Trading Metrics calculated at close of trading on 30-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
11.0304 |
10.7745 |
-0.2559 |
-2.3% |
10.9623 |
High |
11.1629 |
11.2557 |
0.0928 |
0.8% |
11.5174 |
Low |
10.7042 |
10.7609 |
0.0567 |
0.5% |
10.0833 |
Close |
10.7745 |
11.1062 |
0.3317 |
3.1% |
11.1532 |
Range |
0.4587 |
0.4948 |
0.0361 |
7.9% |
1.4341 |
ATR |
1.0846 |
1.0425 |
-0.0421 |
-3.9% |
0.0000 |
Volume |
125,239 |
122,004 |
-3,235 |
-2.6% |
374,468 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.5254 |
12.3106 |
11.3783 |
|
R3 |
12.0306 |
11.8158 |
11.2423 |
|
R2 |
11.5358 |
11.5358 |
11.1969 |
|
R1 |
11.3210 |
11.3210 |
11.1515 |
11.4284 |
PP |
11.0410 |
11.0410 |
11.0410 |
11.0946 |
S1 |
10.8262 |
10.8262 |
11.0608 |
10.9336 |
S2 |
10.5461 |
10.5461 |
11.0155 |
|
S3 |
10.0513 |
10.3314 |
10.9701 |
|
S4 |
9.5565 |
9.8365 |
10.8340 |
|
|
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 |
10.4740 |
1.0743 |
9.7% |
0.6137 |
5.5% |
59% |
False |
False |
96,556 |
10 |
12.2754 |
10.0833 |
2.1922 |
19.7% |
0.8302 |
7.5% |
47% |
False |
False |
107,066 |
20 |
15.4080 |
9.0506 |
6.3574 |
57.2% |
1.4340 |
12.9% |
32% |
False |
False |
132,881 |
40 |
15.4080 |
6.4878 |
8.9202 |
80.3% |
0.9885 |
8.9% |
52% |
False |
False |
185,068 |
60 |
15.4080 |
6.4878 |
8.9202 |
80.3% |
0.7754 |
7.0% |
52% |
False |
False |
181,674 |
80 |
15.4080 |
6.4878 |
8.9202 |
80.3% |
0.6894 |
6.2% |
52% |
False |
False |
188,943 |
100 |
15.4080 |
6.4878 |
8.9202 |
80.3% |
0.6345 |
5.7% |
52% |
False |
False |
181,521 |
120 |
15.4080 |
6.4878 |
8.9202 |
80.3% |
0.6574 |
5.9% |
52% |
False |
False |
172,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.3587 |
2.618 |
12.5512 |
1.618 |
12.0563 |
1.000 |
11.7506 |
0.618 |
11.5615 |
HIGH |
11.2557 |
0.618 |
11.0667 |
0.500 |
11.0083 |
0.382 |
10.9499 |
LOW |
10.7609 |
0.618 |
10.4551 |
1.000 |
10.2661 |
1.618 |
9.9603 |
2.618 |
9.4655 |
4.250 |
8.6580 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
11.0736 |
11.0363 |
PP |
11.0410 |
10.9664 |
S1 |
11.0083 |
10.8964 |
|