| 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 |
2,038.3 |
2,075.3 |
37.0 |
1.8% |
2,002.5 |
| High |
2,073.2 |
2,130.2 |
57.0 |
2.7% |
2,073.2 |
| Low |
2,036.0 |
2,021.0 |
-15.0 |
-0.7% |
2,001.4 |
| Close |
2,071.0 |
2,024.1 |
-46.9 |
-2.3% |
2,071.0 |
| Range |
37.2 |
109.2 |
72.0 |
193.5% |
71.8 |
| ATR |
23.6 |
29.7 |
6.1 |
25.9% |
0.0 |
| Volume |
614 |
1,071 |
457 |
74.4% |
444,325 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.0 |
2,314.3 |
2,084.2 |
|
| R3 |
2,276.8 |
2,205.1 |
2,054.1 |
|
| R2 |
2,167.6 |
2,167.6 |
2,044.1 |
|
| R1 |
2,095.9 |
2,095.9 |
2,034.1 |
2,077.2 |
| PP |
2,058.4 |
2,058.4 |
2,058.4 |
2,049.1 |
| S1 |
1,986.7 |
1,986.7 |
2,014.1 |
1,968.0 |
| S2 |
1,949.2 |
1,949.2 |
2,004.1 |
|
| S3 |
1,840.0 |
1,877.5 |
1,994.1 |
|
| S4 |
1,730.8 |
1,768.3 |
1,964.0 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.9 |
2,239.3 |
2,110.5 |
|
| R3 |
2,192.1 |
2,167.5 |
2,090.7 |
|
| R2 |
2,120.3 |
2,120.3 |
2,084.2 |
|
| R1 |
2,095.7 |
2,095.7 |
2,077.6 |
2,108.0 |
| PP |
2,048.5 |
2,048.5 |
2,048.5 |
2,054.7 |
| S1 |
2,023.9 |
2,023.9 |
2,064.4 |
2,036.2 |
| S2 |
1,976.7 |
1,976.7 |
2,057.8 |
|
| S3 |
1,904.9 |
1,952.1 |
2,051.3 |
|
| S4 |
1,833.1 |
1,880.3 |
2,031.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,130.2 |
2,011.5 |
118.7 |
5.9% |
41.8 |
2.1% |
11% |
True |
False |
38,829 |
| 10 |
2,130.2 |
1,967.2 |
163.0 |
8.1% |
31.0 |
1.5% |
35% |
True |
False |
126,755 |
| 20 |
2,130.2 |
1,935.6 |
194.6 |
9.6% |
27.4 |
1.4% |
45% |
True |
False |
154,657 |
| 40 |
2,130.2 |
1,857.5 |
272.7 |
13.5% |
26.6 |
1.3% |
61% |
True |
False |
182,821 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
23.8 |
1.2% |
65% |
True |
False |
185,557 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
21.7 |
1.1% |
65% |
True |
False |
175,090 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
21.4 |
1.1% |
65% |
True |
False |
162,025 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
21.3 |
1.1% |
65% |
True |
False |
137,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,594.3 |
|
2.618 |
2,416.1 |
|
1.618 |
2,306.9 |
|
1.000 |
2,239.4 |
|
0.618 |
2,197.7 |
|
HIGH |
2,130.2 |
|
0.618 |
2,088.5 |
|
0.500 |
2,075.6 |
|
0.382 |
2,062.7 |
|
LOW |
2,021.0 |
|
0.618 |
1,953.5 |
|
1.000 |
1,911.8 |
|
1.618 |
1,844.3 |
|
2.618 |
1,735.1 |
|
4.250 |
1,556.9 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.6 |
2,075.6 |
| PP |
2,058.4 |
2,058.4 |
| S1 |
2,041.3 |
2,041.3 |
|