| 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 |
2,234.2520 |
2,274.6950 |
40.4430 |
1.8% |
2,086.1020 |
| High |
2,307.4820 |
2,311.3910 |
3.9090 |
0.2% |
2,110.2560 |
| Low |
2,190.2810 |
2,235.8780 |
45.5970 |
2.1% |
1,986.4300 |
| Close |
2,274.7390 |
2,248.7040 |
-26.0350 |
-1.1% |
2,091.6800 |
| Range |
117.2010 |
75.5130 |
-41.6880 |
-35.6% |
123.8260 |
| ATR |
93.1056 |
91.8489 |
-1.2566 |
-1.3% |
0.0000 |
| Volume |
262,676 |
235,056 |
-27,620 |
-10.5% |
660,042 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.8633 |
2,445.7967 |
2,290.2362 |
|
| R3 |
2,416.3503 |
2,370.2837 |
2,269.4701 |
|
| R2 |
2,340.8373 |
2,340.8373 |
2,262.5481 |
|
| R1 |
2,294.7707 |
2,294.7707 |
2,255.6260 |
2,280.0475 |
| PP |
2,265.3243 |
2,265.3243 |
2,265.3243 |
2,257.9628 |
| S1 |
2,219.2577 |
2,219.2577 |
2,241.7820 |
2,204.5345 |
| S2 |
2,189.8113 |
2,189.8113 |
2,234.8600 |
|
| S3 |
2,114.2983 |
2,143.7447 |
2,227.9379 |
|
| S4 |
2,038.7853 |
2,068.2317 |
2,207.1719 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.2667 |
2,386.7993 |
2,159.7843 |
|
| R3 |
2,310.4407 |
2,262.9733 |
2,125.7322 |
|
| R2 |
2,186.6147 |
2,186.6147 |
2,114.3814 |
|
| R1 |
2,139.1473 |
2,139.1473 |
2,103.0307 |
2,162.8810 |
| PP |
2,062.7887 |
2,062.7887 |
2,062.7887 |
2,074.6555 |
| S1 |
2,015.3213 |
2,015.3213 |
2,080.3293 |
2,039.0550 |
| S2 |
1,938.9627 |
1,938.9627 |
2,068.9786 |
|
| S3 |
1,815.1367 |
1,891.4953 |
2,057.6279 |
|
| S4 |
1,691.3107 |
1,767.6693 |
2,023.5757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,311.3910 |
2,022.0890 |
289.3020 |
12.9% |
96.2316 |
4.3% |
78% |
True |
False |
169,674 |
| 10 |
2,311.3910 |
1,932.7500 |
378.6410 |
16.8% |
95.3367 |
4.2% |
83% |
True |
False |
163,337 |
| 20 |
2,311.3910 |
1,874.4960 |
436.8950 |
19.4% |
101.9655 |
4.5% |
86% |
True |
False |
194,159 |
| 40 |
2,311.3910 |
1,523.0770 |
788.3140 |
35.1% |
83.9492 |
3.7% |
92% |
True |
False |
175,414 |
| 60 |
2,311.3910 |
1,523.0770 |
788.3140 |
35.1% |
71.2840 |
3.2% |
92% |
True |
False |
153,440 |
| 80 |
2,311.3910 |
1,523.0770 |
788.3140 |
35.1% |
68.7479 |
3.1% |
92% |
True |
False |
157,617 |
| 100 |
2,311.3910 |
1,523.0770 |
788.3140 |
35.1% |
62.0570 |
2.8% |
92% |
True |
False |
145,275 |
| 120 |
2,311.3910 |
1,523.0770 |
788.3140 |
35.1% |
64.4636 |
2.9% |
92% |
True |
False |
146,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.3213 |
|
2.618 |
2,509.0840 |
|
1.618 |
2,433.5710 |
|
1.000 |
2,386.9040 |
|
0.618 |
2,358.0580 |
|
HIGH |
2,311.3910 |
|
0.618 |
2,282.5450 |
|
0.500 |
2,273.6345 |
|
0.382 |
2,264.7240 |
|
LOW |
2,235.8780 |
|
0.618 |
2,189.2110 |
|
1.000 |
2,160.3650 |
|
1.618 |
2,113.6980 |
|
2.618 |
2,038.1850 |
|
4.250 |
1,914.9478 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.6345 |
2,231.5938 |
| PP |
2,265.3243 |
2,214.4837 |
| S1 |
2,257.0142 |
2,197.3735 |
|