Trading Metrics calculated at close of trading on 06-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,426.0 |
4,464.0 |
38.0 |
0.9% |
4,380.0 |
High |
4,466.0 |
4,502.0 |
36.0 |
0.8% |
4,436.0 |
Low |
4,411.0 |
4,463.0 |
52.0 |
1.2% |
4,336.0 |
Close |
4,458.0 |
4,495.0 |
37.0 |
0.8% |
4,423.0 |
Range |
55.0 |
39.0 |
-16.0 |
-29.1% |
100.0 |
ATR |
43.2 |
43.3 |
0.1 |
0.1% |
0.0 |
Volume |
868,422 |
813,972 |
-54,450 |
-6.3% |
3,597,572 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,603.7 |
4,588.3 |
4,516.5 |
|
R3 |
4,564.7 |
4,549.3 |
4,505.7 |
|
R2 |
4,525.7 |
4,525.7 |
4,502.2 |
|
R1 |
4,510.3 |
4,510.3 |
4,498.6 |
4,518.0 |
PP |
4,486.7 |
4,486.7 |
4,486.7 |
4,490.5 |
S1 |
4,471.3 |
4,471.3 |
4,491.4 |
4,479.0 |
S2 |
4,447.7 |
4,447.7 |
4,487.9 |
|
S3 |
4,408.7 |
4,432.3 |
4,484.3 |
|
S4 |
4,369.7 |
4,393.3 |
4,473.6 |
|
|
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 |
4,502.0 |
4,366.0 |
136.0 |
3.0% |
39.2 |
0.9% |
95% |
True |
False |
804,918 |
10 |
4,502.0 |
4,336.0 |
166.0 |
3.7% |
34.3 |
0.8% |
96% |
True |
False |
674,630 |
20 |
4,502.0 |
4,143.0 |
359.0 |
8.0% |
39.7 |
0.9% |
98% |
True |
False |
725,402 |
40 |
4,502.0 |
4,001.0 |
501.0 |
11.1% |
48.1 |
1.1% |
99% |
True |
False |
788,561 |
60 |
4,502.0 |
4,001.0 |
501.0 |
11.1% |
52.5 |
1.2% |
99% |
True |
False |
815,581 |
80 |
4,502.0 |
4,001.0 |
501.0 |
11.1% |
52.7 |
1.2% |
99% |
True |
False |
657,232 |
100 |
4,533.0 |
4,001.0 |
532.0 |
11.8% |
50.3 |
1.1% |
93% |
False |
False |
526,027 |
120 |
4,533.0 |
4,001.0 |
532.0 |
11.8% |
47.5 |
1.1% |
93% |
False |
False |
438,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,667.8 |
2.618 |
4,604.1 |
1.618 |
4,565.1 |
1.000 |
4,541.0 |
0.618 |
4,526.1 |
HIGH |
4,502.0 |
0.618 |
4,487.1 |
0.500 |
4,482.5 |
0.382 |
4,477.9 |
LOW |
4,463.0 |
0.618 |
4,438.9 |
1.000 |
4,424.0 |
1.618 |
4,399.9 |
2.618 |
4,360.9 |
4.250 |
4,297.3 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,490.8 |
4,482.0 |
PP |
4,486.7 |
4,469.0 |
S1 |
4,482.5 |
4,456.0 |
|