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 |
4,443.0 |
4,460.0 |
17.0 |
0.4% |
4,408.0 |
High |
4,469.0 |
4,467.0 |
-2.0 |
0.0% |
4,469.0 |
Low |
4,435.0 |
4,445.0 |
10.0 |
0.2% |
4,370.0 |
Close |
4,457.0 |
4,456.0 |
-1.0 |
0.0% |
4,457.0 |
Range |
34.0 |
22.0 |
-12.0 |
-35.3% |
99.0 |
ATR |
38.8 |
37.6 |
-1.2 |
-3.1% |
0.0 |
Volume |
57,631 |
30,738 |
-26,893 |
-46.7% |
125,498 |
|
Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.0 |
4,511.0 |
4,468.1 |
|
R3 |
4,500.0 |
4,489.0 |
4,462.1 |
|
R2 |
4,478.0 |
4,478.0 |
4,460.0 |
|
R1 |
4,467.0 |
4,467.0 |
4,458.0 |
4,461.5 |
PP |
4,456.0 |
4,456.0 |
4,456.0 |
4,453.3 |
S1 |
4,445.0 |
4,445.0 |
4,454.0 |
4,439.5 |
S2 |
4,434.0 |
4,434.0 |
4,452.0 |
|
S3 |
4,412.0 |
4,423.0 |
4,450.0 |
|
S4 |
4,390.0 |
4,401.0 |
4,443.9 |
|
|
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% |
31.4 |
0.7% |
87% |
False |
False |
30,007 |
10 |
4,469.0 |
4,370.0 |
99.0 |
2.2% |
25.9 |
0.6% |
87% |
False |
False |
17,020 |
20 |
4,469.0 |
4,178.0 |
291.0 |
6.5% |
31.5 |
0.7% |
96% |
False |
False |
8,874 |
40 |
4,469.0 |
4,034.0 |
435.0 |
9.8% |
37.1 |
0.8% |
97% |
False |
False |
5,556 |
60 |
4,469.0 |
4,034.0 |
435.0 |
9.8% |
37.2 |
0.8% |
97% |
False |
False |
3,947 |
80 |
4,469.0 |
4,034.0 |
435.0 |
9.8% |
29.0 |
0.7% |
97% |
False |
False |
3,012 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.7% |
23.6 |
0.5% |
81% |
False |
False |
2,409 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.7% |
19.7 |
0.4% |
81% |
False |
False |
2,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,560.5 |
2.618 |
4,524.6 |
1.618 |
4,502.6 |
1.000 |
4,489.0 |
0.618 |
4,480.6 |
HIGH |
4,467.0 |
0.618 |
4,458.6 |
0.500 |
4,456.0 |
0.382 |
4,453.4 |
LOW |
4,445.0 |
0.618 |
4,431.4 |
1.000 |
4,423.0 |
1.618 |
4,409.4 |
2.618 |
4,387.4 |
4.250 |
4,351.5 |
|
|
Fisher Pivots for day following 04-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,456.0 |
4,449.2 |
PP |
4,456.0 |
4,442.3 |
S1 |
4,456.0 |
4,435.5 |
|