| 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 |
16,054.25 |
16,098.75 |
44.50 |
0.3% |
16,200.00 |
| High |
16,162.50 |
16,241.25 |
78.75 |
0.5% |
16,410.25 |
| Low |
15,961.00 |
16,004.50 |
43.50 |
0.3% |
16,057.00 |
| Close |
16,110.25 |
16,017.25 |
-93.00 |
-0.6% |
16,225.25 |
| Range |
201.50 |
236.75 |
35.25 |
17.5% |
353.25 |
| ATR |
217.97 |
219.31 |
1.34 |
0.6% |
0.00 |
| Volume |
18,389 |
11,850 |
-6,539 |
-35.6% |
14,616 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,798.00 |
16,644.25 |
16,147.50 |
|
| R3 |
16,561.25 |
16,407.50 |
16,082.25 |
|
| R2 |
16,324.50 |
16,324.50 |
16,060.75 |
|
| R1 |
16,170.75 |
16,170.75 |
16,039.00 |
16,129.25 |
| PP |
16,087.75 |
16,087.75 |
16,087.75 |
16,067.00 |
| S1 |
15,934.00 |
15,934.00 |
15,995.50 |
15,892.50 |
| S2 |
15,851.00 |
15,851.00 |
15,973.75 |
|
| S3 |
15,614.25 |
15,697.25 |
15,952.25 |
|
| S4 |
15,377.50 |
15,460.50 |
15,887.00 |
|
|
| 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 |
16,301.00 |
15,920.25 |
380.75 |
2.4% |
233.50 |
1.5% |
25% |
False |
False |
10,532 |
| 10 |
16,410.25 |
15,920.25 |
490.00 |
3.1% |
196.50 |
1.2% |
20% |
False |
False |
6,237 |
| 20 |
16,410.25 |
15,401.25 |
1,009.00 |
6.3% |
207.00 |
1.3% |
61% |
False |
False |
3,684 |
| 40 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
231.25 |
1.4% |
81% |
False |
False |
2,420 |
| 60 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
241.75 |
1.5% |
81% |
False |
False |
1,911 |
| 80 |
16,410.25 |
14,322.75 |
2,087.50 |
13.0% |
240.75 |
1.5% |
81% |
False |
False |
1,464 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.2% |
231.25 |
1.4% |
80% |
False |
False |
1,177 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.2% |
207.50 |
1.3% |
80% |
False |
False |
981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,247.50 |
|
2.618 |
16,861.00 |
|
1.618 |
16,624.25 |
|
1.000 |
16,478.00 |
|
0.618 |
16,387.50 |
|
HIGH |
16,241.25 |
|
0.618 |
16,150.75 |
|
0.500 |
16,123.00 |
|
0.382 |
16,095.00 |
|
LOW |
16,004.50 |
|
0.618 |
15,858.25 |
|
1.000 |
15,767.75 |
|
1.618 |
15,621.50 |
|
2.618 |
15,384.75 |
|
4.250 |
14,998.25 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,123.00 |
16,080.75 |
| PP |
16,087.75 |
16,059.50 |
| S1 |
16,052.50 |
16,038.50 |
|