Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,623.25 |
4,606.00 |
-17.25 |
-0.4% |
4,617.75 |
High |
4,648.75 |
4,646.75 |
-2.00 |
0.0% |
4,657.75 |
Low |
4,602.25 |
4,599.00 |
-3.25 |
-0.1% |
4,594.00 |
Close |
4,606.25 |
4,640.50 |
34.25 |
0.7% |
4,651.00 |
Range |
46.50 |
47.75 |
1.25 |
2.7% |
63.75 |
ATR |
43.58 |
43.88 |
0.30 |
0.7% |
0.00 |
Volume |
94,744 |
267,979 |
173,235 |
182.8% |
68,740 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,772.00 |
4,754.00 |
4,666.75 |
|
R3 |
4,724.25 |
4,706.25 |
4,653.75 |
|
R2 |
4,676.50 |
4,676.50 |
4,649.25 |
|
R1 |
4,658.50 |
4,658.50 |
4,645.00 |
4,667.50 |
PP |
4,628.75 |
4,628.75 |
4,628.75 |
4,633.25 |
S1 |
4,610.75 |
4,610.75 |
4,636.00 |
4,619.75 |
S2 |
4,581.00 |
4,581.00 |
4,631.75 |
|
S3 |
4,533.25 |
4,563.00 |
4,627.25 |
|
S4 |
4,485.50 |
4,515.25 |
4,614.25 |
|
|
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 |
4,599.00 |
58.75 |
1.3% |
44.25 |
1.0% |
71% |
False |
True |
98,553 |
10 |
4,657.75 |
4,594.00 |
63.75 |
1.4% |
35.75 |
0.8% |
73% |
False |
False |
53,866 |
20 |
4,657.75 |
4,402.00 |
255.75 |
5.5% |
41.50 |
0.9% |
93% |
False |
False |
29,465 |
40 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
50.50 |
1.1% |
96% |
False |
False |
16,865 |
60 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
53.75 |
1.2% |
96% |
False |
False |
12,116 |
80 |
4,657.75 |
4,167.50 |
490.25 |
10.6% |
52.00 |
1.1% |
96% |
False |
False |
9,177 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
50.50 |
1.1% |
83% |
False |
False |
7,359 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
47.00 |
1.0% |
83% |
False |
False |
6,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,849.75 |
2.618 |
4,771.75 |
1.618 |
4,724.00 |
1.000 |
4,694.50 |
0.618 |
4,676.25 |
HIGH |
4,646.75 |
0.618 |
4,628.50 |
0.500 |
4,623.00 |
0.382 |
4,617.25 |
LOW |
4,599.00 |
0.618 |
4,569.50 |
1.000 |
4,551.25 |
1.618 |
4,521.75 |
2.618 |
4,474.00 |
4.250 |
4,396.00 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,634.50 |
4,635.00 |
PP |
4,628.75 |
4,629.50 |
S1 |
4,623.00 |
4,624.00 |
|