% |
False |
False |
13,011,786 |
100 |
15.09 |
8.43 |
6.66 |
55.9% |
0.84 |
7.1% |
52% |
False |
False |
12,190,737 |
120 |
16.19 |
8.43 |
7.76 |
65.1% |
0.84 |
7.0% |
45% |
False |
False |
11,398,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16.86 |
2.618 |
14.97 |
1.618 |
13.82 |
1.000 |
13.11 |
0.618 |
12.66 |
HIGH |
11.95 |
0.618 |
11.51 |
0.500 |
11.37 |
0.382 |
11.24 |
LOW |
10.80 |
0.618 |
10.08 |
1.000 |
9.64 |
1.618 |
8.93 |
2.618 |
7.77 |
4.250 |
5.89 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
11.74 |
11.72 |
PP |
11.56 |
11.52 |
S1 |
11.37 |
11.33 |
|