Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,573.25 |
4,556.00 |
-17.25 |
-0.4% |
4,568.50 |
High |
4,598.50 |
4,596.00 |
-2.50 |
-0.1% |
4,607.75 |
Low |
4,552.00 |
4,548.75 |
-3.25 |
-0.1% |
4,544.75 |
Close |
4,556.00 |
4,589.50 |
33.50 |
0.7% |
4,600.75 |
Range |
46.50 |
47.25 |
0.75 |
1.6% |
63.00 |
ATR |
43.68 |
43.93 |
0.26 |
0.6% |
0.00 |
Volume |
1,837,961 |
1,832,361 |
-5,600 |
-0.3% |
8,128,149 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.75 |
4,702.00 |
4,615.50 |
|
R3 |
4,672.50 |
4,654.75 |
4,602.50 |
|
R2 |
4,625.25 |
4,625.25 |
4,598.25 |
|
R1 |
4,607.50 |
4,607.50 |
4,593.75 |
4,616.50 |
PP |
4,578.00 |
4,578.00 |
4,578.00 |
4,582.50 |
S1 |
4,560.25 |
4,560.25 |
4,585.25 |
4,569.00 |
S2 |
4,530.75 |
4,530.75 |
4,580.75 |
|
S3 |
4,483.50 |
4,513.00 |
4,576.50 |
|
S4 |
4,436.25 |
4,465.75 |
4,563.50 |
|
|
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 |
4,548.75 |
59.00 |
1.3% |
44.00 |
1.0% |
69% |
False |
True |
1,858,857 |
10 |
4,607.75 |
4,544.75 |
63.00 |
1.4% |
35.75 |
0.8% |
71% |
False |
False |
1,608,098 |
20 |
4,607.75 |
4,354.25 |
253.50 |
5.5% |
41.50 |
0.9% |
93% |
False |
False |
1,555,342 |
40 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
50.50 |
1.1% |
96% |
False |
False |
1,747,689 |
60 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
54.00 |
1.2% |
96% |
False |
False |
1,757,073 |
80 |
4,607.75 |
4,122.25 |
485.50 |
10.6% |
52.75 |
1.1% |
96% |
False |
False |
1,404,743 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
51.50 |
1.1% |
83% |
False |
False |
1,124,466 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
49.50 |
1.1% |
83% |
False |
False |
937,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,796.75 |
2.618 |
4,719.75 |
1.618 |
4,672.50 |
1.000 |
4,643.25 |
0.618 |
4,625.25 |
HIGH |
4,596.00 |
0.618 |
4,578.00 |
0.500 |
4,572.50 |
0.382 |
4,566.75 |
LOW |
4,548.75 |
0.618 |
4,519.50 |
1.000 |
4,501.50 |
1.618 |
4,472.25 |
2.618 |
4,425.00 |
4.250 |
4,348.00 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,583.75 |
4,584.25 |
PP |
4,578.00 |
4,579.00 |
S1 |
4,572.50 |
4,573.50 |
|