| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,274.6950 |
2,248.2740 |
-26.4210 |
-1.2% |
2,086.1020 |
| High |
2,311.3910 |
2,382.2150 |
70.8240 |
3.1% |
2,110.2560 |
| Low |
2,235.8780 |
2,221.8090 |
-14.0690 |
-0.6% |
1,986.4300 |
| Close |
2,248.7040 |
2,372.2560 |
123.5520 |
5.5% |
2,091.6800 |
| Range |
75.5130 |
160.4060 |
84.8930 |
112.4% |
123.8260 |
| ATR |
91.8489 |
96.7459 |
4.8969 |
5.3% |
0.0000 |
| Volume |
235,056 |
260,000 |
24,944 |
10.6% |
660,042 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.6447 |
2,749.8563 |
2,460.4793 |
|
| R3 |
2,646.2387 |
2,589.4503 |
2,416.3677 |
|
| R2 |
2,485.8327 |
2,485.8327 |
2,401.6638 |
|
| R1 |
2,429.0443 |
2,429.0443 |
2,386.9599 |
2,457.4385 |
| PP |
2,325.4267 |
2,325.4267 |
2,325.4267 |
2,339.6238 |
| S1 |
2,268.6383 |
2,268.6383 |
2,357.5521 |
2,297.0325 |
| S2 |
2,165.0207 |
2,165.0207 |
2,342.8482 |
|
| S3 |
2,004.6147 |
2,108.2323 |
2,328.1444 |
|
| S4 |
1,844.2087 |
1,947.8263 |
2,284.0327 |
|
|
| 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 |
2,382.2150 |
2,041.3210 |
340.8940 |
14.4% |
122.3304 |
5.2% |
97% |
True |
False |
199,816 |
| 10 |
2,382.2150 |
1,986.4300 |
395.7850 |
16.7% |
95.4810 |
4.0% |
97% |
True |
False |
162,542 |
| 20 |
2,382.2150 |
1,883.7550 |
498.4600 |
21.0% |
108.4675 |
4.6% |
98% |
True |
False |
200,797 |
| 40 |
2,382.2150 |
1,523.0770 |
859.1380 |
36.2% |
87.2198 |
3.7% |
99% |
True |
False |
177,943 |
| 60 |
2,382.2150 |
1,523.0770 |
859.1380 |
36.2% |
73.3918 |
3.1% |
99% |
True |
False |
155,465 |
| 80 |
2,382.2150 |
1,523.0770 |
859.1380 |
36.2% |
70.3933 |
3.0% |
99% |
True |
False |
159,696 |
| 100 |
2,382.2150 |
1,523.0770 |
859.1380 |
36.2% |
63.2801 |
2.7% |
99% |
True |
False |
145,954 |
| 120 |
2,382.2150 |
1,523.0770 |
859.1380 |
36.2% |
65.1760 |
2.7% |
99% |
True |
False |
147,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.9405 |
|
2.618 |
2,802.1579 |
|
1.618 |
2,641.7519 |
|
1.000 |
2,542.6210 |
|
0.618 |
2,481.3459 |
|
HIGH |
2,382.2150 |
|
0.618 |
2,320.9399 |
|
0.500 |
2,302.0120 |
|
0.382 |
2,283.0841 |
|
LOW |
2,221.8090 |
|
0.618 |
2,122.6781 |
|
1.000 |
2,061.4030 |
|
1.618 |
1,962.2721 |
|
2.618 |
1,801.8661 |
|
4.250 |
1,540.0835 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.8413 |
2,343.5867 |
| PP |
2,325.4267 |
2,314.9173 |
| S1 |
2,302.0120 |
2,286.2480 |
|