Trading Metrics calculated at close of trading on 05-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,460.0 |
4,460.0 |
0.0 |
0.0% |
4,408.0 |
High |
4,467.0 |
4,500.0 |
33.0 |
0.7% |
4,469.0 |
Low |
4,445.0 |
4,447.0 |
2.0 |
0.0% |
4,370.0 |
Close |
4,456.0 |
4,492.0 |
36.0 |
0.8% |
4,457.0 |
Range |
22.0 |
53.0 |
31.0 |
140.9% |
99.0 |
ATR |
37.6 |
38.7 |
1.1 |
2.9% |
0.0 |
Volume |
30,738 |
106,987 |
76,249 |
248.1% |
125,498 |
|
Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,638.7 |
4,618.3 |
4,521.2 |
|
R3 |
4,585.7 |
4,565.3 |
4,506.6 |
|
R2 |
4,532.7 |
4,532.7 |
4,501.7 |
|
R1 |
4,512.3 |
4,512.3 |
4,496.9 |
4,522.5 |
PP |
4,479.7 |
4,479.7 |
4,479.7 |
4,484.8 |
S1 |
4,459.3 |
4,459.3 |
4,487.1 |
4,469.5 |
S2 |
4,426.7 |
4,426.7 |
4,482.3 |
|
S3 |
4,373.7 |
4,406.3 |
4,477.4 |
|
S4 |
4,320.7 |
4,353.3 |
4,462.9 |
|
|
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 |
4,500.0 |
4,384.0 |
116.0 |
2.6% |
38.0 |
0.8% |
93% |
True |
False |
44,340 |
10 |
4,500.0 |
4,370.0 |
130.0 |
2.9% |
29.7 |
0.7% |
94% |
True |
False |
27,712 |
20 |
4,500.0 |
4,178.0 |
322.0 |
7.2% |
32.4 |
0.7% |
98% |
True |
False |
14,217 |
40 |
4,500.0 |
4,034.0 |
466.0 |
10.4% |
37.7 |
0.8% |
98% |
True |
False |
8,230 |
60 |
4,500.0 |
4,034.0 |
466.0 |
10.4% |
38.1 |
0.8% |
98% |
True |
False |
5,730 |
80 |
4,500.0 |
4,034.0 |
466.0 |
10.4% |
29.7 |
0.7% |
98% |
True |
False |
4,349 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.6% |
24.1 |
0.5% |
88% |
False |
False |
3,479 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.6% |
20.1 |
0.4% |
88% |
False |
False |
2,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,725.3 |
2.618 |
4,638.8 |
1.618 |
4,585.8 |
1.000 |
4,553.0 |
0.618 |
4,532.8 |
HIGH |
4,500.0 |
0.618 |
4,479.8 |
0.500 |
4,473.5 |
0.382 |
4,467.2 |
LOW |
4,447.0 |
0.618 |
4,414.2 |
1.000 |
4,394.0 |
1.618 |
4,361.2 |
2.618 |
4,308.2 |
4.250 |
4,221.8 |
|
|
Fisher Pivots for day following 05-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,485.8 |
4,483.8 |
PP |
4,479.7 |
4,475.7 |
S1 |
4,473.5 |
4,467.5 |
|