| 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 |
16,445.0 |
16,564.0 |
119.0 |
0.7% |
16,061.0 |
| High |
16,576.0 |
16,752.0 |
176.0 |
1.1% |
16,468.0 |
| Low |
16,414.0 |
16,555.0 |
141.0 |
0.9% |
15,948.0 |
| Close |
16,556.0 |
16,703.0 |
147.0 |
0.9% |
16,414.0 |
| Range |
162.0 |
197.0 |
35.0 |
21.6% |
520.0 |
| ATR |
151.4 |
154.6 |
3.3 |
2.2% |
0.0 |
| Volume |
67,822 |
74,033 |
6,211 |
9.2% |
270,306 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,261.0 |
17,179.0 |
16,811.4 |
|
| R3 |
17,064.0 |
16,982.0 |
16,757.2 |
|
| R2 |
16,867.0 |
16,867.0 |
16,739.1 |
|
| R1 |
16,785.0 |
16,785.0 |
16,721.1 |
16,826.0 |
| PP |
16,670.0 |
16,670.0 |
16,670.0 |
16,690.5 |
| S1 |
16,588.0 |
16,588.0 |
16,684.9 |
16,629.0 |
| S2 |
16,473.0 |
16,473.0 |
16,666.9 |
|
| S3 |
16,276.0 |
16,391.0 |
16,648.8 |
|
| S4 |
16,079.0 |
16,194.0 |
16,594.7 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,836.7 |
17,645.3 |
16,700.0 |
|
| R3 |
17,316.7 |
17,125.3 |
16,557.0 |
|
| R2 |
16,796.7 |
16,796.7 |
16,509.3 |
|
| R1 |
16,605.3 |
16,605.3 |
16,461.7 |
16,701.0 |
| PP |
16,276.7 |
16,276.7 |
16,276.7 |
16,324.5 |
| S1 |
16,085.3 |
16,085.3 |
16,366.3 |
16,181.0 |
| S2 |
15,756.7 |
15,756.7 |
16,318.7 |
|
| S3 |
15,236.7 |
15,565.3 |
16,271.0 |
|
| S4 |
14,716.7 |
15,045.3 |
16,128.0 |
|
|
| 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 |
16,197.0 |
555.0 |
3.3% |
146.8 |
0.9% |
91% |
True |
False |
63,842 |
| 10 |
16,752.0 |
15,948.0 |
804.0 |
4.8% |
129.3 |
0.8% |
94% |
True |
False |
55,146 |
| 20 |
16,752.0 |
15,141.0 |
1,611.0 |
9.6% |
144.7 |
0.9% |
97% |
True |
False |
55,604 |
| 40 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
165.7 |
1.0% |
98% |
True |
False |
61,478 |
| 60 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
178.1 |
1.1% |
98% |
True |
False |
62,699 |
| 80 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
163.3 |
1.0% |
98% |
True |
False |
47,857 |
| 100 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
144.9 |
0.9% |
98% |
True |
False |
38,288 |
| 120 |
16,752.0 |
14,666.0 |
2,086.0 |
12.5% |
136.2 |
0.8% |
98% |
True |
False |
31,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,589.3 |
|
2.618 |
17,267.7 |
|
1.618 |
17,070.7 |
|
1.000 |
16,949.0 |
|
0.618 |
16,873.7 |
|
HIGH |
16,752.0 |
|
0.618 |
16,676.7 |
|
0.500 |
16,653.5 |
|
0.382 |
16,630.3 |
|
LOW |
16,555.0 |
|
0.618 |
16,433.3 |
|
1.000 |
16,358.0 |
|
1.618 |
16,236.3 |
|
2.618 |
16,039.3 |
|
4.250 |
15,717.8 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,686.5 |
16,661.7 |
| PP |
16,670.0 |
16,620.3 |
| S1 |
16,653.5 |
16,579.0 |
|