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 |
2,019.29 |
2,025.46 |
6.17 |
0.3% |
2,003.63 |
High |
2,034.54 |
2,038.55 |
4.01 |
0.2% |
2,073.11 |
Low |
2,017.91 |
2,021.39 |
3.48 |
0.2% |
2,001.37 |
Close |
2,025.32 |
2,028.69 |
3.37 |
0.2% |
2,071.32 |
Range |
16.63 |
17.16 |
0.53 |
3.2% |
71.74 |
ATR |
25.59 |
24.99 |
-0.60 |
-2.4% |
0.00 |
Volume |
5,309 |
5,405 |
96 |
1.8% |
27,167 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.02 |
2,072.02 |
2,038.13 |
|
R3 |
2,063.86 |
2,054.86 |
2,033.41 |
|
R2 |
2,046.70 |
2,046.70 |
2,031.84 |
|
R1 |
2,037.70 |
2,037.70 |
2,030.26 |
2,042.20 |
PP |
2,029.54 |
2,029.54 |
2,029.54 |
2,031.80 |
S1 |
2,020.54 |
2,020.54 |
2,027.12 |
2,025.04 |
S2 |
2,012.38 |
2,012.38 |
2,025.54 |
|
S3 |
1,995.22 |
2,003.38 |
2,023.97 |
|
S4 |
1,978.06 |
1,986.22 |
2,019.25 |
|
|
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 |
2,012.27 |
110.38 |
5.4% |
39.73 |
2.0% |
15% |
False |
False |
5,152 |
10 |
2,122.65 |
1,992.03 |
130.62 |
6.4% |
27.82 |
1.4% |
28% |
False |
False |
5,275 |
20 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
24.32 |
1.2% |
50% |
False |
False |
5,469 |
40 |
2,122.65 |
1,868.42 |
254.23 |
12.5% |
23.57 |
1.2% |
63% |
False |
False |
5,497 |
60 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.40 |
1.1% |
70% |
False |
False |
5,568 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.25 |
0.9% |
70% |
False |
False |
5,623 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
18.71 |
0.9% |
70% |
False |
False |
5,643 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
18.52 |
0.9% |
70% |
False |
False |
5,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,111.48 |
2.618 |
2,083.47 |
1.618 |
2,066.31 |
1.000 |
2,055.71 |
0.618 |
2,049.15 |
HIGH |
2,038.55 |
0.618 |
2,031.99 |
0.500 |
2,029.97 |
0.382 |
2,027.95 |
LOW |
2,021.39 |
0.618 |
2,010.79 |
1.000 |
2,004.23 |
1.618 |
1,993.63 |
2.618 |
1,976.47 |
4.250 |
1,948.46 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,029.97 |
2,027.84 |
PP |
2,029.54 |
2,027.00 |
S1 |
2,029.12 |
2,026.15 |
|