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 |
16,022.00 |
15,863.25 |
-158.75 |
-1.0% |
16,008.00 |
High |
16,026.00 |
15,961.00 |
-65.00 |
-0.4% |
16,208.50 |
Low |
15,721.25 |
15,761.25 |
40.00 |
0.3% |
15,856.00 |
Close |
15,869.00 |
15,908.75 |
39.75 |
0.3% |
16,023.75 |
Range |
304.75 |
199.75 |
-105.00 |
-34.5% |
352.50 |
ATR |
220.73 |
219.23 |
-1.50 |
-0.7% |
0.00 |
Volume |
721,019 |
683,586 |
-37,433 |
-5.2% |
3,050,933 |
|
Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,476.25 |
16,392.25 |
16,018.50 |
|
R3 |
16,276.50 |
16,192.50 |
15,963.75 |
|
R2 |
16,076.75 |
16,076.75 |
15,945.25 |
|
R1 |
15,992.75 |
15,992.75 |
15,927.00 |
16,034.75 |
PP |
15,877.00 |
15,877.00 |
15,877.00 |
15,898.00 |
S1 |
15,793.00 |
15,793.00 |
15,890.50 |
15,835.00 |
S2 |
15,677.25 |
15,677.25 |
15,872.25 |
|
S3 |
15,477.50 |
15,593.25 |
15,853.75 |
|
S4 |
15,277.75 |
15,393.50 |
15,799.00 |
|
|
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% |
225.50 |
1.4% |
38% |
False |
False |
670,951 |
10 |
16,208.50 |
15,721.25 |
487.25 |
3.1% |
195.00 |
1.2% |
38% |
False |
False |
595,214 |
20 |
16,208.50 |
15,176.00 |
1,032.50 |
6.5% |
208.25 |
1.3% |
71% |
False |
False |
605,282 |
40 |
16,208.50 |
14,140.25 |
2,068.25 |
13.0% |
233.00 |
1.5% |
86% |
False |
False |
675,937 |
60 |
16,208.50 |
14,140.25 |
2,068.25 |
13.0% |
243.50 |
1.5% |
86% |
False |
False |
678,009 |
80 |
16,208.50 |
14,140.25 |
2,068.25 |
13.0% |
245.75 |
1.5% |
86% |
False |
False |
519,280 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
245.75 |
1.5% |
83% |
False |
False |
415,810 |
120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
242.50 |
1.5% |
83% |
False |
False |
346,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,810.00 |
2.618 |
16,484.00 |
1.618 |
16,284.25 |
1.000 |
16,160.75 |
0.618 |
16,084.50 |
HIGH |
15,961.00 |
0.618 |
15,884.75 |
0.500 |
15,861.00 |
0.382 |
15,837.50 |
LOW |
15,761.25 |
0.618 |
15,637.75 |
1.000 |
15,561.50 |
1.618 |
15,438.00 |
2.618 |
15,238.25 |
4.250 |
14,912.25 |
|
|
Fisher Pivots for day following 05-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
15,893.00 |
15,901.00 |
PP |
15,877.00 |
15,893.25 |
S1 |
15,861.00 |
15,885.50 |
|