| 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 |
16,209.0 |
16,282.0 |
73.0 |
0.5% |
16,061.0 |
| High |
16,295.0 |
16,468.0 |
173.0 |
1.1% |
16,468.0 |
| Low |
16,197.0 |
16,268.0 |
71.0 |
0.4% |
15,948.0 |
| Close |
16,259.0 |
16,414.0 |
155.0 |
1.0% |
16,414.0 |
| Range |
98.0 |
200.0 |
102.0 |
104.1% |
520.0 |
| ATR |
152.1 |
156.2 |
4.1 |
2.7% |
0.0 |
| Volume |
58,493 |
62,438 |
3,945 |
6.7% |
270,306 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,983.3 |
16,898.7 |
16,524.0 |
|
| R3 |
16,783.3 |
16,698.7 |
16,469.0 |
|
| R2 |
16,583.3 |
16,583.3 |
16,450.7 |
|
| R1 |
16,498.7 |
16,498.7 |
16,432.3 |
16,541.0 |
| PP |
16,383.3 |
16,383.3 |
16,383.3 |
16,404.5 |
| S1 |
16,298.7 |
16,298.7 |
16,395.7 |
16,341.0 |
| S2 |
16,183.3 |
16,183.3 |
16,377.3 |
|
| S3 |
15,983.3 |
16,098.7 |
16,359.0 |
|
| S4 |
15,783.3 |
15,898.7 |
16,304.0 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,836.7 |
17,645.3 |
16,700.0 |
|
| R3 |
17,316.7 |
17,125.3 |
16,557.0 |
|
| R2 |
16,796.7 |
16,796.7 |
16,509.3 |
|
| R1 |
16,605.3 |
16,605.3 |
16,461.7 |
16,701.0 |
| PP |
16,276.7 |
16,276.7 |
16,276.7 |
16,324.5 |
| S1 |
16,085.3 |
16,085.3 |
16,366.3 |
16,181.0 |
| S2 |
15,756.7 |
15,756.7 |
16,318.7 |
|
| S3 |
15,236.7 |
15,565.3 |
16,271.0 |
|
| S4 |
14,716.7 |
15,045.3 |
16,128.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,468.0 |
15,948.0 |
520.0 |
3.2% |
138.6 |
0.8% |
90% |
True |
False |
54,061 |
| 10 |
16,468.0 |
15,862.0 |
606.0 |
3.7% |
115.2 |
0.7% |
91% |
True |
False |
50,754 |
| 20 |
16,468.0 |
15,133.0 |
1,335.0 |
8.1% |
141.9 |
0.9% |
96% |
True |
False |
53,626 |
| 40 |
16,468.0 |
14,666.0 |
1,802.0 |
11.0% |
170.8 |
1.0% |
97% |
True |
False |
61,881 |
| 60 |
16,468.0 |
14,666.0 |
1,802.0 |
11.0% |
179.4 |
1.1% |
97% |
True |
False |
60,435 |
| 80 |
16,468.0 |
14,666.0 |
1,802.0 |
11.0% |
160.4 |
1.0% |
97% |
True |
False |
45,379 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.5% |
140.9 |
0.9% |
85% |
False |
False |
36,305 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.5% |
133.7 |
0.8% |
85% |
False |
False |
30,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,318.0 |
|
2.618 |
16,991.6 |
|
1.618 |
16,791.6 |
|
1.000 |
16,668.0 |
|
0.618 |
16,591.6 |
|
HIGH |
16,468.0 |
|
0.618 |
16,391.6 |
|
0.500 |
16,368.0 |
|
0.382 |
16,344.4 |
|
LOW |
16,268.0 |
|
0.618 |
16,144.4 |
|
1.000 |
16,068.0 |
|
1.618 |
15,944.4 |
|
2.618 |
15,744.4 |
|
4.250 |
15,418.0 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,398.7 |
16,357.8 |
| PP |
16,383.3 |
16,301.7 |
| S1 |
16,368.0 |
16,245.5 |
|