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 |
4,420.0 |
4,443.0 |
23.0 |
0.5% |
4,408.0 |
High |
4,445.0 |
4,469.0 |
24.0 |
0.5% |
4,469.0 |
Low |
4,402.0 |
4,435.0 |
33.0 |
0.7% |
4,370.0 |
Close |
4,424.0 |
4,457.0 |
33.0 |
0.7% |
4,457.0 |
Range |
43.0 |
34.0 |
-9.0 |
-20.9% |
99.0 |
ATR |
38.3 |
38.8 |
0.5 |
1.3% |
0.0 |
Volume |
5,699 |
57,631 |
51,932 |
911.2% |
125,498 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.7 |
4,540.3 |
4,475.7 |
|
R3 |
4,521.7 |
4,506.3 |
4,466.4 |
|
R2 |
4,487.7 |
4,487.7 |
4,463.2 |
|
R1 |
4,472.3 |
4,472.3 |
4,460.1 |
4,480.0 |
PP |
4,453.7 |
4,453.7 |
4,453.7 |
4,457.5 |
S1 |
4,438.3 |
4,438.3 |
4,453.9 |
4,446.0 |
S2 |
4,419.7 |
4,419.7 |
4,450.8 |
|
S3 |
4,385.7 |
4,404.3 |
4,447.7 |
|
S4 |
4,351.7 |
4,370.3 |
4,438.3 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,729.0 |
4,692.0 |
4,511.5 |
|
R3 |
4,630.0 |
4,593.0 |
4,484.2 |
|
R2 |
4,531.0 |
4,531.0 |
4,475.2 |
|
R1 |
4,494.0 |
4,494.0 |
4,466.1 |
4,512.5 |
PP |
4,432.0 |
4,432.0 |
4,432.0 |
4,441.3 |
S1 |
4,395.0 |
4,395.0 |
4,447.9 |
4,413.5 |
S2 |
4,333.0 |
4,333.0 |
4,438.9 |
|
S3 |
4,234.0 |
4,296.0 |
4,429.8 |
|
S4 |
4,135.0 |
4,197.0 |
4,402.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,469.0 |
4,370.0 |
99.0 |
2.2% |
30.2 |
0.7% |
88% |
True |
False |
25,099 |
10 |
4,469.0 |
4,367.0 |
102.0 |
2.3% |
25.6 |
0.6% |
88% |
True |
False |
13,963 |
20 |
4,469.0 |
4,178.0 |
291.0 |
6.5% |
31.9 |
0.7% |
96% |
True |
False |
7,341 |
40 |
4,469.0 |
4,034.0 |
435.0 |
9.8% |
38.2 |
0.9% |
97% |
True |
False |
4,790 |
60 |
4,469.0 |
4,034.0 |
435.0 |
9.8% |
36.8 |
0.8% |
97% |
True |
False |
3,435 |
80 |
4,469.0 |
4,034.0 |
435.0 |
9.8% |
28.7 |
0.6% |
97% |
True |
False |
2,628 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.7% |
23.4 |
0.5% |
81% |
False |
False |
2,102 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.7% |
19.5 |
0.4% |
81% |
False |
False |
1,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,613.5 |
2.618 |
4,558.0 |
1.618 |
4,524.0 |
1.000 |
4,503.0 |
0.618 |
4,490.0 |
HIGH |
4,469.0 |
0.618 |
4,456.0 |
0.500 |
4,452.0 |
0.382 |
4,448.0 |
LOW |
4,435.0 |
0.618 |
4,414.0 |
1.000 |
4,401.0 |
1.618 |
4,380.0 |
2.618 |
4,346.0 |
4.250 |
4,290.5 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,455.3 |
4,446.8 |
PP |
4,453.7 |
4,436.7 |
S1 |
4,452.0 |
4,426.5 |
|