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 |
4,562.25 |
4,571.75 |
9.50 |
0.2% |
4,568.50 |
High |
4,579.50 |
4,607.75 |
28.25 |
0.6% |
4,607.75 |
Low |
4,544.75 |
4,562.50 |
17.75 |
0.4% |
4,544.75 |
Close |
4,576.75 |
4,600.75 |
24.00 |
0.5% |
4,600.75 |
Range |
34.75 |
45.25 |
10.50 |
30.2% |
63.00 |
ATR |
43.90 |
44.00 |
0.10 |
0.2% |
0.00 |
Volume |
2,056,268 |
1,914,151 |
-142,117 |
-6.9% |
8,128,149 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.00 |
4,708.75 |
4,625.75 |
|
R3 |
4,680.75 |
4,663.50 |
4,613.25 |
|
R2 |
4,635.50 |
4,635.50 |
4,609.00 |
|
R1 |
4,618.25 |
4,618.25 |
4,605.00 |
4,627.00 |
PP |
4,590.25 |
4,590.25 |
4,590.25 |
4,594.75 |
S1 |
4,573.00 |
4,573.00 |
4,596.50 |
4,581.50 |
S2 |
4,545.00 |
4,545.00 |
4,592.50 |
|
S3 |
4,499.75 |
4,527.75 |
4,588.25 |
|
S4 |
4,454.50 |
4,482.50 |
4,575.75 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,773.50 |
4,750.00 |
4,635.50 |
|
R3 |
4,710.50 |
4,687.00 |
4,618.00 |
|
R2 |
4,647.50 |
4,647.50 |
4,612.25 |
|
R1 |
4,624.00 |
4,624.00 |
4,606.50 |
4,635.75 |
PP |
4,584.50 |
4,584.50 |
4,584.50 |
4,590.25 |
S1 |
4,561.00 |
4,561.00 |
4,595.00 |
4,572.75 |
S2 |
4,521.50 |
4,521.50 |
4,589.25 |
|
S3 |
4,458.50 |
4,498.00 |
4,583.50 |
|
S4 |
4,395.50 |
4,435.00 |
4,566.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,607.75 |
4,544.75 |
63.00 |
1.4% |
34.00 |
0.7% |
89% |
True |
False |
1,625,629 |
10 |
4,607.75 |
4,512.75 |
95.00 |
2.1% |
32.75 |
0.7% |
93% |
True |
False |
1,375,885 |
20 |
4,607.75 |
4,325.50 |
282.25 |
6.1% |
40.75 |
0.9% |
98% |
True |
False |
1,482,034 |
40 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
53.25 |
1.2% |
99% |
True |
False |
1,733,226 |
60 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
53.25 |
1.2% |
99% |
True |
False |
1,743,657 |
80 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
53.25 |
1.2% |
99% |
True |
False |
1,312,622 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.2% |
51.25 |
1.1% |
85% |
False |
False |
1,050,729 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.2% |
50.00 |
1.1% |
85% |
False |
False |
875,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,800.00 |
2.618 |
4,726.25 |
1.618 |
4,681.00 |
1.000 |
4,653.00 |
0.618 |
4,635.75 |
HIGH |
4,607.75 |
0.618 |
4,590.50 |
0.500 |
4,585.00 |
0.382 |
4,579.75 |
LOW |
4,562.50 |
0.618 |
4,534.50 |
1.000 |
4,517.25 |
1.618 |
4,489.25 |
2.618 |
4,444.00 |
4.250 |
4,370.25 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,595.50 |
4,592.50 |
PP |
4,590.25 |
4,584.50 |
S1 |
4,585.00 |
4,576.25 |
|