| 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 |
16,437.0 |
16,445.0 |
8.0 |
0.0% |
16,061.0 |
| High |
16,483.0 |
16,576.0 |
93.0 |
0.6% |
16,468.0 |
| Low |
16,406.0 |
16,414.0 |
8.0 |
0.0% |
15,948.0 |
| Close |
16,435.0 |
16,556.0 |
121.0 |
0.7% |
16,414.0 |
| Range |
77.0 |
162.0 |
85.0 |
110.4% |
520.0 |
| ATR |
150.5 |
151.4 |
0.8 |
0.5% |
0.0 |
| Volume |
56,428 |
67,822 |
11,394 |
20.2% |
270,306 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,001.3 |
16,940.7 |
16,645.1 |
|
| R3 |
16,839.3 |
16,778.7 |
16,600.6 |
|
| R2 |
16,677.3 |
16,677.3 |
16,585.7 |
|
| R1 |
16,616.7 |
16,616.7 |
16,570.9 |
16,647.0 |
| PP |
16,515.3 |
16,515.3 |
16,515.3 |
16,530.5 |
| S1 |
16,454.7 |
16,454.7 |
16,541.2 |
16,485.0 |
| S2 |
16,353.3 |
16,353.3 |
16,526.3 |
|
| S3 |
16,191.3 |
16,292.7 |
16,511.5 |
|
| S4 |
16,029.3 |
16,130.7 |
16,466.9 |
|
|
| 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 |
16,576.0 |
16,023.0 |
553.0 |
3.3% |
151.8 |
0.9% |
96% |
True |
False |
61,857 |
| 10 |
16,576.0 |
15,935.0 |
641.0 |
3.9% |
115.5 |
0.7% |
97% |
True |
False |
52,126 |
| 20 |
16,576.0 |
15,133.0 |
1,443.0 |
8.7% |
141.3 |
0.9% |
99% |
True |
False |
54,360 |
| 40 |
16,576.0 |
14,666.0 |
1,910.0 |
11.5% |
166.9 |
1.0% |
99% |
True |
False |
61,484 |
| 60 |
16,576.0 |
14,666.0 |
1,910.0 |
11.5% |
177.4 |
1.1% |
99% |
True |
False |
61,989 |
| 80 |
16,576.0 |
14,666.0 |
1,910.0 |
11.5% |
161.5 |
1.0% |
99% |
True |
False |
46,932 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.4% |
142.9 |
0.9% |
92% |
False |
False |
37,548 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.4% |
134.6 |
0.8% |
92% |
False |
False |
31,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,264.5 |
|
2.618 |
17,000.1 |
|
1.618 |
16,838.1 |
|
1.000 |
16,738.0 |
|
0.618 |
16,676.1 |
|
HIGH |
16,576.0 |
|
0.618 |
16,514.1 |
|
0.500 |
16,495.0 |
|
0.382 |
16,475.9 |
|
LOW |
16,414.0 |
|
0.618 |
16,313.9 |
|
1.000 |
16,252.0 |
|
1.618 |
16,151.9 |
|
2.618 |
15,989.9 |
|
4.250 |
15,725.5 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,535.7 |
16,511.3 |
| PP |
16,515.3 |
16,466.7 |
| S1 |
16,495.0 |
16,422.0 |
|