Trading Metrics calculated at close of trading on 27-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
106.67 |
105.79 |
-0.88 |
-0.8% |
100.32 |
High |
107.70 |
106.13 |
-1.57 |
-1.5% |
105.74 |
Low |
105.63 |
104.96 |
-0.67 |
-0.6% |
99.42 |
Close |
106.13 |
106.13 |
0.00 |
0.0% |
104.65 |
Range |
2.07 |
1.17 |
-0.90 |
-43.5% |
6.32 |
ATR |
2.72 |
2.61 |
-0.11 |
-4.1% |
0.00 |
Volume |
6,761,371 |
3,988,678 |
-2,772,693 |
-41.0% |
29,014,143 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.25 |
108.86 |
106.77 |
|
R3 |
108.08 |
107.69 |
106.45 |
|
R2 |
106.91 |
106.91 |
106.34 |
|
R1 |
106.52 |
106.52 |
106.24 |
106.71 |
PP |
105.74 |
105.74 |
105.74 |
105.84 |
S1 |
105.35 |
105.35 |
106.02 |
105.55 |
S2 |
104.57 |
104.57 |
105.92 |
|
S3 |
103.40 |
104.18 |
105.81 |
|
S4 |
102.23 |
103.01 |
105.49 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.23 |
119.76 |
108.13 |
|
R3 |
115.91 |
113.44 |
106.39 |
|
R2 |
109.59 |
109.59 |
105.81 |
|
R1 |
107.12 |
107.12 |
105.23 |
108.36 |
PP |
103.27 |
103.27 |
103.27 |
103.89 |
S1 |
100.80 |
100.80 |
104.07 |
102.04 |
S2 |
96.95 |
96.95 |
103.49 |
|
S3 |
90.63 |
94.48 |
102.91 |
|
S4 |
84.31 |
88.16 |
101.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
107.70 |
101.51 |
6.19 |
5.8% |
1.54 |
1.5% |
75% |
False |
False |
4,393,829 |
10 |
107.70 |
99.42 |
8.28 |
7.8% |
1.80 |
1.7% |
81% |
False |
False |
5,660,184 |
20 |
113.02 |
99.42 |
13.60 |
12.8% |
1.89 |
1.8% |
49% |
False |
False |
6,064,728 |
40 |
120.56 |
99.42 |
21.14 |
19.9% |
1.75 |
1.6% |
32% |
False |
False |
5,163,630 |
60 |
138.22 |
99.42 |
38.80 |
36.6% |
1.91 |
1.8% |
17% |
False |
False |
4,831,256 |
80 |
139.74 |
99.42 |
40.32 |
38.0% |
2.01 |
1.9% |
17% |
False |
False |
4,527,769 |
100 |
143.49 |
99.42 |
44.07 |
41.5% |
2.18 |
2.1% |
15% |
False |
False |
4,470,780 |
120 |
148.15 |
99.42 |
48.73 |
45.9% |
2.21 |
2.1% |
14% |
False |
False |
4,338,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.10 |
2.618 |
109.19 |
1.618 |
108.02 |
1.000 |
107.30 |
0.618 |
106.85 |
HIGH |
106.13 |
0.618 |
105.68 |
0.500 |
105.55 |
0.382 |
105.41 |
LOW |
104.96 |
0.618 |
104.24 |
1.000 |
103.79 |
1.618 |
103.07 |
2.618 |
101.90 |
4.250 |
99.99 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
105.94 |
106.04 |
PP |
105.74 |
105.94 |
S1 |
105.55 |
105.85 |
|