| 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 |
2,056.5 |
2,094.4 |
37.9 |
1.8% |
2,023.0 |
| High |
2,095.7 |
2,152.3 |
56.6 |
2.7% |
2,095.7 |
| Low |
2,052.6 |
2,038.4 |
-14.2 |
-0.7% |
2,022.0 |
| Close |
2,089.7 |
2,042.2 |
-47.5 |
-2.3% |
2,089.7 |
| Range |
43.1 |
113.9 |
70.8 |
164.3% |
73.7 |
| ATR |
24.0 |
30.5 |
6.4 |
26.7% |
0.0 |
| Volume |
241,615 |
378,224 |
136,609 |
56.5% |
948,404 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.3 |
2,344.7 |
2,104.8 |
|
| R3 |
2,305.4 |
2,230.8 |
2,073.5 |
|
| R2 |
2,191.5 |
2,191.5 |
2,063.1 |
|
| R1 |
2,116.9 |
2,116.9 |
2,052.6 |
2,097.3 |
| PP |
2,077.6 |
2,077.6 |
2,077.6 |
2,067.8 |
| S1 |
2,003.0 |
2,003.0 |
2,031.8 |
1,983.4 |
| S2 |
1,963.7 |
1,963.7 |
2,021.3 |
|
| S3 |
1,849.8 |
1,889.1 |
2,010.9 |
|
| S4 |
1,735.9 |
1,775.2 |
1,979.6 |
|
|
| 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 |
2,152.3 |
2,031.6 |
120.7 |
5.9% |
44.5 |
2.2% |
9% |
True |
False |
232,992 |
| 10 |
2,152.3 |
1,987.3 |
165.0 |
8.1% |
32.4 |
1.6% |
33% |
True |
False |
159,293 |
| 20 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
27.9 |
1.4% |
44% |
True |
False |
99,004 |
| 40 |
2,152.3 |
1,876.8 |
275.5 |
13.5% |
26.6 |
1.3% |
60% |
True |
False |
54,475 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
23.7 |
1.2% |
64% |
True |
False |
37,801 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
21.4 |
1.0% |
64% |
True |
False |
28,750 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
20.8 |
1.0% |
64% |
True |
False |
23,378 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
20.7 |
1.0% |
64% |
True |
False |
19,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,636.4 |
|
2.618 |
2,450.5 |
|
1.618 |
2,336.6 |
|
1.000 |
2,266.2 |
|
0.618 |
2,222.7 |
|
HIGH |
2,152.3 |
|
0.618 |
2,108.8 |
|
0.500 |
2,095.4 |
|
0.382 |
2,081.9 |
|
LOW |
2,038.4 |
|
0.618 |
1,968.0 |
|
1.000 |
1,924.5 |
|
1.618 |
1,854.1 |
|
2.618 |
1,740.2 |
|
4.250 |
1,554.3 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.4 |
2,095.4 |
| PP |
2,077.6 |
2,077.6 |
| S1 |
2,059.9 |
2,059.9 |
|