| 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 |
16,098.75 |
16,007.00 |
-91.75 |
-0.6% |
16,200.00 |
| High |
16,241.25 |
16,271.75 |
30.50 |
0.2% |
16,410.25 |
| Low |
16,004.50 |
15,994.00 |
-10.50 |
-0.1% |
16,057.00 |
| Close |
16,017.25 |
16,244.75 |
227.50 |
1.4% |
16,225.25 |
| Range |
236.75 |
277.75 |
41.00 |
17.3% |
353.25 |
| ATR |
219.31 |
223.49 |
4.17 |
1.9% |
0.00 |
| Volume |
11,850 |
32,856 |
21,006 |
177.3% |
14,616 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,003.50 |
16,901.75 |
16,397.50 |
|
| R3 |
16,725.75 |
16,624.00 |
16,321.25 |
|
| R2 |
16,448.00 |
16,448.00 |
16,295.75 |
|
| R1 |
16,346.25 |
16,346.25 |
16,270.25 |
16,397.00 |
| PP |
16,170.25 |
16,170.25 |
16,170.25 |
16,195.50 |
| S1 |
16,068.50 |
16,068.50 |
16,219.25 |
16,119.50 |
| S2 |
15,892.50 |
15,892.50 |
16,193.75 |
|
| S3 |
15,614.75 |
15,790.75 |
16,168.25 |
|
| S4 |
15,337.00 |
15,513.00 |
16,092.00 |
|
|
| 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 |
16,271.75 |
15,920.25 |
351.50 |
2.2% |
240.25 |
1.5% |
92% |
True |
False |
16,545 |
| 10 |
16,410.25 |
15,920.25 |
490.00 |
3.0% |
201.25 |
1.2% |
66% |
False |
False |
9,345 |
| 20 |
16,410.25 |
15,401.25 |
1,009.00 |
6.2% |
214.50 |
1.3% |
84% |
False |
False |
5,291 |
| 40 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
234.25 |
1.4% |
92% |
False |
False |
3,225 |
| 60 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
243.25 |
1.5% |
92% |
False |
False |
2,453 |
| 80 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
241.25 |
1.5% |
92% |
False |
False |
1,871 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
231.25 |
1.4% |
91% |
False |
False |
1,505 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
209.00 |
1.3% |
91% |
False |
False |
1,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,452.25 |
|
2.618 |
16,999.00 |
|
1.618 |
16,721.25 |
|
1.000 |
16,549.50 |
|
0.618 |
16,443.50 |
|
HIGH |
16,271.75 |
|
0.618 |
16,165.75 |
|
0.500 |
16,133.00 |
|
0.382 |
16,100.00 |
|
LOW |
15,994.00 |
|
0.618 |
15,822.25 |
|
1.000 |
15,716.25 |
|
1.618 |
15,544.50 |
|
2.618 |
15,266.75 |
|
4.250 |
14,813.50 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,207.50 |
16,202.00 |
| PP |
16,170.25 |
16,159.25 |
| S1 |
16,133.00 |
16,116.50 |
|