| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,049.0 |
2,037.8 |
-11.2 |
-0.5% |
2,023.0 |
| High |
2,059.6 |
2,053.4 |
-6.2 |
-0.3% |
2,095.7 |
| Low |
2,027.6 |
2,035.3 |
7.7 |
0.4% |
2,022.0 |
| Close |
2,036.3 |
2,047.9 |
11.6 |
0.6% |
2,089.7 |
| Range |
32.0 |
18.1 |
-13.9 |
-43.4% |
73.7 |
| ATR |
30.6 |
29.7 |
-0.9 |
-2.9% |
0.0 |
| Volume |
209,549 |
154,219 |
-55,330 |
-26.4% |
948,404 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.8 |
2,092.0 |
2,057.9 |
|
| R3 |
2,081.7 |
2,073.9 |
2,052.9 |
|
| R2 |
2,063.6 |
2,063.6 |
2,051.2 |
|
| R1 |
2,055.8 |
2,055.8 |
2,049.6 |
2,059.7 |
| PP |
2,045.5 |
2,045.5 |
2,045.5 |
2,047.5 |
| S1 |
2,037.7 |
2,037.7 |
2,046.2 |
2,041.6 |
| S2 |
2,027.4 |
2,027.4 |
2,044.6 |
|
| S3 |
2,009.3 |
2,019.6 |
2,042.9 |
|
| S4 |
1,991.2 |
2,001.5 |
2,037.9 |
|
|
| 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% |
44.7 |
2.2% |
16% |
False |
False |
227,105 |
| 10 |
2,152.3 |
2,008.9 |
143.4 |
7.0% |
32.3 |
1.6% |
27% |
False |
False |
185,874 |
| 20 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
28.6 |
1.4% |
47% |
False |
False |
113,402 |
| 40 |
2,152.3 |
1,891.2 |
261.1 |
12.7% |
27.1 |
1.3% |
60% |
False |
False |
63,175 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
24.0 |
1.2% |
66% |
False |
False |
43,789 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.8 |
1.1% |
66% |
False |
False |
33,266 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.1 |
1.0% |
66% |
False |
False |
26,987 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
20.6 |
1.0% |
66% |
False |
False |
22,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.3 |
|
2.618 |
2,100.8 |
|
1.618 |
2,082.7 |
|
1.000 |
2,071.5 |
|
0.618 |
2,064.6 |
|
HIGH |
2,053.4 |
|
0.618 |
2,046.5 |
|
0.500 |
2,044.4 |
|
0.382 |
2,042.2 |
|
LOW |
2,035.3 |
|
0.618 |
2,024.1 |
|
1.000 |
2,017.2 |
|
1.618 |
2,006.0 |
|
2.618 |
1,987.9 |
|
4.250 |
1,958.4 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.7 |
2,090.0 |
| PP |
2,045.5 |
2,075.9 |
| S1 |
2,044.4 |
2,061.9 |
|