| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,065.4 |
2,056.5 |
-8.9 |
-0.4% |
2,023.0 |
| High |
2,067.4 |
2,095.7 |
28.3 |
1.4% |
2,095.7 |
| Low |
2,051.2 |
2,052.6 |
1.4 |
0.1% |
2,022.0 |
| Close |
2,057.2 |
2,089.7 |
32.5 |
1.6% |
2,089.7 |
| Range |
16.2 |
43.1 |
26.9 |
166.0% |
73.7 |
| ATR |
22.6 |
24.0 |
1.5 |
6.5% |
0.0 |
| Volume |
151,918 |
241,615 |
89,697 |
59.0% |
948,404 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.6 |
2,192.3 |
2,113.4 |
|
| R3 |
2,165.5 |
2,149.2 |
2,101.6 |
|
| R2 |
2,122.4 |
2,122.4 |
2,097.6 |
|
| R1 |
2,106.1 |
2,106.1 |
2,093.7 |
2,114.3 |
| PP |
2,079.3 |
2,079.3 |
2,079.3 |
2,083.4 |
| S1 |
2,063.0 |
2,063.0 |
2,085.7 |
2,071.2 |
| S2 |
2,036.2 |
2,036.2 |
2,081.8 |
|
| S3 |
1,993.1 |
2,019.9 |
2,077.8 |
|
| S4 |
1,950.0 |
1,976.8 |
2,066.0 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.2 |
2,263.7 |
2,130.2 |
|
| R3 |
2,216.5 |
2,190.0 |
2,110.0 |
|
| R2 |
2,142.8 |
2,142.8 |
2,103.2 |
|
| R1 |
2,116.3 |
2,116.3 |
2,096.5 |
2,129.6 |
| PP |
2,069.1 |
2,069.1 |
2,069.1 |
2,075.8 |
| S1 |
2,042.6 |
2,042.6 |
2,082.9 |
2,055.9 |
| S2 |
1,995.4 |
1,995.4 |
2,076.2 |
|
| S3 |
1,921.7 |
1,968.9 |
2,069.4 |
|
| S4 |
1,848.0 |
1,895.2 |
2,049.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.7 |
2,022.0 |
73.7 |
3.5% |
25.2 |
1.2% |
92% |
True |
False |
189,680 |
| 10 |
2,095.7 |
1,987.3 |
108.4 |
5.2% |
22.5 |
1.1% |
94% |
True |
False |
123,455 |
| 20 |
2,095.7 |
1,955.4 |
140.3 |
6.7% |
23.3 |
1.1% |
96% |
True |
False |
80,676 |
| 40 |
2,095.7 |
1,842.5 |
253.2 |
12.1% |
24.4 |
1.2% |
98% |
True |
False |
45,285 |
| 60 |
2,095.7 |
1,842.5 |
253.2 |
12.1% |
22.0 |
1.1% |
98% |
True |
False |
31,531 |
| 80 |
2,095.7 |
1,842.5 |
253.2 |
12.1% |
20.2 |
1.0% |
98% |
True |
False |
24,050 |
| 100 |
2,095.7 |
1,842.5 |
253.2 |
12.1% |
19.8 |
0.9% |
98% |
True |
False |
19,615 |
| 120 |
2,095.7 |
1,842.5 |
253.2 |
12.1% |
20.0 |
1.0% |
98% |
True |
False |
16,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.9 |
|
2.618 |
2,208.5 |
|
1.618 |
2,165.4 |
|
1.000 |
2,138.8 |
|
0.618 |
2,122.3 |
|
HIGH |
2,095.7 |
|
0.618 |
2,079.2 |
|
0.500 |
2,074.2 |
|
0.382 |
2,069.1 |
|
LOW |
2,052.6 |
|
0.618 |
2,026.0 |
|
1.000 |
2,009.5 |
|
1.618 |
1,982.9 |
|
2.618 |
1,939.8 |
|
4.250 |
1,869.4 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.5 |
2,084.3 |
| PP |
2,079.3 |
2,078.9 |
| S1 |
2,074.2 |
2,073.5 |
|