| 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 |
15,955.00 |
16,022.00 |
67.00 |
0.4% |
16,008.00 |
| High |
16,050.00 |
16,026.00 |
-24.00 |
-0.1% |
16,208.50 |
| Low |
15,864.00 |
15,721.25 |
-142.75 |
-0.9% |
15,856.00 |
| Close |
16,023.75 |
15,869.00 |
-154.75 |
-1.0% |
16,023.75 |
| Range |
186.00 |
304.75 |
118.75 |
63.8% |
352.50 |
| ATR |
214.27 |
220.73 |
6.46 |
3.0% |
0.00 |
| Volume |
621,710 |
721,019 |
99,309 |
16.0% |
3,050,933 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,786.25 |
16,632.50 |
16,036.50 |
|
| R3 |
16,481.50 |
16,327.75 |
15,952.75 |
|
| R2 |
16,176.75 |
16,176.75 |
15,924.75 |
|
| R1 |
16,023.00 |
16,023.00 |
15,897.00 |
15,947.50 |
| PP |
15,872.00 |
15,872.00 |
15,872.00 |
15,834.50 |
| S1 |
15,718.25 |
15,718.25 |
15,841.00 |
15,642.75 |
| S2 |
15,567.25 |
15,567.25 |
15,813.25 |
|
| S3 |
15,262.50 |
15,413.50 |
15,785.25 |
|
| S4 |
14,957.75 |
15,108.75 |
15,701.50 |
|
|
| 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 |
15,721.25 |
487.25 |
3.1% |
211.00 |
1.3% |
30% |
False |
True |
653,879 |
| 10 |
16,208.50 |
15,721.25 |
487.25 |
3.1% |
203.00 |
1.3% |
30% |
False |
True |
582,805 |
| 20 |
16,208.50 |
15,138.00 |
1,070.50 |
6.7% |
204.25 |
1.3% |
68% |
False |
False |
595,909 |
| 40 |
16,208.50 |
14,140.25 |
2,068.25 |
13.0% |
234.50 |
1.5% |
84% |
False |
False |
674,274 |
| 60 |
16,208.50 |
14,140.25 |
2,068.25 |
13.0% |
243.50 |
1.5% |
84% |
False |
False |
676,726 |
| 80 |
16,208.50 |
14,140.25 |
2,068.25 |
13.0% |
246.25 |
1.6% |
84% |
False |
False |
510,753 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
245.50 |
1.5% |
81% |
False |
False |
408,987 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
243.00 |
1.5% |
81% |
False |
False |
341,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,321.25 |
|
2.618 |
16,823.75 |
|
1.618 |
16,519.00 |
|
1.000 |
16,330.75 |
|
0.618 |
16,214.25 |
|
HIGH |
16,026.00 |
|
0.618 |
15,909.50 |
|
0.500 |
15,873.50 |
|
0.382 |
15,837.75 |
|
LOW |
15,721.25 |
|
0.618 |
15,533.00 |
|
1.000 |
15,416.50 |
|
1.618 |
15,228.25 |
|
2.618 |
14,923.50 |
|
4.250 |
14,426.00 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,873.50 |
15,910.00 |
| PP |
15,872.00 |
15,896.25 |
| S1 |
15,870.50 |
15,882.50 |
|