| 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 |
16,220.25 |
16,054.25 |
-166.00 |
-1.0% |
16,200.00 |
| High |
16,220.25 |
16,162.50 |
-57.75 |
-0.4% |
16,410.25 |
| Low |
15,920.25 |
15,961.00 |
40.75 |
0.3% |
16,057.00 |
| Close |
16,069.50 |
16,110.25 |
40.75 |
0.3% |
16,225.25 |
| Range |
300.00 |
201.50 |
-98.50 |
-32.8% |
353.25 |
| ATR |
219.24 |
217.97 |
-1.27 |
-0.6% |
0.00 |
| Volume |
15,238 |
18,389 |
3,151 |
20.7% |
14,616 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,682.50 |
16,597.75 |
16,221.00 |
|
| R3 |
16,481.00 |
16,396.25 |
16,165.75 |
|
| R2 |
16,279.50 |
16,279.50 |
16,147.25 |
|
| R1 |
16,194.75 |
16,194.75 |
16,128.75 |
16,237.00 |
| PP |
16,078.00 |
16,078.00 |
16,078.00 |
16,099.00 |
| S1 |
15,993.25 |
15,993.25 |
16,091.75 |
16,035.50 |
| S2 |
15,876.50 |
15,876.50 |
16,073.25 |
|
| S3 |
15,675.00 |
15,791.75 |
16,054.75 |
|
| S4 |
15,473.50 |
15,590.25 |
15,999.50 |
|
|
| 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% |
225.00 |
1.4% |
39% |
False |
False |
8,832 |
| 10 |
16,410.25 |
15,920.25 |
490.00 |
3.0% |
193.50 |
1.2% |
39% |
False |
False |
5,188 |
| 20 |
16,410.25 |
15,368.00 |
1,042.25 |
6.5% |
207.00 |
1.3% |
71% |
False |
False |
3,159 |
| 40 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
230.75 |
1.4% |
86% |
False |
False |
2,143 |
| 60 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
240.75 |
1.5% |
86% |
False |
False |
1,715 |
| 80 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
241.00 |
1.5% |
86% |
False |
False |
1,316 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
230.75 |
1.4% |
85% |
False |
False |
1,058 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
207.25 |
1.3% |
85% |
False |
False |
882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,019.00 |
|
2.618 |
16,690.00 |
|
1.618 |
16,488.50 |
|
1.000 |
16,364.00 |
|
0.618 |
16,287.00 |
|
HIGH |
16,162.50 |
|
0.618 |
16,085.50 |
|
0.500 |
16,061.75 |
|
0.382 |
16,038.00 |
|
LOW |
15,961.00 |
|
0.618 |
15,836.50 |
|
1.000 |
15,759.50 |
|
1.618 |
15,635.00 |
|
2.618 |
15,433.50 |
|
4.250 |
15,104.50 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,094.00 |
16,102.00 |
| PP |
16,078.00 |
16,094.00 |
| S1 |
16,061.75 |
16,086.00 |
|