| 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 |
15,897.00 |
15,814.50 |
-82.50 |
-0.5% |
16,008.00 |
| High |
16,037.75 |
16,066.00 |
28.25 |
0.2% |
16,208.50 |
| Low |
15,802.00 |
15,791.00 |
-11.00 |
-0.1% |
15,856.00 |
| Close |
15,815.25 |
16,038.75 |
223.50 |
1.4% |
16,023.75 |
| Range |
235.75 |
275.00 |
39.25 |
16.6% |
352.50 |
| ATR |
220.41 |
224.31 |
3.90 |
1.8% |
0.00 |
| Volume |
675,482 |
632,326 |
-43,156 |
-6.4% |
3,050,933 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,790.25 |
16,689.50 |
16,190.00 |
|
| R3 |
16,515.25 |
16,414.50 |
16,114.50 |
|
| R2 |
16,240.25 |
16,240.25 |
16,089.25 |
|
| R1 |
16,139.50 |
16,139.50 |
16,064.00 |
16,190.00 |
| PP |
15,965.25 |
15,965.25 |
15,965.25 |
15,990.50 |
| S1 |
15,864.50 |
15,864.50 |
16,013.50 |
15,915.00 |
| S2 |
15,690.25 |
15,690.25 |
15,988.25 |
|
| S3 |
15,415.25 |
15,589.50 |
15,963.00 |
|
| S4 |
15,140.25 |
15,314.50 |
15,887.50 |
|
|
| 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 |
16,066.00 |
15,721.25 |
344.75 |
2.1% |
240.25 |
1.5% |
92% |
True |
False |
666,824 |
| 10 |
16,208.50 |
15,721.25 |
487.25 |
3.0% |
202.00 |
1.3% |
65% |
False |
False |
605,995 |
| 20 |
16,208.50 |
15,207.25 |
1,001.25 |
6.2% |
215.50 |
1.3% |
83% |
False |
False |
614,024 |
| 40 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
236.25 |
1.5% |
92% |
False |
False |
677,042 |
| 60 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
245.25 |
1.5% |
92% |
False |
False |
676,535 |
| 80 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
245.75 |
1.5% |
92% |
False |
False |
535,570 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
245.75 |
1.5% |
89% |
False |
False |
428,861 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
242.00 |
1.5% |
89% |
False |
False |
357,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,234.75 |
|
2.618 |
16,786.00 |
|
1.618 |
16,511.00 |
|
1.000 |
16,341.00 |
|
0.618 |
16,236.00 |
|
HIGH |
16,066.00 |
|
0.618 |
15,961.00 |
|
0.500 |
15,928.50 |
|
0.382 |
15,896.00 |
|
LOW |
15,791.00 |
|
0.618 |
15,621.00 |
|
1.000 |
15,516.00 |
|
1.618 |
15,346.00 |
|
2.618 |
15,071.00 |
|
4.250 |
14,622.25 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,002.00 |
15,997.00 |
| PP |
15,965.25 |
15,955.25 |
| S1 |
15,928.50 |
15,913.50 |
|