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 |
4,612.00 |
4,622.25 |
10.25 |
0.2% |
4,617.75 |
High |
4,629.25 |
4,657.75 |
28.50 |
0.6% |
4,657.75 |
Low |
4,594.00 |
4,612.75 |
18.75 |
0.4% |
4,594.00 |
Close |
4,626.75 |
4,651.00 |
24.25 |
0.5% |
4,651.00 |
Range |
35.25 |
45.00 |
9.75 |
27.7% |
63.75 |
ATR |
43.74 |
43.83 |
0.09 |
0.2% |
0.00 |
Volume |
15,836 |
26,626 |
10,790 |
68.1% |
68,740 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,775.50 |
4,758.25 |
4,675.75 |
|
R3 |
4,730.50 |
4,713.25 |
4,663.50 |
|
R2 |
4,685.50 |
4,685.50 |
4,659.25 |
|
R1 |
4,668.25 |
4,668.25 |
4,655.00 |
4,677.00 |
PP |
4,640.50 |
4,640.50 |
4,640.50 |
4,644.75 |
S1 |
4,623.25 |
4,623.25 |
4,647.00 |
4,632.00 |
S2 |
4,595.50 |
4,595.50 |
4,642.75 |
|
S3 |
4,550.50 |
4,578.25 |
4,638.50 |
|
S4 |
4,505.50 |
4,533.25 |
4,626.25 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,825.50 |
4,802.00 |
4,686.00 |
|
R3 |
4,761.75 |
4,738.25 |
4,668.50 |
|
R2 |
4,698.00 |
4,698.00 |
4,662.75 |
|
R1 |
4,674.50 |
4,674.50 |
4,656.75 |
4,686.25 |
PP |
4,634.25 |
4,634.25 |
4,634.25 |
4,640.00 |
S1 |
4,610.75 |
4,610.75 |
4,645.25 |
4,622.50 |
S2 |
4,570.50 |
4,570.50 |
4,639.25 |
|
S3 |
4,506.75 |
4,547.00 |
4,633.50 |
|
S4 |
4,443.00 |
4,483.25 |
4,616.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,657.75 |
4,594.00 |
63.75 |
1.4% |
33.75 |
0.7% |
89% |
True |
False |
13,748 |
10 |
4,657.75 |
4,561.50 |
96.25 |
2.1% |
32.75 |
0.7% |
93% |
True |
False |
9,262 |
20 |
4,657.75 |
4,373.25 |
284.50 |
6.1% |
40.50 |
0.9% |
98% |
True |
False |
6,678 |
40 |
4,657.75 |
4,167.50 |
490.25 |
10.5% |
53.25 |
1.1% |
99% |
True |
False |
5,481 |
60 |
4,657.75 |
4,167.50 |
490.25 |
10.5% |
53.00 |
1.1% |
99% |
True |
False |
4,401 |
80 |
4,657.75 |
4,167.50 |
490.25 |
10.5% |
52.50 |
1.1% |
99% |
True |
False |
3,356 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
50.00 |
1.1% |
85% |
False |
False |
2,702 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
46.75 |
1.0% |
85% |
False |
False |
2,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,849.00 |
2.618 |
4,775.50 |
1.618 |
4,730.50 |
1.000 |
4,702.75 |
0.618 |
4,685.50 |
HIGH |
4,657.75 |
0.618 |
4,640.50 |
0.500 |
4,635.25 |
0.382 |
4,630.00 |
LOW |
4,612.75 |
0.618 |
4,585.00 |
1.000 |
4,567.75 |
1.618 |
4,540.00 |
2.618 |
4,495.00 |
4.250 |
4,421.50 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,645.75 |
4,642.50 |
PP |
4,640.50 |
4,634.25 |
S1 |
4,635.25 |
4,626.00 |
|