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 |
4,381.0 |
4,401.0 |
20.0 |
0.5% |
4,380.0 |
High |
4,403.0 |
4,436.0 |
33.0 |
0.7% |
4,436.0 |
Low |
4,366.0 |
4,396.0 |
30.0 |
0.7% |
4,336.0 |
Close |
4,391.0 |
4,423.0 |
32.0 |
0.7% |
4,423.0 |
Range |
37.0 |
40.0 |
3.0 |
8.1% |
100.0 |
ATR |
43.5 |
43.6 |
0.1 |
0.2% |
0.0 |
Volume |
869,649 |
895,697 |
26,048 |
3.0% |
3,597,572 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,538.3 |
4,520.7 |
4,445.0 |
|
R3 |
4,498.3 |
4,480.7 |
4,434.0 |
|
R2 |
4,458.3 |
4,458.3 |
4,430.3 |
|
R1 |
4,440.7 |
4,440.7 |
4,426.7 |
4,449.5 |
PP |
4,418.3 |
4,418.3 |
4,418.3 |
4,422.8 |
S1 |
4,400.7 |
4,400.7 |
4,419.3 |
4,409.5 |
S2 |
4,378.3 |
4,378.3 |
4,415.7 |
|
S3 |
4,338.3 |
4,360.7 |
4,412.0 |
|
S4 |
4,298.3 |
4,320.7 |
4,401.0 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,698.3 |
4,660.7 |
4,478.0 |
|
R3 |
4,598.3 |
4,560.7 |
4,450.5 |
|
R2 |
4,498.3 |
4,498.3 |
4,441.3 |
|
R1 |
4,460.7 |
4,460.7 |
4,432.2 |
4,479.5 |
PP |
4,398.3 |
4,398.3 |
4,398.3 |
4,407.8 |
S1 |
4,360.7 |
4,360.7 |
4,413.8 |
4,379.5 |
S2 |
4,298.3 |
4,298.3 |
4,404.7 |
|
S3 |
4,198.3 |
4,260.7 |
4,395.5 |
|
S4 |
4,098.3 |
4,160.7 |
4,368.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,436.0 |
4,336.0 |
100.0 |
2.3% |
34.6 |
0.8% |
87% |
True |
False |
719,514 |
10 |
4,436.0 |
4,316.0 |
120.0 |
2.7% |
31.5 |
0.7% |
89% |
True |
False |
635,852 |
20 |
4,436.0 |
4,143.0 |
293.0 |
6.6% |
39.4 |
0.9% |
96% |
True |
False |
723,821 |
40 |
4,436.0 |
4,001.0 |
435.0 |
9.8% |
50.0 |
1.1% |
97% |
True |
False |
799,146 |
60 |
4,436.0 |
4,001.0 |
435.0 |
9.8% |
53.1 |
1.2% |
97% |
True |
False |
832,382 |
80 |
4,446.0 |
4,001.0 |
445.0 |
10.1% |
52.9 |
1.2% |
95% |
False |
False |
629,255 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.0% |
49.9 |
1.1% |
79% |
False |
False |
503,441 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.0% |
47.1 |
1.1% |
79% |
False |
False |
419,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,606.0 |
2.618 |
4,540.7 |
1.618 |
4,500.7 |
1.000 |
4,476.0 |
0.618 |
4,460.7 |
HIGH |
4,436.0 |
0.618 |
4,420.7 |
0.500 |
4,416.0 |
0.382 |
4,411.3 |
LOW |
4,396.0 |
0.618 |
4,371.3 |
1.000 |
4,356.0 |
1.618 |
4,331.3 |
2.618 |
4,291.3 |
4.250 |
4,226.0 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,420.7 |
4,412.8 |
PP |
4,418.3 |
4,402.7 |
S1 |
4,416.0 |
4,392.5 |
|