| 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 |
16,040.25 |
15,955.00 |
-85.25 |
-0.5% |
16,008.00 |
| High |
16,098.50 |
16,050.00 |
-48.50 |
-0.3% |
16,208.50 |
| Low |
15,856.00 |
15,864.00 |
8.00 |
0.1% |
15,856.00 |
| Close |
15,985.50 |
16,023.75 |
38.25 |
0.2% |
16,023.75 |
| Range |
242.50 |
186.00 |
-56.50 |
-23.3% |
352.50 |
| ATR |
216.44 |
214.27 |
-2.17 |
-1.0% |
0.00 |
| Volume |
694,118 |
621,710 |
-72,408 |
-10.4% |
3,050,933 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,537.25 |
16,466.50 |
16,126.00 |
|
| R3 |
16,351.25 |
16,280.50 |
16,075.00 |
|
| R2 |
16,165.25 |
16,165.25 |
16,057.75 |
|
| R1 |
16,094.50 |
16,094.50 |
16,040.75 |
16,130.00 |
| PP |
15,979.25 |
15,979.25 |
15,979.25 |
15,997.00 |
| S1 |
15,908.50 |
15,908.50 |
16,006.75 |
15,944.00 |
| S2 |
15,793.25 |
15,793.25 |
15,989.75 |
|
| S3 |
15,607.25 |
15,722.50 |
15,972.50 |
|
| S4 |
15,421.25 |
15,536.50 |
15,921.50 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,087.00 |
16,907.75 |
16,217.50 |
|
| R3 |
16,734.50 |
16,555.25 |
16,120.75 |
|
| R2 |
16,382.00 |
16,382.00 |
16,088.50 |
|
| R1 |
16,202.75 |
16,202.75 |
16,056.00 |
16,292.50 |
| PP |
16,029.50 |
16,029.50 |
16,029.50 |
16,074.25 |
| S1 |
15,850.25 |
15,850.25 |
15,991.50 |
15,940.00 |
| S2 |
15,677.00 |
15,677.00 |
15,959.00 |
|
| S3 |
15,324.50 |
15,497.75 |
15,926.75 |
|
| S4 |
14,972.00 |
15,145.25 |
15,830.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,208.50 |
15,856.00 |
352.50 |
2.2% |
180.00 |
1.1% |
48% |
False |
False |
610,186 |
| 10 |
16,208.50 |
15,825.00 |
383.50 |
2.4% |
184.00 |
1.1% |
52% |
False |
False |
566,945 |
| 20 |
16,208.50 |
14,925.50 |
1,283.00 |
8.0% |
204.25 |
1.3% |
86% |
False |
False |
591,550 |
| 40 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
239.50 |
1.5% |
91% |
False |
False |
677,263 |
| 60 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
241.25 |
1.5% |
91% |
False |
False |
667,464 |
| 80 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
246.25 |
1.5% |
91% |
False |
False |
501,767 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
245.50 |
1.5% |
89% |
False |
False |
401,796 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
242.00 |
1.5% |
89% |
False |
False |
335,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,840.50 |
|
2.618 |
16,537.00 |
|
1.618 |
16,351.00 |
|
1.000 |
16,236.00 |
|
0.618 |
16,165.00 |
|
HIGH |
16,050.00 |
|
0.618 |
15,979.00 |
|
0.500 |
15,957.00 |
|
0.382 |
15,935.00 |
|
LOW |
15,864.00 |
|
0.618 |
15,749.00 |
|
1.000 |
15,678.00 |
|
1.618 |
15,563.00 |
|
2.618 |
15,377.00 |
|
4.250 |
15,073.50 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,001.50 |
16,032.25 |
| PP |
15,979.25 |
16,029.50 |
| S1 |
15,957.00 |
16,026.50 |
|