| 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 |
16,564.0 |
16,643.0 |
79.0 |
0.5% |
16,061.0 |
| High |
16,752.0 |
16,687.0 |
-65.0 |
-0.4% |
16,468.0 |
| Low |
16,555.0 |
16,612.0 |
57.0 |
0.3% |
15,948.0 |
| Close |
16,703.0 |
16,658.0 |
-45.0 |
-0.3% |
16,414.0 |
| Range |
197.0 |
75.0 |
-122.0 |
-61.9% |
520.0 |
| ATR |
154.6 |
150.1 |
-4.5 |
-2.9% |
0.0 |
| Volume |
74,033 |
52,942 |
-21,091 |
-28.5% |
270,306 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,877.3 |
16,842.7 |
16,699.3 |
|
| R3 |
16,802.3 |
16,767.7 |
16,678.6 |
|
| R2 |
16,727.3 |
16,727.3 |
16,671.8 |
|
| R1 |
16,692.7 |
16,692.7 |
16,664.9 |
16,710.0 |
| PP |
16,652.3 |
16,652.3 |
16,652.3 |
16,661.0 |
| S1 |
16,617.7 |
16,617.7 |
16,651.1 |
16,635.0 |
| S2 |
16,577.3 |
16,577.3 |
16,644.3 |
|
| S3 |
16,502.3 |
16,542.7 |
16,637.4 |
|
| S4 |
16,427.3 |
16,467.7 |
16,616.8 |
|
|
| 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 |
16,752.0 |
16,268.0 |
484.0 |
2.9% |
142.2 |
0.9% |
81% |
False |
False |
62,732 |
| 10 |
16,752.0 |
15,948.0 |
804.0 |
4.8% |
127.8 |
0.8% |
88% |
False |
False |
55,877 |
| 20 |
16,752.0 |
15,228.0 |
1,524.0 |
9.1% |
137.8 |
0.8% |
94% |
False |
False |
55,441 |
| 40 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
164.4 |
1.0% |
95% |
False |
False |
61,126 |
| 60 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
176.4 |
1.1% |
95% |
False |
False |
63,002 |
| 80 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
163.2 |
1.0% |
95% |
False |
False |
48,519 |
| 100 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
144.9 |
0.9% |
95% |
False |
False |
38,817 |
| 120 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
136.7 |
0.8% |
95% |
False |
False |
32,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,005.8 |
|
2.618 |
16,883.4 |
|
1.618 |
16,808.4 |
|
1.000 |
16,762.0 |
|
0.618 |
16,733.4 |
|
HIGH |
16,687.0 |
|
0.618 |
16,658.4 |
|
0.500 |
16,649.5 |
|
0.382 |
16,640.7 |
|
LOW |
16,612.0 |
|
0.618 |
16,565.7 |
|
1.000 |
16,537.0 |
|
1.618 |
16,490.7 |
|
2.618 |
16,415.7 |
|
4.250 |
16,293.3 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,655.2 |
16,633.0 |
| PP |
16,652.3 |
16,608.0 |
| S1 |
16,649.5 |
16,583.0 |
|