| 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 |
2,094.4 |
2,049.0 |
-45.4 |
-2.2% |
2,023.0 |
| High |
2,152.3 |
2,059.6 |
-92.7 |
-4.3% |
2,095.7 |
| Low |
2,038.4 |
2,027.6 |
-10.8 |
-0.5% |
2,022.0 |
| Close |
2,042.2 |
2,036.3 |
-5.9 |
-0.3% |
2,089.7 |
| Range |
113.9 |
32.0 |
-81.9 |
-71.9% |
73.7 |
| ATR |
30.5 |
30.6 |
0.1 |
0.4% |
0.0 |
| Volume |
378,224 |
209,549 |
-168,675 |
-44.6% |
948,404 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.2 |
2,118.7 |
2,053.9 |
|
| R3 |
2,105.2 |
2,086.7 |
2,045.1 |
|
| R2 |
2,073.2 |
2,073.2 |
2,042.2 |
|
| R1 |
2,054.7 |
2,054.7 |
2,039.2 |
2,048.0 |
| PP |
2,041.2 |
2,041.2 |
2,041.2 |
2,037.8 |
| S1 |
2,022.7 |
2,022.7 |
2,033.4 |
2,016.0 |
| S2 |
2,009.2 |
2,009.2 |
2,030.4 |
|
| S3 |
1,977.2 |
1,990.7 |
2,027.5 |
|
| S4 |
1,945.2 |
1,958.7 |
2,018.7 |
|
|
| 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 |
2,027.6 |
124.7 |
6.1% |
44.4 |
2.2% |
7% |
False |
True |
235,819 |
| 10 |
2,152.3 |
1,999.9 |
152.4 |
7.5% |
33.5 |
1.6% |
24% |
False |
False |
176,677 |
| 20 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
28.7 |
1.4% |
41% |
False |
False |
108,789 |
| 40 |
2,152.3 |
1,885.4 |
266.9 |
13.1% |
26.9 |
1.3% |
57% |
False |
False |
59,512 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
24.0 |
1.2% |
63% |
False |
False |
41,273 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
21.7 |
1.1% |
63% |
False |
False |
31,349 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
21.0 |
1.0% |
63% |
False |
False |
25,452 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
20.8 |
1.0% |
63% |
False |
False |
21,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.6 |
|
2.618 |
2,143.4 |
|
1.618 |
2,111.4 |
|
1.000 |
2,091.6 |
|
0.618 |
2,079.4 |
|
HIGH |
2,059.6 |
|
0.618 |
2,047.4 |
|
0.500 |
2,043.6 |
|
0.382 |
2,039.8 |
|
LOW |
2,027.6 |
|
0.618 |
2,007.8 |
|
1.000 |
1,995.6 |
|
1.618 |
1,975.8 |
|
2.618 |
1,943.8 |
|
4.250 |
1,891.6 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.6 |
2,090.0 |
| PP |
2,041.2 |
2,072.1 |
| S1 |
2,038.7 |
2,054.2 |
|