Trading Metrics calculated at close of trading on 05-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,422.0 |
4,426.0 |
4.0 |
0.1% |
4,380.0 |
High |
4,435.0 |
4,466.0 |
31.0 |
0.7% |
4,436.0 |
Low |
4,410.0 |
4,411.0 |
1.0 |
0.0% |
4,336.0 |
Close |
4,422.0 |
4,458.0 |
36.0 |
0.8% |
4,423.0 |
Range |
25.0 |
55.0 |
30.0 |
120.0% |
100.0 |
ATR |
42.3 |
43.2 |
0.9 |
2.1% |
0.0 |
Volume |
576,851 |
868,422 |
291,571 |
50.5% |
3,597,572 |
|
Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,610.0 |
4,589.0 |
4,488.3 |
|
R3 |
4,555.0 |
4,534.0 |
4,473.1 |
|
R2 |
4,500.0 |
4,500.0 |
4,468.1 |
|
R1 |
4,479.0 |
4,479.0 |
4,463.0 |
4,489.5 |
PP |
4,445.0 |
4,445.0 |
4,445.0 |
4,450.3 |
S1 |
4,424.0 |
4,424.0 |
4,453.0 |
4,434.5 |
S2 |
4,390.0 |
4,390.0 |
4,447.9 |
|
S3 |
4,335.0 |
4,369.0 |
4,442.9 |
|
S4 |
4,280.0 |
4,314.0 |
4,427.8 |
|
|
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 |
4,466.0 |
4,349.0 |
117.0 |
2.6% |
39.8 |
0.9% |
93% |
True |
False |
777,835 |
10 |
4,466.0 |
4,336.0 |
130.0 |
2.9% |
32.8 |
0.7% |
94% |
True |
False |
645,087 |
20 |
4,466.0 |
4,143.0 |
323.0 |
7.2% |
39.4 |
0.9% |
98% |
True |
False |
717,043 |
40 |
4,466.0 |
4,001.0 |
465.0 |
10.4% |
49.1 |
1.1% |
98% |
True |
False |
792,675 |
60 |
4,466.0 |
4,001.0 |
465.0 |
10.4% |
52.5 |
1.2% |
98% |
True |
False |
826,294 |
80 |
4,466.0 |
4,001.0 |
465.0 |
10.4% |
52.6 |
1.2% |
98% |
True |
False |
647,059 |
100 |
4,533.0 |
4,001.0 |
532.0 |
11.9% |
50.2 |
1.1% |
86% |
False |
False |
517,888 |
120 |
4,533.0 |
4,001.0 |
532.0 |
11.9% |
47.3 |
1.1% |
86% |
False |
False |
431,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,699.8 |
2.618 |
4,610.0 |
1.618 |
4,555.0 |
1.000 |
4,521.0 |
0.618 |
4,500.0 |
HIGH |
4,466.0 |
0.618 |
4,445.0 |
0.500 |
4,438.5 |
0.382 |
4,432.0 |
LOW |
4,411.0 |
0.618 |
4,377.0 |
1.000 |
4,356.0 |
1.618 |
4,322.0 |
2.618 |
4,267.0 |
4.250 |
4,177.3 |
|
|
Fisher Pivots for day following 05-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,451.5 |
4,449.0 |
PP |
4,445.0 |
4,440.0 |
S1 |
4,438.5 |
4,431.0 |
|