Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
10.9090 |
11.1532 |
0.2443 |
2.2% |
10.9623 |
High |
11.3778 |
11.5484 |
0.1706 |
1.5% |
11.5174 |
Low |
10.9090 |
10.4740 |
-0.4349 |
-4.0% |
10.0833 |
Close |
11.1532 |
10.8212 |
-0.3320 |
-3.0% |
11.1532 |
Range |
0.4688 |
1.0743 |
0.6055 |
129.2% |
1.4341 |
ATR |
1.1837 |
1.1759 |
-0.0078 |
-0.7% |
0.0000 |
Volume |
115,888 |
1,166 |
-114,722 |
-99.0% |
374,468 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.1709 |
13.5704 |
11.4121 |
|
R3 |
13.0965 |
12.4960 |
11.1166 |
|
R2 |
12.0222 |
12.0222 |
11.0181 |
|
R1 |
11.4217 |
11.4217 |
10.9197 |
11.1848 |
PP |
10.9479 |
10.9479 |
10.9479 |
10.8294 |
S1 |
10.3474 |
10.3474 |
10.7227 |
10.1104 |
S2 |
9.8735 |
9.8735 |
10.6242 |
|
S3 |
8.7992 |
9.2730 |
10.5257 |
|
S4 |
7.7248 |
8.1987 |
10.2303 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.2202 |
14.6208 |
11.9420 |
|
R3 |
13.7861 |
13.1867 |
11.5476 |
|
R2 |
12.3520 |
12.3520 |
11.4161 |
|
R1 |
11.7526 |
11.7526 |
11.2847 |
12.0523 |
PP |
10.9179 |
10.9179 |
10.9179 |
11.0678 |
S1 |
10.3185 |
10.3185 |
11.0217 |
10.6182 |
S2 |
9.4838 |
9.4838 |
10.8903 |
|
S3 |
8.0497 |
8.8844 |
10.7588 |
|
S4 |
6.6156 |
7.4503 |
10.3644 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.5484 |
10.0833 |
1.4651 |
13.5% |
0.9005 |
8.3% |
50% |
True |
False |
75,126 |
10 |
14.3033 |
10.0833 |
4.2201 |
39.0% |
1.1313 |
10.5% |
17% |
False |
False |
103,791 |
20 |
15.4080 |
8.4923 |
6.9157 |
63.9% |
1.5026 |
13.9% |
34% |
False |
False |
168,188 |
40 |
15.4080 |
6.4878 |
8.9202 |
82.4% |
0.9795 |
9.1% |
49% |
False |
False |
186,597 |
60 |
15.4080 |
6.4878 |
8.9202 |
82.4% |
0.7801 |
7.2% |
49% |
False |
False |
194,343 |
80 |
15.4080 |
6.4878 |
8.9202 |
82.4% |
0.6842 |
6.3% |
49% |
False |
False |
189,193 |
100 |
15.4080 |
6.4878 |
8.9202 |
82.4% |
0.6302 |
5.8% |
49% |
False |
False |
179,529 |
120 |
15.4080 |
6.4878 |
8.9202 |
82.4% |
0.6566 |
6.1% |
49% |
False |
False |
172,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16.1143 |
2.618 |
14.3610 |
1.618 |
13.2867 |
1.000 |
12.6227 |
0.618 |
12.2123 |
HIGH |
11.5484 |
0.618 |
11.1380 |
0.500 |
11.0112 |
0.382 |
10.8844 |
LOW |
10.4740 |
0.618 |
9.8101 |
1.000 |
9.3997 |
1.618 |
8.7357 |
2.618 |
7.6614 |
4.250 |
5.9081 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
11.0112 |
10.8194 |
PP |
10.9479 |
10.8176 |
S1 |
10.8845 |
10.8158 |
|