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 |
4,460.0 |
4,501.0 |
41.0 |
0.9% |
4,408.0 |
High |
4,500.0 |
4,536.0 |
36.0 |
0.8% |
4,469.0 |
Low |
4,447.0 |
4,499.0 |
52.0 |
1.2% |
4,370.0 |
Close |
4,492.0 |
4,530.0 |
38.0 |
0.8% |
4,457.0 |
Range |
53.0 |
37.0 |
-16.0 |
-30.2% |
99.0 |
ATR |
38.7 |
39.0 |
0.4 |
1.0% |
0.0 |
Volume |
106,987 |
101,147 |
-5,840 |
-5.5% |
125,498 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,632.7 |
4,618.3 |
4,550.4 |
|
R3 |
4,595.7 |
4,581.3 |
4,540.2 |
|
R2 |
4,558.7 |
4,558.7 |
4,536.8 |
|
R1 |
4,544.3 |
4,544.3 |
4,533.4 |
4,551.5 |
PP |
4,521.7 |
4,521.7 |
4,521.7 |
4,525.3 |
S1 |
4,507.3 |
4,507.3 |
4,526.6 |
4,514.5 |
S2 |
4,484.7 |
4,484.7 |
4,523.2 |
|
S3 |
4,447.7 |
4,470.3 |
4,519.8 |
|
S4 |
4,410.7 |
4,433.3 |
4,509.7 |
|
|
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 |
4,536.0 |
4,402.0 |
134.0 |
3.0% |
37.8 |
0.8% |
96% |
True |
False |
60,440 |
10 |
4,536.0 |
4,370.0 |
166.0 |
3.7% |
31.2 |
0.7% |
96% |
True |
False |
37,384 |
20 |
4,536.0 |
4,178.0 |
358.0 |
7.9% |
33.5 |
0.7% |
98% |
True |
False |
19,274 |
40 |
4,536.0 |
4,034.0 |
502.0 |
11.1% |
37.6 |
0.8% |
99% |
True |
False |
10,758 |
60 |
4,536.0 |
4,034.0 |
502.0 |
11.1% |
38.7 |
0.9% |
99% |
True |
False |
7,416 |
80 |
4,536.0 |
4,034.0 |
502.0 |
11.1% |
30.1 |
0.7% |
99% |
True |
False |
5,613 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.5% |
24.5 |
0.5% |
95% |
False |
False |
4,491 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.5% |
20.4 |
0.5% |
95% |
False |
False |
3,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,693.3 |
2.618 |
4,632.9 |
1.618 |
4,595.9 |
1.000 |
4,573.0 |
0.618 |
4,558.9 |
HIGH |
4,536.0 |
0.618 |
4,521.9 |
0.500 |
4,517.5 |
0.382 |
4,513.1 |
LOW |
4,499.0 |
0.618 |
4,476.1 |
1.000 |
4,462.0 |
1.618 |
4,439.1 |
2.618 |
4,402.1 |
4.250 |
4,341.8 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,525.8 |
4,516.8 |
PP |
4,521.7 |
4,503.7 |
S1 |
4,517.5 |
4,490.5 |
|