| 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 |
16,619.0 |
16,758.0 |
139.0 |
0.8% |
16,201.0 |
| High |
16,752.0 |
16,930.0 |
178.0 |
1.1% |
16,636.0 |
| Low |
16,593.0 |
16,735.0 |
142.0 |
0.9% |
16,133.0 |
| Close |
16,734.0 |
16,882.0 |
148.0 |
0.9% |
16,586.0 |
| Range |
159.0 |
195.0 |
36.0 |
22.6% |
503.0 |
| ATR |
124.6 |
129.7 |
5.1 |
4.1% |
0.0 |
| Volume |
2,290 |
3,114 |
824 |
36.0% |
1,026 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,434.0 |
17,353.0 |
16,989.3 |
|
| R3 |
17,239.0 |
17,158.0 |
16,935.6 |
|
| R2 |
17,044.0 |
17,044.0 |
16,917.8 |
|
| R1 |
16,963.0 |
16,963.0 |
16,899.9 |
17,003.5 |
| PP |
16,849.0 |
16,849.0 |
16,849.0 |
16,869.3 |
| S1 |
16,768.0 |
16,768.0 |
16,864.1 |
16,808.5 |
| S2 |
16,654.0 |
16,654.0 |
16,846.3 |
|
| S3 |
16,459.0 |
16,573.0 |
16,828.4 |
|
| S4 |
16,264.0 |
16,378.0 |
16,774.8 |
|
|
| 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 |
16,930.0 |
16,373.0 |
557.0 |
3.3% |
132.0 |
0.8% |
91% |
True |
False |
1,383 |
| 10 |
16,930.0 |
16,133.0 |
797.0 |
4.7% |
109.4 |
0.6% |
94% |
True |
False |
734 |
| 20 |
16,930.0 |
15,330.0 |
1,600.0 |
9.5% |
109.0 |
0.6% |
97% |
True |
False |
383 |
| 40 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
107.2 |
0.6% |
98% |
True |
False |
206 |
| 60 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
103.3 |
0.6% |
98% |
True |
False |
145 |
| 80 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
84.1 |
0.5% |
98% |
True |
False |
109 |
| 100 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
70.9 |
0.4% |
98% |
True |
False |
87 |
| 120 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
59.1 |
0.4% |
98% |
True |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,758.8 |
|
2.618 |
17,440.5 |
|
1.618 |
17,245.5 |
|
1.000 |
17,125.0 |
|
0.618 |
17,050.5 |
|
HIGH |
16,930.0 |
|
0.618 |
16,855.5 |
|
0.500 |
16,832.5 |
|
0.382 |
16,809.5 |
|
LOW |
16,735.0 |
|
0.618 |
16,614.5 |
|
1.000 |
16,540.0 |
|
1.618 |
16,419.5 |
|
2.618 |
16,224.5 |
|
4.250 |
15,906.3 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,865.5 |
16,841.0 |
| PP |
16,849.0 |
16,800.0 |
| S1 |
16,832.5 |
16,759.0 |
|