| 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 |
16,158.50 |
16,220.25 |
61.75 |
0.4% |
16,200.00 |
| High |
16,251.50 |
16,220.25 |
-31.25 |
-0.2% |
16,410.25 |
| Low |
16,066.25 |
15,920.25 |
-146.00 |
-0.9% |
16,057.00 |
| Close |
16,225.25 |
16,069.50 |
-155.75 |
-1.0% |
16,225.25 |
| Range |
185.25 |
300.00 |
114.75 |
61.9% |
353.25 |
| ATR |
212.64 |
219.24 |
6.60 |
3.1% |
0.00 |
| Volume |
4,395 |
15,238 |
10,843 |
246.7% |
14,616 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,970.00 |
16,819.75 |
16,234.50 |
|
| R3 |
16,670.00 |
16,519.75 |
16,152.00 |
|
| R2 |
16,370.00 |
16,370.00 |
16,124.50 |
|
| R1 |
16,219.75 |
16,219.75 |
16,097.00 |
16,145.00 |
| PP |
16,070.00 |
16,070.00 |
16,070.00 |
16,032.50 |
| S1 |
15,919.75 |
15,919.75 |
16,042.00 |
15,845.00 |
| S2 |
15,770.00 |
15,770.00 |
16,014.50 |
|
| S3 |
15,470.00 |
15,619.75 |
15,987.00 |
|
| S4 |
15,170.00 |
15,319.75 |
15,904.50 |
|
|
| 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 |
15,920.25 |
490.00 |
3.0% |
209.50 |
1.3% |
30% |
False |
True |
5,726 |
| 10 |
16,410.25 |
15,920.25 |
490.00 |
3.0% |
201.50 |
1.3% |
30% |
False |
True |
3,477 |
| 20 |
16,410.25 |
15,329.75 |
1,080.50 |
6.7% |
202.75 |
1.3% |
68% |
False |
False |
2,288 |
| 40 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
232.25 |
1.4% |
84% |
False |
False |
1,703 |
| 60 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
240.75 |
1.5% |
84% |
False |
False |
1,410 |
| 80 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
241.25 |
1.5% |
84% |
False |
False |
1,087 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.2% |
230.25 |
1.4% |
83% |
False |
False |
874 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.2% |
206.75 |
1.3% |
83% |
False |
False |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,495.25 |
|
2.618 |
17,005.75 |
|
1.618 |
16,705.75 |
|
1.000 |
16,520.25 |
|
0.618 |
16,405.75 |
|
HIGH |
16,220.25 |
|
0.618 |
16,105.75 |
|
0.500 |
16,070.25 |
|
0.382 |
16,034.75 |
|
LOW |
15,920.25 |
|
0.618 |
15,734.75 |
|
1.000 |
15,620.25 |
|
1.618 |
15,434.75 |
|
2.618 |
15,134.75 |
|
4.250 |
14,645.25 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,070.25 |
16,110.50 |
| PP |
16,070.00 |
16,097.00 |
| S1 |
16,069.75 |
16,083.25 |
|