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 |
4,653.50 |
4,622.00 |
-31.50 |
-0.7% |
4,617.75 |
High |
4,654.75 |
4,635.50 |
-19.25 |
-0.4% |
4,657.75 |
Low |
4,603.50 |
4,605.25 |
1.75 |
0.0% |
4,594.00 |
Close |
4,626.50 |
4,625.25 |
-1.25 |
0.0% |
4,651.00 |
Range |
51.25 |
30.25 |
-21.00 |
-41.0% |
63.75 |
ATR |
44.36 |
43.35 |
-1.01 |
-2.3% |
0.00 |
Volume |
35,537 |
67,883 |
32,346 |
91.0% |
68,740 |
|
Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,712.75 |
4,699.25 |
4,642.00 |
|
R3 |
4,682.50 |
4,669.00 |
4,633.50 |
|
R2 |
4,652.25 |
4,652.25 |
4,630.75 |
|
R1 |
4,638.75 |
4,638.75 |
4,628.00 |
4,645.50 |
PP |
4,622.00 |
4,622.00 |
4,622.00 |
4,625.50 |
S1 |
4,608.50 |
4,608.50 |
4,622.50 |
4,615.25 |
S2 |
4,591.75 |
4,591.75 |
4,619.75 |
|
S3 |
4,561.50 |
4,578.25 |
4,617.00 |
|
S4 |
4,531.25 |
4,548.00 |
4,608.50 |
|
|
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% |
49% |
False |
False |
31,005 |
10 |
4,657.75 |
4,586.50 |
71.25 |
1.5% |
33.00 |
0.7% |
54% |
False |
False |
18,766 |
20 |
4,657.75 |
4,402.00 |
255.75 |
5.5% |
40.25 |
0.9% |
87% |
False |
False |
11,522 |
40 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
50.50 |
1.1% |
93% |
False |
False |
7,906 |
60 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
53.25 |
1.2% |
93% |
False |
False |
6,107 |
80 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
52.00 |
1.1% |
93% |
False |
False |
4,645 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
50.25 |
1.1% |
80% |
False |
False |
3,734 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
47.00 |
1.0% |
80% |
False |
False |
3,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,764.00 |
2.618 |
4,714.75 |
1.618 |
4,684.50 |
1.000 |
4,665.75 |
0.618 |
4,654.25 |
HIGH |
4,635.50 |
0.618 |
4,624.00 |
0.500 |
4,620.50 |
0.382 |
4,616.75 |
LOW |
4,605.25 |
0.618 |
4,586.50 |
1.000 |
4,575.00 |
1.618 |
4,556.25 |
2.618 |
4,526.00 |
4.250 |
4,476.75 |
|
|
Fisher Pivots for day following 05-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,623.50 |
4,630.50 |
PP |
4,622.00 |
4,628.75 |
S1 |
4,620.50 |
4,627.00 |
|