| 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 |
105-198 |
105-302 |
0-105 |
0.3% |
105-260 |
| High |
106-000 |
106-148 |
0-148 |
0.4% |
106-048 |
| Low |
105-150 |
105-268 |
0-118 |
0.3% |
105-178 |
| Close |
105-310 |
106-138 |
0-148 |
0.4% |
105-190 |
| Range |
0-170 |
0-200 |
0-030 |
17.6% |
0-190 |
| ATR |
0-157 |
0-160 |
0-003 |
2.0% |
0-000 |
| Volume |
6,452,185 |
2,285,467 |
-4,166,718 |
-64.6% |
9,640,159 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-038 |
107-288 |
106-248 |
|
| R3 |
107-158 |
107-088 |
106-192 |
|
| R2 |
106-278 |
106-278 |
106-174 |
|
| R1 |
106-208 |
106-208 |
106-156 |
106-242 |
| PP |
106-078 |
106-078 |
106-078 |
106-095 |
| S1 |
106-008 |
106-008 |
106-119 |
106-042 |
| S2 |
105-198 |
105-198 |
106-101 |
|
| S3 |
104-318 |
105-128 |
106-082 |
|
| S4 |
104-118 |
104-248 |
106-028 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-175 |
107-052 |
105-294 |
|
| R3 |
106-305 |
106-182 |
105-242 |
|
| R2 |
106-115 |
106-115 |
105-225 |
|
| R1 |
105-312 |
105-312 |
105-207 |
105-279 |
| PP |
105-245 |
105-245 |
105-245 |
105-228 |
| S1 |
105-122 |
105-122 |
105-173 |
105-089 |
| S2 |
105-055 |
105-055 |
105-155 |
|
| S3 |
104-185 |
104-252 |
105-138 |
|
| S4 |
103-315 |
104-062 |
105-086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-148 |
105-150 |
0-318 |
0.9% |
0-144 |
0.4% |
97% |
True |
False |
3,404,439 |
| 10 |
106-148 |
104-280 |
1-188 |
1.5% |
0-166 |
0.5% |
98% |
True |
False |
2,456,179 |
| 20 |
106-148 |
104-110 |
2-038 |
2.0% |
0-166 |
0.5% |
99% |
True |
False |
1,988,841 |
| 40 |
106-148 |
103-235 |
2-232 |
2.6% |
0-163 |
0.5% |
99% |
True |
False |
1,661,368 |
| 60 |
106-228 |
103-235 |
2-312 |
2.8% |
0-149 |
0.4% |
91% |
False |
False |
1,468,378 |
| 80 |
107-300 |
103-235 |
4-065 |
3.9% |
0-148 |
0.4% |
64% |
False |
False |
1,304,125 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-144 |
0.4% |
54% |
False |
False |
1,043,620 |
| 120 |
109-065 |
103-235 |
5-150 |
5.1% |
0-122 |
0.4% |
49% |
False |
False |
869,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-038 |
|
2.618 |
108-031 |
|
1.618 |
107-151 |
|
1.000 |
107-028 |
|
0.618 |
106-271 |
|
HIGH |
106-148 |
|
0.618 |
106-071 |
|
0.500 |
106-048 |
|
0.382 |
106-024 |
|
LOW |
105-268 |
|
0.618 |
105-144 |
|
1.000 |
105-068 |
|
1.618 |
104-264 |
|
2.618 |
104-064 |
|
4.250 |
103-058 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-108 |
106-088 |
| PP |
106-078 |
106-038 |
| S1 |
106-048 |
105-309 |
|