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 |
12.34 |
12.23 |
-0.11 |
-0.9% |
11.14 |
High |
12.42 |
12.52 |
0.10 |
0.8% |
12.32 |
Low |
11.87 |
12.01 |
0.14 |
1.2% |
10.91 |
Close |
12.18 |
12.07 |
-0.11 |
-0.9% |
12.26 |
Range |
0.55 |
0.51 |
-0.04 |
-7.3% |
1.41 |
ATR |
0.49 |
0.49 |
0.00 |
0.3% |
0.00 |
Volume |
850,428 |
507,100 |
-343,328 |
-40.4% |
4,733,577 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.73 |
13.41 |
12.35 |
|
R3 |
13.22 |
12.90 |
12.21 |
|
R2 |
12.71 |
12.71 |
12.16 |
|
R1 |
12.39 |
12.39 |
12.12 |
12.30 |
PP |
12.20 |
12.20 |
12.20 |
12.15 |
S1 |
11.88 |
11.88 |
12.02 |
11.79 |
S2 |
11.69 |
11.69 |
11.98 |
|
S3 |
11.18 |
11.37 |
11.93 |
|
S4 |
10.67 |
10.86 |
11.79 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.06 |
15.57 |
13.04 |
|
R3 |
14.65 |
14.16 |
12.65 |
|
R2 |
13.24 |
13.24 |
12.52 |
|
R1 |
12.75 |
12.75 |
12.39 |
13.00 |
PP |
11.83 |
11.83 |
11.83 |
11.95 |
S1 |
11.34 |
11.34 |
12.13 |
11.59 |
S2 |
10.42 |
10.42 |
12.00 |
|
S3 |
9.01 |
9.93 |
11.87 |
|
S4 |
7.60 |
8.52 |
11.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.72 |
11.63 |
1.09 |
9.0% |
0.43 |
3.6% |
40% |
False |
False |
774,684 |
10 |
12.72 |
10.69 |
2.03 |
16.8% |
0.41 |
3.4% |
68% |
False |
False |
922,882 |
20 |
13.14 |
10.69 |
2.45 |
20.3% |
0.42 |
3.5% |
56% |
False |
False |
876,593 |
40 |
14.93 |
10.69 |
4.24 |
35.1% |
0.45 |
3.7% |
33% |
False |
False |
913,649 |
60 |
15.07 |
10.69 |
4.38 |
36.3% |
0.47 |
3.9% |
32% |
False |
False |
1,023,039 |
80 |
15.07 |
10.69 |
4.38 |
36.3% |
0.46 |
3.8% |
32% |
False |
False |
956,161 |
100 |
17.45 |
10.69 |
6.76 |
56.0% |
0.50 |
4.1% |
20% |
False |
False |
1,011,118 |
120 |
20.29 |
10.69 |
9.60 |
79.5% |
0.53 |
4.4% |
14% |
False |
False |
1,065,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.69 |
2.618 |
13.86 |
1.618 |
13.35 |
1.000 |
13.03 |
0.618 |
12.84 |
HIGH |
12.52 |
0.618 |
12.33 |
0.500 |
12.27 |
0.382 |
12.20 |
LOW |
12.01 |
0.618 |
11.69 |
1.000 |
11.50 |
1.618 |
11.18 |
2.618 |
10.67 |
4.250 |
9.84 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
12.27 |
12.30 |
PP |
12.20 |
12.22 |
S1 |
12.14 |
12.15 |
|