| 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 |
15,863.25 |
15,897.00 |
33.75 |
0.2% |
16,008.00 |
| High |
15,961.00 |
16,037.75 |
76.75 |
0.5% |
16,208.50 |
| Low |
15,761.25 |
15,802.00 |
40.75 |
0.3% |
15,856.00 |
| Close |
15,908.75 |
15,815.25 |
-93.50 |
-0.6% |
16,023.75 |
| Range |
199.75 |
235.75 |
36.00 |
18.0% |
352.50 |
| ATR |
219.23 |
220.41 |
1.18 |
0.5% |
0.00 |
| Volume |
683,586 |
675,482 |
-8,104 |
-1.2% |
3,050,933 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,592.25 |
16,439.50 |
15,945.00 |
|
| R3 |
16,356.50 |
16,203.75 |
15,880.00 |
|
| R2 |
16,120.75 |
16,120.75 |
15,858.50 |
|
| R1 |
15,968.00 |
15,968.00 |
15,836.75 |
15,926.50 |
| PP |
15,885.00 |
15,885.00 |
15,885.00 |
15,864.25 |
| S1 |
15,732.25 |
15,732.25 |
15,793.75 |
15,690.75 |
| S2 |
15,649.25 |
15,649.25 |
15,772.00 |
|
| S3 |
15,413.50 |
15,496.50 |
15,750.50 |
|
| S4 |
15,177.75 |
15,260.75 |
15,685.50 |
|
|
| 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 |
16,098.50 |
15,721.25 |
377.25 |
2.4% |
233.75 |
1.5% |
25% |
False |
False |
679,183 |
| 10 |
16,208.50 |
15,721.25 |
487.25 |
3.1% |
197.50 |
1.2% |
19% |
False |
False |
605,217 |
| 20 |
16,208.50 |
15,207.25 |
1,001.25 |
6.3% |
208.25 |
1.3% |
61% |
False |
False |
609,800 |
| 40 |
16,208.50 |
14,140.25 |
2,068.25 |
13.1% |
233.50 |
1.5% |
81% |
False |
False |
676,608 |
| 60 |
16,208.50 |
14,140.25 |
2,068.25 |
13.1% |
244.25 |
1.5% |
81% |
False |
False |
678,542 |
| 80 |
16,208.50 |
14,140.25 |
2,068.25 |
13.1% |
245.50 |
1.6% |
81% |
False |
False |
527,690 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
246.00 |
1.6% |
79% |
False |
False |
422,554 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
241.25 |
1.5% |
79% |
False |
False |
352,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,039.75 |
|
2.618 |
16,655.00 |
|
1.618 |
16,419.25 |
|
1.000 |
16,273.50 |
|
0.618 |
16,183.50 |
|
HIGH |
16,037.75 |
|
0.618 |
15,947.75 |
|
0.500 |
15,920.00 |
|
0.382 |
15,892.00 |
|
LOW |
15,802.00 |
|
0.618 |
15,656.25 |
|
1.000 |
15,566.25 |
|
1.618 |
15,420.50 |
|
2.618 |
15,184.75 |
|
4.250 |
14,800.00 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,920.00 |
15,879.50 |
| PP |
15,885.00 |
15,858.00 |
| S1 |
15,850.00 |
15,836.75 |
|