| 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 |
16,243.50 |
16,158.50 |
-85.00 |
-0.5% |
16,200.00 |
| High |
16,301.00 |
16,251.50 |
-49.50 |
-0.3% |
16,410.25 |
| Low |
16,057.00 |
16,066.25 |
9.25 |
0.1% |
16,057.00 |
| Close |
16,187.25 |
16,225.25 |
38.00 |
0.2% |
16,225.25 |
| Range |
244.00 |
185.25 |
-58.75 |
-24.1% |
353.25 |
| ATR |
214.75 |
212.64 |
-2.11 |
-1.0% |
0.00 |
| Volume |
2,790 |
4,395 |
1,605 |
57.5% |
14,616 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,736.75 |
16,666.25 |
16,327.25 |
|
| R3 |
16,551.50 |
16,481.00 |
16,276.25 |
|
| R2 |
16,366.25 |
16,366.25 |
16,259.25 |
|
| R1 |
16,295.75 |
16,295.75 |
16,242.25 |
16,331.00 |
| PP |
16,181.00 |
16,181.00 |
16,181.00 |
16,198.50 |
| S1 |
16,110.50 |
16,110.50 |
16,208.25 |
16,145.75 |
| S2 |
15,995.75 |
15,995.75 |
16,191.25 |
|
| S3 |
15,810.50 |
15,925.25 |
16,174.25 |
|
| S4 |
15,625.25 |
15,740.00 |
16,123.25 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,290.50 |
17,111.25 |
16,419.50 |
|
| R3 |
16,937.25 |
16,758.00 |
16,322.50 |
|
| R2 |
16,584.00 |
16,584.00 |
16,290.00 |
|
| R1 |
16,404.75 |
16,404.75 |
16,257.75 |
16,494.50 |
| PP |
16,230.75 |
16,230.75 |
16,230.75 |
16,275.75 |
| S1 |
16,051.50 |
16,051.50 |
16,192.75 |
16,141.00 |
| S2 |
15,877.50 |
15,877.50 |
16,160.50 |
|
| S3 |
15,524.25 |
15,698.25 |
16,128.00 |
|
| S4 |
15,171.00 |
15,345.00 |
16,031.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,410.25 |
16,057.00 |
353.25 |
2.2% |
179.00 |
1.1% |
48% |
False |
False |
2,923 |
| 10 |
16,410.25 |
16,024.75 |
385.50 |
2.4% |
182.75 |
1.1% |
52% |
False |
False |
2,020 |
| 20 |
16,410.25 |
15,118.50 |
1,291.75 |
8.0% |
202.50 |
1.2% |
86% |
False |
False |
1,607 |
| 40 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
237.00 |
1.5% |
91% |
False |
False |
1,359 |
| 60 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
238.25 |
1.5% |
91% |
False |
False |
1,157 |
| 80 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
241.25 |
1.5% |
91% |
False |
False |
897 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
228.75 |
1.4% |
90% |
False |
False |
722 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
204.25 |
1.3% |
90% |
False |
False |
602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,038.75 |
|
2.618 |
16,736.50 |
|
1.618 |
16,551.25 |
|
1.000 |
16,436.75 |
|
0.618 |
16,366.00 |
|
HIGH |
16,251.50 |
|
0.618 |
16,180.75 |
|
0.500 |
16,159.00 |
|
0.382 |
16,137.00 |
|
LOW |
16,066.25 |
|
0.618 |
15,951.75 |
|
1.000 |
15,881.00 |
|
1.618 |
15,766.50 |
|
2.618 |
15,581.25 |
|
4.250 |
15,279.00 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,203.00 |
16,233.50 |
| PP |
16,181.00 |
16,230.75 |
| S1 |
16,159.00 |
16,228.00 |
|