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 |
1,810.9 |
1,867.9 |
57.0 |
3.1% |
1,810.2 |
High |
1,869.6 |
1,886.1 |
16.5 |
0.9% |
1,869.6 |
Low |
1,797.0 |
1,856.1 |
59.1 |
3.3% |
1,788.6 |
Close |
1,865.7 |
1,884.9 |
19.2 |
1.0% |
1,865.7 |
Range |
72.6 |
30.0 |
-42.6 |
-58.7% |
81.0 |
ATR |
35.0 |
34.6 |
-0.4 |
-1.0% |
0.0 |
Volume |
316,025 |
266,118 |
-49,907 |
-15.8% |
1,064,789 |
|
Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.7 |
1,955.3 |
1,901.4 |
|
R3 |
1,935.7 |
1,925.3 |
1,893.2 |
|
R2 |
1,905.7 |
1,905.7 |
1,890.4 |
|
R1 |
1,895.3 |
1,895.3 |
1,887.7 |
1,900.5 |
PP |
1,875.7 |
1,875.7 |
1,875.7 |
1,878.3 |
S1 |
1,865.3 |
1,865.3 |
1,882.2 |
1,870.5 |
S2 |
1,845.7 |
1,845.7 |
1,879.4 |
|
S3 |
1,815.7 |
1,835.3 |
1,876.7 |
|
S4 |
1,785.7 |
1,805.3 |
1,868.4 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.3 |
2,056.0 |
1,910.3 |
|
R3 |
2,003.3 |
1,975.0 |
1,888.0 |
|
R2 |
1,922.3 |
1,922.3 |
1,880.6 |
|
R1 |
1,894.0 |
1,894.0 |
1,873.1 |
1,908.2 |
PP |
1,841.3 |
1,841.3 |
1,841.3 |
1,848.4 |
S1 |
1,813.0 |
1,813.0 |
1,858.3 |
1,827.2 |
S2 |
1,760.3 |
1,760.3 |
1,850.9 |
|
S3 |
1,679.3 |
1,732.0 |
1,843.4 |
|
S4 |
1,598.3 |
1,651.0 |
1,821.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,886.1 |
1,788.6 |
97.5 |
5.2% |
36.3 |
1.9% |
99% |
True |
False |
235,742 |
10 |
1,886.1 |
1,784.7 |
101.4 |
5.4% |
30.1 |
1.6% |
99% |
True |
False |
204,270 |
20 |
1,886.1 |
1,687.4 |
198.7 |
10.5% |
34.5 |
1.8% |
99% |
True |
False |
224,582 |
40 |
1,886.1 |
1,638.8 |
247.3 |
13.1% |
35.5 |
1.9% |
100% |
True |
False |
230,690 |
60 |
1,892.7 |
1,638.8 |
253.9 |
13.5% |
33.6 |
1.8% |
97% |
False |
False |
230,648 |
80 |
1,958.7 |
1,638.8 |
319.9 |
17.0% |
32.5 |
1.7% |
77% |
False |
False |
175,128 |
100 |
2,038.2 |
1,638.8 |
399.4 |
21.2% |
32.2 |
1.7% |
62% |
False |
False |
140,132 |
120 |
2,038.2 |
1,638.8 |
399.4 |
21.2% |
32.1 |
1.7% |
62% |
False |
False |
116,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.6 |
2.618 |
1,964.6 |
1.618 |
1,934.6 |
1.000 |
1,916.1 |
0.618 |
1,904.6 |
HIGH |
1,886.1 |
0.618 |
1,874.6 |
0.500 |
1,871.1 |
0.382 |
1,867.6 |
LOW |
1,856.1 |
0.618 |
1,837.6 |
1.000 |
1,826.1 |
1.618 |
1,807.6 |
2.618 |
1,777.6 |
4.250 |
1,728.6 |
|
|
Fisher Pivots for day following 04-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
1,880.3 |
1,870.5 |
PP |
1,875.7 |
1,856.0 |
S1 |
1,871.1 |
1,841.6 |
|