| 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 |
16.50 |
16.54 |
0.04 |
0.2% |
16.41 |
| High |
16.67 |
16.69 |
0.02 |
0.1% |
17.17 |
| Low |
16.40 |
16.45 |
0.05 |
0.3% |
16.15 |
| Close |
16.59 |
16.57 |
-0.02 |
-0.1% |
17.12 |
| Range |
0.27 |
0.24 |
-0.03 |
-11.1% |
1.02 |
| ATR |
0.44 |
0.42 |
-0.01 |
-3.2% |
0.00 |
| Volume |
8,369,360 |
9,728,123 |
1,358,763 |
16.2% |
38,884,100 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.29 |
17.17 |
16.70 |
|
| R3 |
17.05 |
16.93 |
16.64 |
|
| R2 |
16.81 |
16.81 |
16.61 |
|
| R1 |
16.69 |
16.69 |
16.59 |
16.75 |
| PP |
16.57 |
16.57 |
16.57 |
16.60 |
| S1 |
16.45 |
16.45 |
16.55 |
16.51 |
| S2 |
16.33 |
16.33 |
16.53 |
|
| S3 |
16.09 |
16.21 |
16.50 |
|
| S4 |
15.85 |
15.97 |
16.44 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.87 |
19.52 |
17.68 |
|
| R3 |
18.85 |
18.50 |
17.40 |
|
| R2 |
17.83 |
17.83 |
17.31 |
|
| R1 |
17.48 |
17.48 |
17.21 |
17.66 |
| PP |
16.81 |
16.81 |
16.81 |
16.90 |
| S1 |
16.46 |
16.46 |
17.03 |
16.64 |
| S2 |
15.79 |
15.79 |
16.93 |
|
| S3 |
14.77 |
15.44 |
16.84 |
|
| S4 |
13.75 |
14.42 |
16.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17.17 |
16.40 |
0.77 |
4.6% |
0.31 |
1.9% |
22% |
False |
False |
9,392,684 |
| 10 |
17.17 |
16.15 |
1.02 |
6.2% |
0.35 |
2.1% |
41% |
False |
False |
8,834,052 |
| 20 |
19.31 |
16.15 |
3.16 |
19.1% |
0.45 |
2.7% |
13% |
False |
False |
8,072,723 |
| 40 |
19.31 |
16.15 |
3.16 |
19.1% |
0.41 |
2.5% |
13% |
False |
False |
6,338,822 |
| 60 |
19.31 |
16.15 |
3.16 |
19.1% |
0.43 |
2.6% |
13% |
False |
False |
6,536,366 |
| 80 |
19.31 |
16.15 |
3.16 |
19.1% |
0.41 |
2.5% |
13% |
False |
False |
6,591,404 |
| 100 |
19.31 |
15.81 |
3.50 |
21.1% |
0.45 |
2.7% |
22% |
False |
False |
7,269,731 |
| 120 |
19.31 |
15.62 |
3.69 |
22.3% |
0.45 |
2.7% |
26% |
False |
False |
7,464,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17.71 |
|
2.618 |
17.32 |
|
1.618 |
17.08 |
|
1.000 |
16.93 |
|
0.618 |
16.84 |
|
HIGH |
16.69 |
|
0.618 |
16.60 |
|
0.500 |
16.57 |
|
0.382 |
16.54 |
|
LOW |
16.45 |
|
0.618 |
16.30 |
|
1.000 |
16.21 |
|
1.618 |
16.06 |
|
2.618 |
15.82 |
|
4.250 |
15.43 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16.57 |
16.73 |
| PP |
16.57 |
16.68 |
| S1 |
16.57 |
16.62 |
|