Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
37,745.57 |
37,740.80 |
-4.77 |
0.0% |
37,843.98 |
High |
38,150.86 |
38,955.45 |
804.59 |
2.1% |
38,955.45 |
Low |
37,525.29 |
37,626.38 |
101.09 |
0.3% |
36,735.75 |
Close |
37,746.09 |
38,803.17 |
1,057.08 |
2.8% |
38,803.17 |
Range |
625.57 |
1,329.07 |
703.50 |
112.5% |
2,219.70 |
ATR |
1,302.23 |
1,304.15 |
1.92 |
0.1% |
0.00 |
Volume |
15,685 |
30,543 |
14,858 |
94.7% |
104,675 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42,448.88 |
41,955.09 |
39,534.16 |
|
R3 |
41,119.81 |
40,626.02 |
39,168.66 |
|
R2 |
39,790.74 |
39,790.74 |
39,046.83 |
|
R1 |
39,296.95 |
39,296.95 |
38,925.00 |
39,543.85 |
PP |
38,461.67 |
38,461.67 |
38,461.67 |
38,585.11 |
S1 |
37,967.88 |
37,967.88 |
38,681.34 |
38,214.78 |
S2 |
37,132.60 |
37,132.60 |
38,559.51 |
|
S3 |
35,803.53 |
36,638.81 |
38,437.68 |
|
S4 |
34,474.46 |
35,309.74 |
38,072.18 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44,823.89 |
44,033.23 |
40,024.01 |
|
R3 |
42,604.19 |
41,813.53 |
39,413.59 |
|
R2 |
40,384.49 |
40,384.49 |
39,210.12 |
|
R1 |
39,593.83 |
39,593.83 |
39,006.64 |
39,989.16 |
PP |
38,164.79 |
38,164.79 |
38,164.79 |
38,362.46 |
S1 |
37,374.13 |
37,374.13 |
38,599.70 |
37,769.46 |
S2 |
35,945.09 |
35,945.09 |
38,396.23 |
|
S3 |
33,725.39 |
35,154.43 |
38,192.75 |
|
S4 |
31,505.69 |
32,934.73 |
37,582.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38,955.45 |
36,735.75 |
2,219.70 |
5.7% |
1,080.28 |
2.8% |
93% |
True |
False |
20,935 |
10 |
38,955.45 |
35,677.96 |
3,277.49 |
8.4% |
1,245.95 |
3.2% |
95% |
True |
False |
23,712 |
20 |
38,955.45 |
34,123.99 |
4,831.46 |
12.5% |
1,368.76 |
3.5% |
97% |
True |
False |
24,807 |
40 |
38,955.45 |
26,550.11 |
12,405.34 |
32.0% |
1,302.06 |
3.4% |
99% |
True |
False |
25,520 |
60 |
38,955.45 |
24,963.04 |
13,992.41 |
36.1% |
1,122.20 |
2.9% |
99% |
True |
False |
23,941 |
80 |
38,955.45 |
24,963.04 |
13,992.41 |
36.1% |
1,034.02 |
2.7% |
99% |
True |
False |
23,428 |
100 |
38,955.45 |
24,963.04 |
13,992.41 |
36.1% |
972.82 |
2.5% |
99% |
True |
False |
21,999 |
120 |
38,955.45 |
24,815.78 |
14,139.67 |
36.4% |
988.83 |
2.5% |
99% |
True |
False |
22,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44,604.00 |
2.618 |
42,434.96 |
1.618 |
41,105.89 |
1.000 |
40,284.52 |
0.618 |
39,776.82 |
HIGH |
38,955.45 |
0.618 |
38,447.75 |
0.500 |
38,290.92 |
0.382 |
38,134.08 |
LOW |
37,626.38 |
0.618 |
36,805.01 |
1.000 |
36,297.31 |
1.618 |
35,475.94 |
2.618 |
34,146.87 |
4.250 |
31,977.83 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
38,632.42 |
38,615.57 |
PP |
38,461.67 |
38,427.97 |
S1 |
38,290.92 |
38,240.37 |
|