| 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 |
16,376.0 |
16,478.0 |
102.0 |
0.6% |
16,201.0 |
| High |
16,450.0 |
16,636.0 |
186.0 |
1.1% |
16,636.0 |
| Low |
16,373.0 |
16,472.0 |
99.0 |
0.6% |
16,133.0 |
| Close |
16,430.0 |
16,586.0 |
156.0 |
0.9% |
16,586.0 |
| Range |
77.0 |
164.0 |
87.0 |
113.0% |
503.0 |
| ATR |
120.1 |
126.2 |
6.1 |
5.1% |
0.0 |
| Volume |
255 |
505 |
250 |
98.0% |
1,026 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,056.7 |
16,985.3 |
16,676.2 |
|
| R3 |
16,892.7 |
16,821.3 |
16,631.1 |
|
| R2 |
16,728.7 |
16,728.7 |
16,616.1 |
|
| R1 |
16,657.3 |
16,657.3 |
16,601.0 |
16,693.0 |
| PP |
16,564.7 |
16,564.7 |
16,564.7 |
16,582.5 |
| S1 |
16,493.3 |
16,493.3 |
16,571.0 |
16,529.0 |
| S2 |
16,400.7 |
16,400.7 |
16,555.9 |
|
| S3 |
16,236.7 |
16,329.3 |
16,540.9 |
|
| S4 |
16,072.7 |
16,165.3 |
16,495.8 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,960.7 |
17,776.3 |
16,862.7 |
|
| R3 |
17,457.7 |
17,273.3 |
16,724.3 |
|
| R2 |
16,954.7 |
16,954.7 |
16,678.2 |
|
| R1 |
16,770.3 |
16,770.3 |
16,632.1 |
16,862.5 |
| PP |
16,451.7 |
16,451.7 |
16,451.7 |
16,497.8 |
| S1 |
16,267.3 |
16,267.3 |
16,539.9 |
16,359.5 |
| S2 |
15,948.7 |
15,948.7 |
16,493.8 |
|
| S3 |
15,445.7 |
15,764.3 |
16,447.7 |
|
| S4 |
14,942.7 |
15,261.3 |
16,309.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,636.0 |
16,133.0 |
503.0 |
3.0% |
114.0 |
0.7% |
90% |
True |
False |
205 |
| 10 |
16,636.0 |
16,037.0 |
599.0 |
3.6% |
83.6 |
0.5% |
92% |
True |
False |
126 |
| 20 |
16,636.0 |
15,325.0 |
1,311.0 |
7.9% |
95.9 |
0.6% |
96% |
True |
False |
77 |
| 40 |
16,636.0 |
14,836.0 |
1,800.0 |
10.9% |
102.6 |
0.6% |
97% |
True |
False |
54 |
| 60 |
16,636.0 |
14,836.0 |
1,800.0 |
10.9% |
98.3 |
0.6% |
97% |
True |
False |
42 |
| 80 |
16,636.0 |
14,836.0 |
1,800.0 |
10.9% |
83.4 |
0.5% |
97% |
True |
False |
32 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.4% |
66.7 |
0.4% |
85% |
False |
False |
25 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.4% |
55.6 |
0.3% |
85% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,333.0 |
|
2.618 |
17,065.4 |
|
1.618 |
16,901.4 |
|
1.000 |
16,800.0 |
|
0.618 |
16,737.4 |
|
HIGH |
16,636.0 |
|
0.618 |
16,573.4 |
|
0.500 |
16,554.0 |
|
0.382 |
16,534.6 |
|
LOW |
16,472.0 |
|
0.618 |
16,370.6 |
|
1.000 |
16,308.0 |
|
1.618 |
16,206.6 |
|
2.618 |
16,042.6 |
|
4.250 |
15,775.0 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,575.3 |
16,530.8 |
| PP |
16,564.7 |
16,475.7 |
| S1 |
16,554.0 |
16,420.5 |
|