Trading Metrics calculated at close of trading on 06-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
7,517.0 |
7,509.5 |
-7.5 |
-0.1% |
7,506.0 |
High |
7,518.0 |
7,556.0 |
38.0 |
0.5% |
7,558.5 |
Low |
7,471.0 |
7,497.0 |
26.0 |
0.3% |
7,400.0 |
Close |
7,502.0 |
7,542.5 |
40.5 |
0.5% |
7,545.5 |
Range |
47.0 |
59.0 |
12.0 |
25.5% |
158.5 |
ATR |
74.7 |
73.6 |
-1.1 |
-1.5% |
0.0 |
Volume |
87,342 |
117,579 |
30,237 |
34.6% |
463,528 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,709.0 |
7,684.5 |
7,575.0 |
|
R3 |
7,650.0 |
7,625.5 |
7,558.5 |
|
R2 |
7,591.0 |
7,591.0 |
7,553.5 |
|
R1 |
7,566.5 |
7,566.5 |
7,548.0 |
7,579.0 |
PP |
7,532.0 |
7,532.0 |
7,532.0 |
7,538.0 |
S1 |
7,507.5 |
7,507.5 |
7,537.0 |
7,520.0 |
S2 |
7,473.0 |
7,473.0 |
7,531.5 |
|
S3 |
7,414.0 |
7,448.5 |
7,526.5 |
|
S4 |
7,355.0 |
7,389.5 |
7,510.0 |
|
|
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% |
72.5 |
1.0% |
90% |
False |
False |
107,234 |
10 |
7,558.5 |
7,400.0 |
158.5 |
2.1% |
62.0 |
0.8% |
90% |
False |
False |
86,220 |
20 |
7,558.5 |
7,332.0 |
226.5 |
3.0% |
71.0 |
0.9% |
93% |
False |
False |
88,875 |
40 |
7,738.0 |
7,274.5 |
463.5 |
6.1% |
77.0 |
1.0% |
58% |
False |
False |
92,492 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
83.5 |
1.1% |
50% |
False |
False |
96,359 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
76.0 |
1.0% |
50% |
False |
False |
83,303 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
65.5 |
0.9% |
50% |
False |
False |
66,647 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
57.0 |
0.8% |
50% |
False |
False |
55,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,807.0 |
2.618 |
7,710.5 |
1.618 |
7,651.5 |
1.000 |
7,615.0 |
0.618 |
7,592.5 |
HIGH |
7,556.0 |
0.618 |
7,533.5 |
0.500 |
7,526.5 |
0.382 |
7,519.5 |
LOW |
7,497.0 |
0.618 |
7,460.5 |
1.000 |
7,438.0 |
1.618 |
7,401.5 |
2.618 |
7,342.5 |
4.250 |
7,246.0 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
7,537.0 |
7,533.0 |
PP |
7,532.0 |
7,523.0 |
S1 |
7,526.5 |
7,513.5 |
|