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 |
4,622.00 |
4,623.25 |
1.25 |
0.0% |
4,617.75 |
High |
4,635.50 |
4,648.75 |
13.25 |
0.3% |
4,657.75 |
Low |
4,605.25 |
4,602.25 |
-3.00 |
-0.1% |
4,594.00 |
Close |
4,625.25 |
4,606.25 |
-19.00 |
-0.4% |
4,651.00 |
Range |
30.25 |
46.50 |
16.25 |
53.7% |
63.75 |
ATR |
43.35 |
43.58 |
0.22 |
0.5% |
0.00 |
Volume |
67,883 |
94,744 |
26,861 |
39.6% |
68,740 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,758.50 |
4,729.00 |
4,631.75 |
|
R3 |
4,712.00 |
4,682.50 |
4,619.00 |
|
R2 |
4,665.50 |
4,665.50 |
4,614.75 |
|
R1 |
4,636.00 |
4,636.00 |
4,610.50 |
4,627.50 |
PP |
4,619.00 |
4,619.00 |
4,619.00 |
4,615.00 |
S1 |
4,589.50 |
4,589.50 |
4,602.00 |
4,581.00 |
S2 |
4,572.50 |
4,572.50 |
4,597.75 |
|
S3 |
4,526.00 |
4,543.00 |
4,593.50 |
|
S4 |
4,479.50 |
4,496.50 |
4,580.75 |
|
|
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% |
41.75 |
0.9% |
19% |
False |
False |
48,125 |
10 |
4,657.75 |
4,593.00 |
64.75 |
1.4% |
34.50 |
0.8% |
20% |
False |
False |
27,829 |
20 |
4,657.75 |
4,402.00 |
255.75 |
5.6% |
40.75 |
0.9% |
80% |
False |
False |
16,187 |
40 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
50.25 |
1.1% |
89% |
False |
False |
10,213 |
60 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
53.50 |
1.2% |
89% |
False |
False |
7,661 |
80 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
52.25 |
1.1% |
89% |
False |
False |
5,829 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
50.50 |
1.1% |
77% |
False |
False |
4,681 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.75 |
1.0% |
77% |
False |
False |
3,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,846.50 |
2.618 |
4,770.50 |
1.618 |
4,724.00 |
1.000 |
4,695.25 |
0.618 |
4,677.50 |
HIGH |
4,648.75 |
0.618 |
4,631.00 |
0.500 |
4,625.50 |
0.382 |
4,620.00 |
LOW |
4,602.25 |
0.618 |
4,573.50 |
1.000 |
4,555.75 |
1.618 |
4,527.00 |
2.618 |
4,480.50 |
4.250 |
4,404.50 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,625.50 |
4,628.50 |
PP |
4,619.00 |
4,621.00 |
S1 |
4,612.75 |
4,613.75 |
|