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 |
7,445.5 |
7,483.5 |
38.0 |
0.5% |
7,506.0 |
High |
7,513.5 |
7,558.5 |
45.0 |
0.6% |
7,558.5 |
Low |
7,400.0 |
7,480.5 |
80.5 |
1.1% |
7,400.0 |
Close |
7,460.5 |
7,545.5 |
85.0 |
1.1% |
7,545.5 |
Range |
113.5 |
78.0 |
-35.5 |
-31.3% |
158.5 |
ATR |
75.9 |
77.5 |
1.6 |
2.1% |
0.0 |
Volume |
133,861 |
113,014 |
-20,847 |
-15.6% |
463,528 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,762.0 |
7,732.0 |
7,588.5 |
|
R3 |
7,684.0 |
7,654.0 |
7,567.0 |
|
R2 |
7,606.0 |
7,606.0 |
7,560.0 |
|
R1 |
7,576.0 |
7,576.0 |
7,552.5 |
7,591.0 |
PP |
7,528.0 |
7,528.0 |
7,528.0 |
7,536.0 |
S1 |
7,498.0 |
7,498.0 |
7,538.5 |
7,513.0 |
S2 |
7,450.0 |
7,450.0 |
7,531.0 |
|
S3 |
7,372.0 |
7,420.0 |
7,524.0 |
|
S4 |
7,294.0 |
7,342.0 |
7,502.5 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,977.0 |
7,919.5 |
7,632.5 |
|
R3 |
7,818.5 |
7,761.0 |
7,589.0 |
|
R2 |
7,660.0 |
7,660.0 |
7,574.5 |
|
R1 |
7,602.5 |
7,602.5 |
7,560.0 |
7,631.0 |
PP |
7,501.5 |
7,501.5 |
7,501.5 |
7,515.5 |
S1 |
7,444.0 |
7,444.0 |
7,531.0 |
7,473.0 |
S2 |
7,343.0 |
7,343.0 |
7,516.5 |
|
S3 |
7,184.5 |
7,285.5 |
7,502.0 |
|
S4 |
7,026.0 |
7,127.0 |
7,458.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,558.5 |
7,400.0 |
158.5 |
2.1% |
70.0 |
0.9% |
92% |
True |
False |
92,705 |
10 |
7,558.5 |
7,400.0 |
158.5 |
2.1% |
60.5 |
0.8% |
92% |
True |
False |
78,013 |
20 |
7,558.5 |
7,332.0 |
226.5 |
3.0% |
70.0 |
0.9% |
94% |
True |
False |
86,325 |
40 |
7,738.0 |
7,274.5 |
463.5 |
6.1% |
79.0 |
1.0% |
58% |
False |
False |
91,731 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
83.5 |
1.1% |
51% |
False |
False |
103,909 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
75.5 |
1.0% |
51% |
False |
False |
79,687 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
64.0 |
0.8% |
51% |
False |
False |
63,754 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
55.5 |
0.7% |
51% |
False |
False |
53,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,890.0 |
2.618 |
7,762.5 |
1.618 |
7,684.5 |
1.000 |
7,636.5 |
0.618 |
7,606.5 |
HIGH |
7,558.5 |
0.618 |
7,528.5 |
0.500 |
7,519.5 |
0.382 |
7,510.5 |
LOW |
7,480.5 |
0.618 |
7,432.5 |
1.000 |
7,402.5 |
1.618 |
7,354.5 |
2.618 |
7,276.5 |
4.250 |
7,149.0 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
7,537.0 |
7,523.5 |
PP |
7,528.0 |
7,501.5 |
S1 |
7,519.5 |
7,479.0 |
|