| 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 |
16,201.25 |
16,421.00 |
219.75 |
1.4% |
16,395.50 |
| High |
16,359.25 |
16,451.75 |
92.50 |
0.6% |
16,613.00 |
| Low |
16,171.25 |
16,214.00 |
42.75 |
0.3% |
16,267.00 |
| Close |
16,312.25 |
16,219.00 |
-93.25 |
-0.6% |
16,427.00 |
| Range |
188.00 |
237.75 |
49.75 |
26.5% |
346.00 |
| ATR |
203.77 |
206.20 |
2.43 |
1.2% |
0.00 |
| Volume |
19 |
39 |
20 |
105.3% |
269 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,008.25 |
16,851.25 |
16,349.75 |
|
| R3 |
16,770.50 |
16,613.50 |
16,284.50 |
|
| R2 |
16,532.75 |
16,532.75 |
16,262.50 |
|
| R1 |
16,375.75 |
16,375.75 |
16,240.75 |
16,335.50 |
| PP |
16,295.00 |
16,295.00 |
16,295.00 |
16,274.75 |
| S1 |
16,138.00 |
16,138.00 |
16,197.25 |
16,097.50 |
| S2 |
16,057.25 |
16,057.25 |
16,175.50 |
|
| S3 |
15,819.50 |
15,900.25 |
16,153.50 |
|
| S4 |
15,581.75 |
15,662.50 |
16,088.25 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,473.75 |
17,296.25 |
16,617.25 |
|
| R3 |
17,127.75 |
16,950.25 |
16,522.25 |
|
| R2 |
16,781.75 |
16,781.75 |
16,490.50 |
|
| R1 |
16,604.25 |
16,604.25 |
16,458.75 |
16,693.00 |
| PP |
16,435.75 |
16,435.75 |
16,435.75 |
16,480.00 |
| S1 |
16,258.25 |
16,258.25 |
16,395.25 |
16,347.00 |
| S2 |
16,089.75 |
16,089.75 |
16,363.50 |
|
| S3 |
15,743.75 |
15,912.25 |
16,331.75 |
|
| S4 |
15,397.75 |
15,566.25 |
16,236.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,488.50 |
16,124.25 |
364.25 |
2.2% |
219.25 |
1.4% |
26% |
False |
False |
46 |
| 10 |
16,613.00 |
16,124.25 |
488.75 |
3.0% |
184.50 |
1.1% |
19% |
False |
False |
45 |
| 20 |
16,613.00 |
15,608.75 |
1,004.25 |
6.2% |
191.00 |
1.2% |
61% |
False |
False |
34 |
| 40 |
16,613.00 |
14,513.75 |
2,099.25 |
12.9% |
211.00 |
1.3% |
81% |
False |
False |
23 |
| 60 |
16,613.00 |
14,513.75 |
2,099.25 |
12.9% |
202.00 |
1.2% |
81% |
False |
False |
17 |
| 80 |
16,613.00 |
14,513.75 |
2,099.25 |
12.9% |
158.50 |
1.0% |
81% |
False |
False |
13 |
| 100 |
16,613.00 |
14,513.75 |
2,099.25 |
12.9% |
133.50 |
0.8% |
81% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,462.25 |
|
2.618 |
17,074.25 |
|
1.618 |
16,836.50 |
|
1.000 |
16,689.50 |
|
0.618 |
16,598.75 |
|
HIGH |
16,451.75 |
|
0.618 |
16,361.00 |
|
0.500 |
16,333.00 |
|
0.382 |
16,304.75 |
|
LOW |
16,214.00 |
|
0.618 |
16,067.00 |
|
1.000 |
15,976.25 |
|
1.618 |
15,829.25 |
|
2.618 |
15,591.50 |
|
4.250 |
15,203.50 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,333.00 |
16,288.00 |
| PP |
16,295.00 |
16,265.00 |
| S1 |
16,257.00 |
16,242.00 |
|