| 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 |
16,282.0 |
16,437.0 |
155.0 |
1.0% |
16,061.0 |
| High |
16,468.0 |
16,483.0 |
15.0 |
0.1% |
16,468.0 |
| Low |
16,268.0 |
16,406.0 |
138.0 |
0.8% |
15,948.0 |
| Close |
16,414.0 |
16,435.0 |
21.0 |
0.1% |
16,414.0 |
| Range |
200.0 |
77.0 |
-123.0 |
-61.5% |
520.0 |
| ATR |
156.2 |
150.5 |
-5.7 |
-3.6% |
0.0 |
| Volume |
62,438 |
56,428 |
-6,010 |
-9.6% |
270,306 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,672.3 |
16,630.7 |
16,477.4 |
|
| R3 |
16,595.3 |
16,553.7 |
16,456.2 |
|
| R2 |
16,518.3 |
16,518.3 |
16,449.1 |
|
| R1 |
16,476.7 |
16,476.7 |
16,442.1 |
16,459.0 |
| PP |
16,441.3 |
16,441.3 |
16,441.3 |
16,432.5 |
| S1 |
16,399.7 |
16,399.7 |
16,427.9 |
16,382.0 |
| S2 |
16,364.3 |
16,364.3 |
16,420.9 |
|
| S3 |
16,287.3 |
16,322.7 |
16,413.8 |
|
| S4 |
16,210.3 |
16,245.7 |
16,392.7 |
|
|
| 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 |
16,483.0 |
15,948.0 |
535.0 |
3.3% |
137.2 |
0.8% |
91% |
True |
False |
56,963 |
| 10 |
16,483.0 |
15,903.0 |
580.0 |
3.5% |
109.3 |
0.7% |
92% |
True |
False |
50,792 |
| 20 |
16,483.0 |
15,133.0 |
1,350.0 |
8.2% |
139.8 |
0.9% |
96% |
True |
False |
53,173 |
| 40 |
16,483.0 |
14,666.0 |
1,817.0 |
11.1% |
166.2 |
1.0% |
97% |
True |
False |
61,322 |
| 60 |
16,483.0 |
14,666.0 |
1,817.0 |
11.1% |
177.1 |
1.1% |
97% |
True |
False |
61,234 |
| 80 |
16,483.0 |
14,666.0 |
1,817.0 |
11.1% |
159.9 |
1.0% |
97% |
True |
False |
46,084 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.5% |
141.3 |
0.9% |
86% |
False |
False |
36,870 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.5% |
133.5 |
0.8% |
86% |
False |
False |
30,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,810.3 |
|
2.618 |
16,684.6 |
|
1.618 |
16,607.6 |
|
1.000 |
16,560.0 |
|
0.618 |
16,530.6 |
|
HIGH |
16,483.0 |
|
0.618 |
16,453.6 |
|
0.500 |
16,444.5 |
|
0.382 |
16,435.4 |
|
LOW |
16,406.0 |
|
0.618 |
16,358.4 |
|
1.000 |
16,329.0 |
|
1.618 |
16,281.4 |
|
2.618 |
16,204.4 |
|
4.250 |
16,078.8 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,444.5 |
16,403.3 |
| PP |
16,441.3 |
16,371.7 |
| S1 |
16,438.2 |
16,340.0 |
|