| 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 |
16,612.0 |
16,619.0 |
7.0 |
0.0% |
16,201.0 |
| High |
16,653.0 |
16,752.0 |
99.0 |
0.6% |
16,636.0 |
| Low |
16,588.0 |
16,593.0 |
5.0 |
0.0% |
16,133.0 |
| Close |
16,612.0 |
16,734.0 |
122.0 |
0.7% |
16,586.0 |
| Range |
65.0 |
159.0 |
94.0 |
144.6% |
503.0 |
| ATR |
122.0 |
124.6 |
2.6 |
2.2% |
0.0 |
| Volume |
753 |
2,290 |
1,537 |
204.1% |
1,026 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,170.0 |
17,111.0 |
16,821.5 |
|
| R3 |
17,011.0 |
16,952.0 |
16,777.7 |
|
| R2 |
16,852.0 |
16,852.0 |
16,763.2 |
|
| R1 |
16,793.0 |
16,793.0 |
16,748.6 |
16,822.5 |
| PP |
16,693.0 |
16,693.0 |
16,693.0 |
16,707.8 |
| S1 |
16,634.0 |
16,634.0 |
16,719.4 |
16,663.5 |
| S2 |
16,534.0 |
16,534.0 |
16,704.9 |
|
| S3 |
16,375.0 |
16,475.0 |
16,690.3 |
|
| S4 |
16,216.0 |
16,316.0 |
16,646.6 |
|
|
| 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 |
16,752.0 |
16,205.0 |
547.0 |
3.3% |
133.0 |
0.8% |
97% |
True |
False |
799 |
| 10 |
16,752.0 |
16,124.0 |
628.0 |
3.8% |
93.0 |
0.6% |
97% |
True |
False |
425 |
| 20 |
16,752.0 |
15,325.0 |
1,427.0 |
8.5% |
103.0 |
0.6% |
99% |
True |
False |
228 |
| 40 |
16,752.0 |
14,836.0 |
1,916.0 |
11.4% |
104.5 |
0.6% |
99% |
True |
False |
130 |
| 60 |
16,752.0 |
14,836.0 |
1,916.0 |
11.4% |
100.0 |
0.6% |
99% |
True |
False |
93 |
| 80 |
16,752.0 |
14,836.0 |
1,916.0 |
11.4% |
86.2 |
0.5% |
99% |
True |
False |
70 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.3% |
69.0 |
0.4% |
93% |
False |
False |
56 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.3% |
57.5 |
0.3% |
93% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,427.8 |
|
2.618 |
17,168.3 |
|
1.618 |
17,009.3 |
|
1.000 |
16,911.0 |
|
0.618 |
16,850.3 |
|
HIGH |
16,752.0 |
|
0.618 |
16,691.3 |
|
0.500 |
16,672.5 |
|
0.382 |
16,653.7 |
|
LOW |
16,593.0 |
|
0.618 |
16,494.7 |
|
1.000 |
16,434.0 |
|
1.618 |
16,335.7 |
|
2.618 |
16,176.7 |
|
4.250 |
15,917.3 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,713.5 |
16,693.3 |
| PP |
16,693.0 |
16,652.7 |
| S1 |
16,672.5 |
16,612.0 |
|