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 |
4,571.75 |
4,603.25 |
31.50 |
0.7% |
4,568.50 |
High |
4,607.75 |
4,604.50 |
-3.25 |
-0.1% |
4,607.75 |
Low |
4,562.50 |
4,553.50 |
-9.00 |
-0.2% |
4,544.75 |
Close |
4,600.75 |
4,576.50 |
-24.25 |
-0.5% |
4,600.75 |
Range |
45.25 |
51.00 |
5.75 |
12.7% |
63.00 |
ATR |
44.00 |
44.50 |
0.50 |
1.1% |
0.00 |
Volume |
1,914,151 |
1,818,991 |
-95,160 |
-5.0% |
8,128,149 |
|
Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,731.25 |
4,704.75 |
4,604.50 |
|
R3 |
4,680.25 |
4,653.75 |
4,590.50 |
|
R2 |
4,629.25 |
4,629.25 |
4,585.75 |
|
R1 |
4,602.75 |
4,602.75 |
4,581.25 |
4,590.50 |
PP |
4,578.25 |
4,578.25 |
4,578.25 |
4,572.00 |
S1 |
4,551.75 |
4,551.75 |
4,571.75 |
4,539.50 |
S2 |
4,527.25 |
4,527.25 |
4,567.25 |
|
S3 |
4,476.25 |
4,500.75 |
4,562.50 |
|
S4 |
4,425.25 |
4,449.75 |
4,548.50 |
|
|
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% |
40.50 |
0.9% |
50% |
False |
False |
1,764,585 |
10 |
4,607.75 |
4,520.00 |
87.75 |
1.9% |
35.25 |
0.8% |
64% |
False |
False |
1,424,593 |
20 |
4,607.75 |
4,354.25 |
253.50 |
5.5% |
40.00 |
0.9% |
88% |
False |
False |
1,482,805 |
40 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
51.75 |
1.1% |
94% |
False |
False |
1,723,289 |
60 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
53.50 |
1.2% |
94% |
False |
False |
1,759,180 |
80 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
53.00 |
1.2% |
94% |
False |
False |
1,335,305 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
51.25 |
1.1% |
81% |
False |
False |
1,068,895 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.00 |
1.1% |
81% |
False |
False |
891,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,821.25 |
2.618 |
4,738.00 |
1.618 |
4,687.00 |
1.000 |
4,655.50 |
0.618 |
4,636.00 |
HIGH |
4,604.50 |
0.618 |
4,585.00 |
0.500 |
4,579.00 |
0.382 |
4,573.00 |
LOW |
4,553.50 |
0.618 |
4,522.00 |
1.000 |
4,502.50 |
1.618 |
4,471.00 |
2.618 |
4,420.00 |
4.250 |
4,336.75 |
|
|
Fisher Pivots for day following 04-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,579.00 |
4,576.50 |
PP |
4,578.25 |
4,576.25 |
S1 |
4,577.25 |
4,576.25 |
|