Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
475.31 |
473.17 |
-2.14 |
-0.5% |
479.03 |
High |
478.59 |
475.23 |
-3.36 |
-0.7% |
482.00 |
Low |
470.42 |
464.60 |
-5.82 |
-1.2% |
464.60 |
Close |
473.97 |
465.74 |
-8.23 |
-1.7% |
465.74 |
Range |
8.17 |
10.63 |
2.46 |
30.1% |
17.40 |
ATR |
8.55 |
8.69 |
0.15 |
1.7% |
0.00 |
Volume |
4,287,300 |
4,341,400 |
54,100 |
1.3% |
18,000,200 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
500.41 |
493.71 |
471.59 |
|
R3 |
489.78 |
483.08 |
468.66 |
|
R2 |
479.15 |
479.15 |
467.69 |
|
R1 |
472.45 |
472.45 |
466.71 |
470.48 |
PP |
468.52 |
468.52 |
468.52 |
467.54 |
S1 |
461.82 |
461.82 |
464.77 |
459.86 |
S2 |
457.89 |
457.89 |
463.79 |
|
S3 |
447.26 |
451.19 |
462.82 |
|
S4 |
436.63 |
440.56 |
459.89 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
522.98 |
511.76 |
475.31 |
|
R3 |
505.58 |
494.36 |
470.53 |
|
R2 |
488.18 |
488.18 |
468.93 |
|
R1 |
476.96 |
476.96 |
467.34 |
473.87 |
PP |
470.78 |
470.78 |
470.78 |
469.24 |
S1 |
459.56 |
459.56 |
464.15 |
456.47 |
S2 |
453.38 |
453.38 |
462.55 |
|
S3 |
435.98 |
442.16 |
460.96 |
|
S4 |
418.58 |
424.76 |
456.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
482.00 |
464.60 |
17.40 |
3.7% |
7.30 |
1.6% |
7% |
False |
True |
3,600,040 |
10 |
482.70 |
462.76 |
19.94 |
4.3% |
6.99 |
1.5% |
15% |
False |
False |
3,165,934 |
20 |
482.70 |
425.53 |
57.17 |
12.3% |
7.29 |
1.6% |
70% |
False |
False |
3,216,245 |
40 |
482.70 |
344.73 |
137.97 |
29.6% |
9.14 |
2.0% |
88% |
False |
False |
5,339,729 |
60 |
482.70 |
344.73 |
137.97 |
29.6% |
9.48 |
2.0% |
88% |
False |
False |
5,258,570 |
80 |
482.70 |
344.73 |
137.97 |
29.6% |
9.89 |
2.1% |
88% |
False |
False |
5,057,441 |
100 |
485.00 |
344.73 |
140.27 |
30.1% |
10.50 |
2.3% |
86% |
False |
False |
5,714,689 |
120 |
485.00 |
344.73 |
140.27 |
30.1% |
10.54 |
2.3% |
86% |
False |
False |
5,747,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
520.41 |
2.618 |
503.06 |
1.618 |
492.43 |
1.000 |
485.86 |
0.618 |
481.80 |
HIGH |
475.23 |
0.618 |
471.17 |
0.500 |
469.91 |
0.382 |
468.66 |
LOW |
464.60 |
0.618 |
458.03 |
1.000 |
453.97 |
1.618 |
447.40 |
2.618 |
436.77 |
4.250 |
419.42 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
469.91 |
472.79 |
PP |
468.52 |
470.44 |
S1 |
467.13 |
468.09 |
|