| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,036.21 |
2,070.75 |
34.54 |
1.7% |
2,003.63 |
| High |
2,073.11 |
2,122.65 |
49.54 |
2.4% |
2,073.11 |
| Low |
2,035.68 |
2,022.98 |
-12.70 |
-0.6% |
2,001.37 |
| Close |
2,071.32 |
2,029.38 |
-41.94 |
-2.0% |
2,071.32 |
| Range |
37.43 |
99.67 |
62.24 |
166.3% |
71.74 |
| ATR |
20.51 |
26.17 |
5.65 |
27.6% |
0.00 |
| Volume |
5,366 |
4,560 |
-806 |
-15.0% |
27,167 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,357.35 |
2,293.03 |
2,084.20 |
|
| R3 |
2,257.68 |
2,193.36 |
2,056.79 |
|
| R2 |
2,158.01 |
2,158.01 |
2,047.65 |
|
| R1 |
2,093.69 |
2,093.69 |
2,038.52 |
2,076.02 |
| PP |
2,058.34 |
2,058.34 |
2,058.34 |
2,049.50 |
| S1 |
1,994.02 |
1,994.02 |
2,020.24 |
1,976.35 |
| S2 |
1,958.67 |
1,958.67 |
2,011.11 |
|
| S3 |
1,859.00 |
1,894.35 |
2,001.97 |
|
| S4 |
1,759.33 |
1,794.68 |
1,974.56 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.82 |
2,239.31 |
2,110.78 |
|
| R3 |
2,192.08 |
2,167.57 |
2,091.05 |
|
| R2 |
2,120.34 |
2,120.34 |
2,084.47 |
|
| R1 |
2,095.83 |
2,095.83 |
2,077.90 |
2,108.09 |
| PP |
2,048.60 |
2,048.60 |
2,048.60 |
2,054.73 |
| S1 |
2,024.09 |
2,024.09 |
2,064.74 |
2,036.35 |
| S2 |
1,976.86 |
1,976.86 |
2,058.17 |
|
| S3 |
1,905.12 |
1,952.35 |
2,051.59 |
|
| S4 |
1,833.38 |
1,880.61 |
2,031.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,122.65 |
2,012.82 |
109.83 |
5.4% |
38.37 |
1.9% |
15% |
True |
False |
5,265 |
| 10 |
2,122.65 |
1,966.26 |
156.39 |
7.7% |
28.13 |
1.4% |
40% |
True |
False |
5,363 |
| 20 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
24.16 |
1.2% |
51% |
True |
False |
5,536 |
| 40 |
2,122.65 |
1,832.61 |
290.04 |
14.3% |
23.49 |
1.2% |
68% |
True |
False |
5,517 |
| 60 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.93 |
1.0% |
70% |
True |
False |
5,602 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
18.92 |
0.9% |
70% |
True |
False |
5,643 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
18.41 |
0.9% |
70% |
True |
False |
5,656 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
18.64 |
0.9% |
70% |
True |
False |
5,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.25 |
|
2.618 |
2,383.59 |
|
1.618 |
2,283.92 |
|
1.000 |
2,222.32 |
|
0.618 |
2,184.25 |
|
HIGH |
2,122.65 |
|
0.618 |
2,084.58 |
|
0.500 |
2,072.82 |
|
0.382 |
2,061.05 |
|
LOW |
2,022.98 |
|
0.618 |
1,961.38 |
|
1.000 |
1,923.31 |
|
1.618 |
1,861.71 |
|
2.618 |
1,762.04 |
|
4.250 |
1,599.38 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.82 |
2,072.82 |
| PP |
2,058.34 |
2,058.34 |
| S1 |
2,043.86 |
2,043.86 |
|