| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,037.8 |
2,043.4 |
5.6 |
0.3% |
2,023.0 |
| High |
2,053.4 |
2,057.2 |
3.8 |
0.2% |
2,095.7 |
| Low |
2,035.3 |
2,036.6 |
1.3 |
0.1% |
2,022.0 |
| Close |
2,047.9 |
2,046.4 |
-1.5 |
-0.1% |
2,089.7 |
| Range |
18.1 |
20.6 |
2.5 |
13.8% |
73.7 |
| ATR |
29.7 |
29.0 |
-0.6 |
-2.2% |
0.0 |
| Volume |
154,219 |
173,977 |
19,758 |
12.8% |
948,404 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.5 |
2,098.1 |
2,057.7 |
|
| R3 |
2,087.9 |
2,077.5 |
2,052.1 |
|
| R2 |
2,067.3 |
2,067.3 |
2,050.2 |
|
| R1 |
2,056.9 |
2,056.9 |
2,048.3 |
2,062.1 |
| PP |
2,046.7 |
2,046.7 |
2,046.7 |
2,049.4 |
| S1 |
2,036.3 |
2,036.3 |
2,044.5 |
2,041.5 |
| S2 |
2,026.1 |
2,026.1 |
2,042.6 |
|
| S3 |
2,005.5 |
2,015.7 |
2,040.7 |
|
| S4 |
1,984.9 |
1,995.1 |
2,035.1 |
|
|
| 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% |
45.5 |
2.2% |
15% |
False |
False |
231,516 |
| 10 |
2,152.3 |
2,011.3 |
141.0 |
6.9% |
32.4 |
1.6% |
25% |
False |
False |
196,129 |
| 20 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
28.4 |
1.4% |
46% |
False |
False |
119,445 |
| 40 |
2,152.3 |
1,900.2 |
252.1 |
12.3% |
27.1 |
1.3% |
58% |
False |
False |
67,280 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
24.2 |
1.2% |
66% |
False |
False |
46,644 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.8 |
1.1% |
66% |
False |
False |
35,425 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.0 |
1.0% |
66% |
False |
False |
28,711 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
20.7 |
1.0% |
66% |
False |
False |
24,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.8 |
|
2.618 |
2,111.1 |
|
1.618 |
2,090.5 |
|
1.000 |
2,077.8 |
|
0.618 |
2,069.9 |
|
HIGH |
2,057.2 |
|
0.618 |
2,049.3 |
|
0.500 |
2,046.9 |
|
0.382 |
2,044.5 |
|
LOW |
2,036.6 |
|
0.618 |
2,023.9 |
|
1.000 |
2,016.0 |
|
1.618 |
2,003.3 |
|
2.618 |
1,982.7 |
|
4.250 |
1,949.1 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.9 |
2,045.5 |
| PP |
2,046.7 |
2,044.5 |
| S1 |
2,046.6 |
2,043.6 |
|