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 |
7,544.5 |
7,535.0 |
-9.5 |
-0.1% |
7,493.5 |
High |
7,555.0 |
7,535.0 |
-20.0 |
-0.3% |
7,579.0 |
Low |
7,512.0 |
7,496.0 |
-16.0 |
-0.2% |
7,441.0 |
Close |
7,544.5 |
7,525.0 |
-19.5 |
-0.3% |
7,568.0 |
Range |
43.0 |
39.0 |
-4.0 |
-9.3% |
138.0 |
ATR |
52.7 |
52.4 |
-0.3 |
-0.6% |
0.0 |
Volume |
272 |
4,375 |
4,103 |
1,508.5% |
105,924 |
|
Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,635.5 |
7,619.5 |
7,546.5 |
|
R3 |
7,596.5 |
7,580.5 |
7,535.5 |
|
R2 |
7,557.5 |
7,557.5 |
7,532.0 |
|
R1 |
7,541.5 |
7,541.5 |
7,528.5 |
7,530.0 |
PP |
7,518.5 |
7,518.5 |
7,518.5 |
7,513.0 |
S1 |
7,502.5 |
7,502.5 |
7,521.5 |
7,491.0 |
S2 |
7,479.5 |
7,479.5 |
7,518.0 |
|
S3 |
7,440.5 |
7,463.5 |
7,514.5 |
|
S4 |
7,401.5 |
7,424.5 |
7,503.5 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,943.5 |
7,893.5 |
7,644.0 |
|
R3 |
7,805.5 |
7,755.5 |
7,606.0 |
|
R2 |
7,667.5 |
7,667.5 |
7,593.5 |
|
R1 |
7,617.5 |
7,617.5 |
7,580.5 |
7,642.5 |
PP |
7,529.5 |
7,529.5 |
7,529.5 |
7,542.0 |
S1 |
7,479.5 |
7,479.5 |
7,555.5 |
7,504.5 |
S2 |
7,391.5 |
7,391.5 |
7,542.5 |
|
S3 |
7,253.5 |
7,341.5 |
7,530.0 |
|
S4 |
7,115.5 |
7,203.5 |
7,492.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,579.0 |
7,455.0 |
124.0 |
1.6% |
54.5 |
0.7% |
56% |
False |
False |
21,980 |
10 |
7,579.0 |
7,441.0 |
138.0 |
1.8% |
40.0 |
0.5% |
61% |
False |
False |
11,058 |
20 |
7,579.0 |
7,355.0 |
224.0 |
3.0% |
36.5 |
0.5% |
76% |
False |
False |
5,628 |
40 |
7,759.0 |
7,319.0 |
440.0 |
5.8% |
33.5 |
0.4% |
47% |
False |
False |
2,818 |
60 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
26.5 |
0.4% |
40% |
False |
False |
1,980 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
20.0 |
0.3% |
40% |
False |
False |
1,485 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
16.0 |
0.2% |
40% |
False |
False |
1,190 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
14.5 |
0.2% |
40% |
False |
False |
992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,701.0 |
2.618 |
7,637.0 |
1.618 |
7,598.0 |
1.000 |
7,574.0 |
0.618 |
7,559.0 |
HIGH |
7,535.0 |
0.618 |
7,520.0 |
0.500 |
7,515.5 |
0.382 |
7,511.0 |
LOW |
7,496.0 |
0.618 |
7,472.0 |
1.000 |
7,457.0 |
1.618 |
7,433.0 |
2.618 |
7,394.0 |
4.250 |
7,330.0 |
|
|
Fisher Pivots for day following 05-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
7,522.0 |
7,537.5 |
PP |
7,518.5 |
7,533.5 |
S1 |
7,515.5 |
7,529.0 |
|