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 |
4,573.00 |
4,573.25 |
0.25 |
0.0% |
4,568.50 |
High |
4,585.50 |
4,598.50 |
13.00 |
0.3% |
4,607.75 |
Low |
4,555.50 |
4,552.00 |
-3.50 |
-0.1% |
4,544.75 |
Close |
4,575.00 |
4,556.00 |
-19.00 |
-0.4% |
4,600.75 |
Range |
30.00 |
46.50 |
16.50 |
55.0% |
63.00 |
ATR |
43.46 |
43.68 |
0.22 |
0.5% |
0.00 |
Volume |
1,890,825 |
1,837,961 |
-52,864 |
-2.8% |
8,128,149 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,708.25 |
4,678.75 |
4,581.50 |
|
R3 |
4,661.75 |
4,632.25 |
4,568.75 |
|
R2 |
4,615.25 |
4,615.25 |
4,564.50 |
|
R1 |
4,585.75 |
4,585.75 |
4,560.25 |
4,577.25 |
PP |
4,568.75 |
4,568.75 |
4,568.75 |
4,564.50 |
S1 |
4,539.25 |
4,539.25 |
4,551.75 |
4,530.75 |
S2 |
4,522.25 |
4,522.25 |
4,547.50 |
|
S3 |
4,475.75 |
4,492.75 |
4,543.25 |
|
S4 |
4,429.25 |
4,446.25 |
4,530.50 |
|
|
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% |
41.50 |
0.9% |
18% |
False |
False |
1,903,639 |
10 |
4,607.75 |
4,543.00 |
64.75 |
1.4% |
34.75 |
0.8% |
20% |
False |
False |
1,565,226 |
20 |
4,607.75 |
4,354.25 |
253.50 |
5.6% |
40.75 |
0.9% |
80% |
False |
False |
1,533,238 |
40 |
4,607.75 |
4,122.25 |
485.50 |
10.7% |
50.25 |
1.1% |
89% |
False |
False |
1,739,121 |
60 |
4,607.75 |
4,122.25 |
485.50 |
10.7% |
53.75 |
1.2% |
89% |
False |
False |
1,756,086 |
80 |
4,607.75 |
4,122.25 |
485.50 |
10.7% |
53.00 |
1.2% |
89% |
False |
False |
1,381,871 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
51.50 |
1.1% |
77% |
False |
False |
1,106,153 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
49.50 |
1.1% |
77% |
False |
False |
922,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,796.00 |
2.618 |
4,720.25 |
1.618 |
4,673.75 |
1.000 |
4,645.00 |
0.618 |
4,627.25 |
HIGH |
4,598.50 |
0.618 |
4,580.75 |
0.500 |
4,575.25 |
0.382 |
4,569.75 |
LOW |
4,552.00 |
0.618 |
4,523.25 |
1.000 |
4,505.50 |
1.618 |
4,476.75 |
2.618 |
4,430.25 |
4.250 |
4,354.50 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,575.25 |
4,578.25 |
PP |
4,568.75 |
4,570.75 |
S1 |
4,562.50 |
4,563.50 |
|