| 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 |
16,758.0 |
16,829.0 |
71.0 |
0.4% |
16,201.0 |
| High |
16,930.0 |
16,864.0 |
-66.0 |
-0.4% |
16,636.0 |
| Low |
16,735.0 |
16,790.0 |
55.0 |
0.3% |
16,133.0 |
| Close |
16,882.0 |
16,838.0 |
-44.0 |
-0.3% |
16,586.0 |
| Range |
195.0 |
74.0 |
-121.0 |
-62.1% |
503.0 |
| ATR |
129.7 |
127.0 |
-2.7 |
-2.1% |
0.0 |
| Volume |
3,114 |
2,382 |
-732 |
-23.5% |
1,026 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,052.7 |
17,019.3 |
16,878.7 |
|
| R3 |
16,978.7 |
16,945.3 |
16,858.4 |
|
| R2 |
16,904.7 |
16,904.7 |
16,851.6 |
|
| R1 |
16,871.3 |
16,871.3 |
16,844.8 |
16,888.0 |
| PP |
16,830.7 |
16,830.7 |
16,830.7 |
16,839.0 |
| S1 |
16,797.3 |
16,797.3 |
16,831.2 |
16,814.0 |
| S2 |
16,756.7 |
16,756.7 |
16,824.4 |
|
| S3 |
16,682.7 |
16,723.3 |
16,817.7 |
|
| S4 |
16,608.7 |
16,649.3 |
16,797.3 |
|
|
| 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 |
16,930.0 |
16,472.0 |
458.0 |
2.7% |
131.4 |
0.8% |
80% |
False |
False |
1,808 |
| 10 |
16,930.0 |
16,133.0 |
797.0 |
4.7% |
111.7 |
0.7% |
88% |
False |
False |
964 |
| 20 |
16,930.0 |
15,389.0 |
1,541.0 |
9.2% |
104.2 |
0.6% |
94% |
False |
False |
500 |
| 40 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
108.7 |
0.6% |
96% |
False |
False |
265 |
| 60 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
104.1 |
0.6% |
96% |
False |
False |
184 |
| 80 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
85.0 |
0.5% |
96% |
False |
False |
138 |
| 100 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
71.7 |
0.4% |
96% |
False |
False |
111 |
| 120 |
16,930.0 |
14,836.0 |
2,094.0 |
12.4% |
59.7 |
0.4% |
96% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,178.5 |
|
2.618 |
17,057.7 |
|
1.618 |
16,983.7 |
|
1.000 |
16,938.0 |
|
0.618 |
16,909.7 |
|
HIGH |
16,864.0 |
|
0.618 |
16,835.7 |
|
0.500 |
16,827.0 |
|
0.382 |
16,818.3 |
|
LOW |
16,790.0 |
|
0.618 |
16,744.3 |
|
1.000 |
16,716.0 |
|
1.618 |
16,670.3 |
|
2.618 |
16,596.3 |
|
4.250 |
16,475.5 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,834.3 |
16,812.5 |
| PP |
16,830.7 |
16,787.0 |
| S1 |
16,827.0 |
16,761.5 |
|