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 |
4,622.25 |
4,653.50 |
31.25 |
0.7% |
4,617.75 |
High |
4,657.75 |
4,654.75 |
-3.00 |
-0.1% |
4,657.75 |
Low |
4,612.75 |
4,603.50 |
-9.25 |
-0.2% |
4,594.00 |
Close |
4,651.00 |
4,626.50 |
-24.50 |
-0.5% |
4,651.00 |
Range |
45.00 |
51.25 |
6.25 |
13.9% |
63.75 |
ATR |
43.83 |
44.36 |
0.53 |
1.2% |
0.00 |
Volume |
26,626 |
35,537 |
8,911 |
33.5% |
68,740 |
|
Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,782.00 |
4,755.50 |
4,654.75 |
|
R3 |
4,730.75 |
4,704.25 |
4,640.50 |
|
R2 |
4,679.50 |
4,679.50 |
4,636.00 |
|
R1 |
4,653.00 |
4,653.00 |
4,631.25 |
4,640.50 |
PP |
4,628.25 |
4,628.25 |
4,628.25 |
4,622.00 |
S1 |
4,601.75 |
4,601.75 |
4,621.75 |
4,589.50 |
S2 |
4,577.00 |
4,577.00 |
4,617.00 |
|
S3 |
4,525.75 |
4,550.50 |
4,612.50 |
|
S4 |
4,474.50 |
4,499.25 |
4,598.25 |
|
|
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% |
40.50 |
0.9% |
51% |
False |
False |
19,223 |
10 |
4,657.75 |
4,569.25 |
88.50 |
1.9% |
35.00 |
0.8% |
65% |
False |
False |
12,459 |
20 |
4,657.75 |
4,402.00 |
255.75 |
5.5% |
40.00 |
0.9% |
88% |
False |
False |
8,216 |
40 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
51.50 |
1.1% |
94% |
False |
False |
6,265 |
60 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
53.25 |
1.2% |
94% |
False |
False |
4,984 |
80 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
52.25 |
1.1% |
94% |
False |
False |
3,797 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
50.25 |
1.1% |
80% |
False |
False |
3,056 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
47.00 |
1.0% |
80% |
False |
False |
2,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,872.50 |
2.618 |
4,789.00 |
1.618 |
4,737.75 |
1.000 |
4,706.00 |
0.618 |
4,686.50 |
HIGH |
4,654.75 |
0.618 |
4,635.25 |
0.500 |
4,629.00 |
0.382 |
4,623.00 |
LOW |
4,603.50 |
0.618 |
4,571.75 |
1.000 |
4,552.25 |
1.618 |
4,520.50 |
2.618 |
4,469.25 |
4.250 |
4,385.75 |
|
|
Fisher Pivots for day following 04-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,629.00 |
4,626.25 |
PP |
4,628.25 |
4,626.00 |
S1 |
4,627.50 |
4,626.00 |
|