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 |
20.11 |
20.22 |
0.11 |
0.5% |
18.34 |
High |
20.31 |
20.32 |
0.01 |
0.0% |
19.98 |
Low |
19.98 |
19.99 |
0.01 |
0.1% |
18.30 |
Close |
20.16 |
20.05 |
-0.11 |
-0.5% |
19.94 |
Range |
0.33 |
0.33 |
-0.01 |
-1.5% |
1.68 |
ATR |
0.82 |
0.78 |
-0.04 |
-4.3% |
0.00 |
Volume |
2,206,255 |
1,992,908 |
-213,347 |
-9.7% |
10,333,715 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.09 |
20.90 |
20.23 |
|
R3 |
20.77 |
20.57 |
20.14 |
|
R2 |
20.44 |
20.44 |
20.11 |
|
R1 |
20.25 |
20.25 |
20.08 |
20.18 |
PP |
20.12 |
20.12 |
20.12 |
20.09 |
S1 |
19.92 |
19.92 |
20.02 |
19.86 |
S2 |
19.79 |
19.79 |
19.99 |
|
S3 |
19.47 |
19.60 |
19.96 |
|
S4 |
19.14 |
19.27 |
19.87 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.43 |
23.86 |
20.86 |
|
R3 |
22.76 |
22.19 |
20.40 |
|
R2 |
21.08 |
21.08 |
20.25 |
|
R1 |
20.51 |
20.51 |
20.09 |
20.80 |
PP |
19.41 |
19.41 |
19.41 |
19.55 |
S1 |
18.84 |
18.84 |
19.79 |
19.12 |
S2 |
17.73 |
17.73 |
19.63 |
|
S3 |
16.06 |
17.16 |
19.48 |
|
S4 |
14.38 |
15.49 |
19.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20.39 |
18.80 |
1.59 |
7.9% |
0.42 |
2.1% |
78% |
False |
False |
2,241,471 |
10 |
20.39 |
17.83 |
2.56 |
12.8% |
0.42 |
2.1% |
87% |
False |
False |
2,214,147 |
20 |
29.18 |
14.92 |
14.27 |
71.2% |
0.51 |
2.5% |
36% |
False |
False |
3,033,393 |
40 |
30.52 |
14.92 |
15.61 |
77.8% |
0.60 |
3.0% |
33% |
False |
False |
3,504,900 |
60 |
30.52 |
14.92 |
15.61 |
77.8% |
0.60 |
3.0% |
33% |
False |
False |
2,791,842 |
80 |
30.52 |
14.92 |
15.61 |
77.8% |
0.57 |
2.8% |
33% |
False |
False |
2,307,177 |
100 |
30.52 |
14.92 |
15.61 |
77.8% |
0.56 |
2.8% |
33% |
False |
False |
2,041,328 |
120 |
30.52 |
14.92 |
15.61 |
77.8% |
0.53 |
2.6% |
33% |
False |
False |
1,902,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21.70 |
2.618 |
21.17 |
1.618 |
20.84 |
1.000 |
20.64 |
0.618 |
20.52 |
HIGH |
20.32 |
0.618 |
20.19 |
0.500 |
20.15 |
0.382 |
20.11 |
LOW |
19.99 |
0.618 |
19.79 |
1.000 |
19.67 |
1.618 |
19.46 |
2.618 |
19.14 |
4.250 |
18.61 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
20.15 |
20.19 |
PP |
20.12 |
20.14 |
S1 |
20.08 |
20.10 |
|