| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,075.3 |
2,035.1 |
-40.2 |
-1.9% |
2,002.5 |
| High |
2,130.2 |
2,037.0 |
-93.2 |
-4.4% |
2,073.2 |
| Low |
2,021.0 |
2,010.2 |
-10.8 |
-0.5% |
2,001.4 |
| Close |
2,024.1 |
2,018.5 |
-5.6 |
-0.3% |
2,071.0 |
| Range |
109.2 |
26.8 |
-82.4 |
-75.5% |
71.8 |
| ATR |
29.7 |
29.5 |
-0.2 |
-0.7% |
0.0 |
| Volume |
1,071 |
289 |
-782 |
-73.0% |
444,325 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.3 |
2,087.2 |
2,033.2 |
|
| R3 |
2,075.5 |
2,060.4 |
2,025.9 |
|
| R2 |
2,048.7 |
2,048.7 |
2,023.4 |
|
| R1 |
2,033.6 |
2,033.6 |
2,021.0 |
2,027.8 |
| PP |
2,021.9 |
2,021.9 |
2,021.9 |
2,019.0 |
| S1 |
2,006.8 |
2,006.8 |
2,016.0 |
2,001.0 |
| S2 |
1,995.1 |
1,995.1 |
2,013.6 |
|
| S3 |
1,968.3 |
1,980.0 |
2,011.1 |
|
| S4 |
1,941.5 |
1,953.2 |
2,003.8 |
|
|
| 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 |
2,010.2 |
120.0 |
5.9% |
40.7 |
2.0% |
7% |
False |
True |
3,954 |
| 10 |
2,130.2 |
1,979.9 |
150.3 |
7.4% |
31.7 |
1.6% |
26% |
False |
False |
108,995 |
| 20 |
2,130.2 |
1,935.6 |
194.6 |
9.6% |
27.9 |
1.4% |
43% |
False |
False |
147,358 |
| 40 |
2,130.2 |
1,866.1 |
264.1 |
13.1% |
26.8 |
1.3% |
58% |
False |
False |
178,133 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
24.0 |
1.2% |
64% |
False |
False |
183,377 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
21.9 |
1.1% |
64% |
False |
False |
173,565 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
21.5 |
1.1% |
64% |
False |
False |
161,350 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
21.4 |
1.1% |
64% |
False |
False |
137,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.9 |
|
2.618 |
2,107.2 |
|
1.618 |
2,080.4 |
|
1.000 |
2,063.8 |
|
0.618 |
2,053.6 |
|
HIGH |
2,037.0 |
|
0.618 |
2,026.8 |
|
0.500 |
2,023.6 |
|
0.382 |
2,020.4 |
|
LOW |
2,010.2 |
|
0.618 |
1,993.6 |
|
1.000 |
1,983.4 |
|
1.618 |
1,966.8 |
|
2.618 |
1,940.0 |
|
4.250 |
1,896.3 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,023.6 |
2,070.2 |
| PP |
2,021.9 |
2,053.0 |
| S1 |
2,020.2 |
2,035.7 |
|