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 |
4,603.25 |
4,573.00 |
-30.25 |
-0.7% |
4,568.50 |
High |
4,604.50 |
4,585.50 |
-19.00 |
-0.4% |
4,607.75 |
Low |
4,553.50 |
4,555.50 |
2.00 |
0.0% |
4,544.75 |
Close |
4,576.50 |
4,575.00 |
-1.50 |
0.0% |
4,600.75 |
Range |
51.00 |
30.00 |
-21.00 |
-41.2% |
63.00 |
ATR |
44.50 |
43.46 |
-1.04 |
-2.3% |
0.00 |
Volume |
1,818,991 |
1,890,825 |
71,834 |
3.9% |
8,128,149 |
|
Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.00 |
4,648.50 |
4,591.50 |
|
R3 |
4,632.00 |
4,618.50 |
4,583.25 |
|
R2 |
4,602.00 |
4,602.00 |
4,580.50 |
|
R1 |
4,588.50 |
4,588.50 |
4,577.75 |
4,595.25 |
PP |
4,572.00 |
4,572.00 |
4,572.00 |
4,575.50 |
S1 |
4,558.50 |
4,558.50 |
4,572.25 |
4,565.25 |
S2 |
4,542.00 |
4,542.00 |
4,569.50 |
|
S3 |
4,512.00 |
4,528.50 |
4,566.75 |
|
S4 |
4,482.00 |
4,498.50 |
4,558.50 |
|
|
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% |
48% |
False |
False |
1,854,526 |
10 |
4,607.75 |
4,536.75 |
71.00 |
1.6% |
33.00 |
0.7% |
54% |
False |
False |
1,491,597 |
20 |
4,607.75 |
4,354.25 |
253.50 |
5.5% |
40.25 |
0.9% |
87% |
False |
False |
1,509,903 |
40 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
50.50 |
1.1% |
93% |
False |
False |
1,733,428 |
60 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
53.50 |
1.2% |
93% |
False |
False |
1,756,636 |
80 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
53.00 |
1.2% |
93% |
False |
False |
1,358,918 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
51.25 |
1.1% |
80% |
False |
False |
1,087,785 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.00 |
1.1% |
80% |
False |
False |
906,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,713.00 |
2.618 |
4,664.00 |
1.618 |
4,634.00 |
1.000 |
4,615.50 |
0.618 |
4,604.00 |
HIGH |
4,585.50 |
0.618 |
4,574.00 |
0.500 |
4,570.50 |
0.382 |
4,567.00 |
LOW |
4,555.50 |
0.618 |
4,537.00 |
1.000 |
4,525.50 |
1.618 |
4,507.00 |
2.618 |
4,477.00 |
4.250 |
4,428.00 |
|
|
Fisher Pivots for day following 05-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,573.50 |
4,580.50 |
PP |
4,572.00 |
4,578.75 |
S1 |
4,570.50 |
4,577.00 |
|