Trading Metrics calculated at close of trading on 04-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,401.0 |
4,422.0 |
21.0 |
0.5% |
4,380.0 |
High |
4,436.0 |
4,435.0 |
-1.0 |
0.0% |
4,436.0 |
Low |
4,396.0 |
4,410.0 |
14.0 |
0.3% |
4,336.0 |
Close |
4,423.0 |
4,422.0 |
-1.0 |
0.0% |
4,423.0 |
Range |
40.0 |
25.0 |
-15.0 |
-37.5% |
100.0 |
ATR |
43.6 |
42.3 |
-1.3 |
-3.1% |
0.0 |
Volume |
895,697 |
576,851 |
-318,846 |
-35.6% |
3,597,572 |
|
Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,497.3 |
4,484.7 |
4,435.8 |
|
R3 |
4,472.3 |
4,459.7 |
4,428.9 |
|
R2 |
4,447.3 |
4,447.3 |
4,426.6 |
|
R1 |
4,434.7 |
4,434.7 |
4,424.3 |
4,434.5 |
PP |
4,422.3 |
4,422.3 |
4,422.3 |
4,422.3 |
S1 |
4,409.7 |
4,409.7 |
4,419.7 |
4,409.5 |
S2 |
4,397.3 |
4,397.3 |
4,417.4 |
|
S3 |
4,372.3 |
4,384.7 |
4,415.1 |
|
S4 |
4,347.3 |
4,359.7 |
4,408.3 |
|
|
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% |
86% |
False |
False |
726,416 |
10 |
4,436.0 |
4,336.0 |
100.0 |
2.3% |
29.9 |
0.7% |
86% |
False |
False |
608,821 |
20 |
4,436.0 |
4,143.0 |
293.0 |
6.6% |
38.9 |
0.9% |
95% |
False |
False |
706,229 |
40 |
4,436.0 |
4,001.0 |
435.0 |
9.8% |
48.8 |
1.1% |
97% |
False |
False |
787,571 |
60 |
4,436.0 |
4,001.0 |
435.0 |
9.8% |
52.4 |
1.2% |
97% |
False |
False |
833,197 |
80 |
4,436.0 |
4,001.0 |
435.0 |
9.8% |
52.5 |
1.2% |
97% |
False |
False |
636,455 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.0% |
49.8 |
1.1% |
79% |
False |
False |
509,205 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.0% |
47.2 |
1.1% |
79% |
False |
False |
424,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,541.3 |
2.618 |
4,500.5 |
1.618 |
4,475.5 |
1.000 |
4,460.0 |
0.618 |
4,450.5 |
HIGH |
4,435.0 |
0.618 |
4,425.5 |
0.500 |
4,422.5 |
0.382 |
4,419.6 |
LOW |
4,410.0 |
0.618 |
4,394.6 |
1.000 |
4,385.0 |
1.618 |
4,369.6 |
2.618 |
4,344.6 |
4.250 |
4,303.8 |
|
|
Fisher Pivots for day following 04-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,422.5 |
4,415.0 |
PP |
4,422.3 |
4,408.0 |
S1 |
4,422.2 |
4,401.0 |
|