| 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 |
16,478.0 |
16,612.0 |
134.0 |
0.8% |
16,201.0 |
| High |
16,636.0 |
16,653.0 |
17.0 |
0.1% |
16,636.0 |
| Low |
16,472.0 |
16,588.0 |
116.0 |
0.7% |
16,133.0 |
| Close |
16,586.0 |
16,612.0 |
26.0 |
0.2% |
16,586.0 |
| Range |
164.0 |
65.0 |
-99.0 |
-60.4% |
503.0 |
| ATR |
126.2 |
122.0 |
-4.2 |
-3.4% |
0.0 |
| Volume |
505 |
753 |
248 |
49.1% |
1,026 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,812.7 |
16,777.3 |
16,647.8 |
|
| R3 |
16,747.7 |
16,712.3 |
16,629.9 |
|
| R2 |
16,682.7 |
16,682.7 |
16,623.9 |
|
| R1 |
16,647.3 |
16,647.3 |
16,618.0 |
16,644.5 |
| PP |
16,617.7 |
16,617.7 |
16,617.7 |
16,616.3 |
| S1 |
16,582.3 |
16,582.3 |
16,606.0 |
16,579.5 |
| S2 |
16,552.7 |
16,552.7 |
16,600.1 |
|
| S3 |
16,487.7 |
16,517.3 |
16,594.1 |
|
| S4 |
16,422.7 |
16,452.3 |
16,576.3 |
|
|
| 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 |
16,653.0 |
16,133.0 |
520.0 |
3.1% |
114.8 |
0.7% |
92% |
True |
False |
347 |
| 10 |
16,653.0 |
16,117.0 |
536.0 |
3.2% |
78.3 |
0.5% |
92% |
True |
False |
197 |
| 20 |
16,653.0 |
15,325.0 |
1,328.0 |
8.0% |
96.2 |
0.6% |
97% |
True |
False |
113 |
| 40 |
16,653.0 |
14,836.0 |
1,817.0 |
10.9% |
101.5 |
0.6% |
98% |
True |
False |
73 |
| 60 |
16,653.0 |
14,836.0 |
1,817.0 |
10.9% |
97.4 |
0.6% |
98% |
True |
False |
55 |
| 80 |
16,653.0 |
14,836.0 |
1,817.0 |
10.9% |
84.2 |
0.5% |
98% |
True |
False |
41 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.3% |
67.4 |
0.4% |
87% |
False |
False |
33 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.3% |
56.2 |
0.3% |
87% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,929.3 |
|
2.618 |
16,823.2 |
|
1.618 |
16,758.2 |
|
1.000 |
16,718.0 |
|
0.618 |
16,693.2 |
|
HIGH |
16,653.0 |
|
0.618 |
16,628.2 |
|
0.500 |
16,620.5 |
|
0.382 |
16,612.8 |
|
LOW |
16,588.0 |
|
0.618 |
16,547.8 |
|
1.000 |
16,523.0 |
|
1.618 |
16,482.8 |
|
2.618 |
16,417.8 |
|
4.250 |
16,311.8 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,620.5 |
16,579.0 |
| PP |
16,617.7 |
16,546.0 |
| S1 |
16,614.8 |
16,513.0 |
|