| 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 |
1,887.3 |
1,902.1 |
14.8 |
0.8% |
1,825.9 |
| High |
1,905.7 |
1,907.0 |
1.3 |
0.1% |
1,888.8 |
| Low |
1,876.2 |
1,875.4 |
-0.8 |
0.0% |
1,808.0 |
| Close |
1,904.7 |
1,879.7 |
-25.0 |
-1.3% |
1,885.0 |
| Range |
29.5 |
31.6 |
2.1 |
7.1% |
80.8 |
| ATR |
33.7 |
33.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
6,174 |
11,928 |
5,754 |
93.2% |
6,360 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,982.2 |
1,962.5 |
1,897.1 |
|
| R3 |
1,950.6 |
1,930.9 |
1,888.4 |
|
| R2 |
1,919.0 |
1,919.0 |
1,885.5 |
|
| R1 |
1,899.3 |
1,899.3 |
1,882.6 |
1,893.4 |
| PP |
1,887.4 |
1,887.4 |
1,887.4 |
1,884.4 |
| S1 |
1,867.7 |
1,867.7 |
1,876.8 |
1,861.8 |
| S2 |
1,855.8 |
1,855.8 |
1,873.9 |
|
| S3 |
1,824.2 |
1,836.1 |
1,871.0 |
|
| S4 |
1,792.6 |
1,804.5 |
1,862.3 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.0 |
2,074.8 |
1,929.4 |
|
| R3 |
2,022.2 |
1,994.0 |
1,907.2 |
|
| R2 |
1,941.4 |
1,941.4 |
1,899.8 |
|
| R1 |
1,913.2 |
1,913.2 |
1,892.4 |
1,927.3 |
| PP |
1,860.6 |
1,860.6 |
1,860.6 |
1,867.7 |
| S1 |
1,832.4 |
1,832.4 |
1,877.6 |
1,846.5 |
| S2 |
1,779.8 |
1,779.8 |
1,870.2 |
|
| S3 |
1,699.0 |
1,751.6 |
1,862.8 |
|
| S4 |
1,618.2 |
1,670.8 |
1,840.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,907.0 |
1,816.4 |
90.6 |
4.8% |
38.1 |
2.0% |
70% |
True |
False |
4,754 |
| 10 |
1,907.0 |
1,804.7 |
102.3 |
5.4% |
30.1 |
1.6% |
73% |
True |
False |
2,525 |
| 20 |
1,907.0 |
1,705.7 |
201.3 |
10.7% |
33.3 |
1.8% |
86% |
True |
False |
1,415 |
| 40 |
1,907.0 |
1,656.1 |
250.9 |
13.3% |
34.2 |
1.8% |
89% |
True |
False |
791 |
| 60 |
1,907.1 |
1,656.1 |
251.0 |
13.4% |
32.1 |
1.7% |
89% |
False |
False |
575 |
| 80 |
1,973.1 |
1,656.1 |
317.0 |
16.9% |
28.7 |
1.5% |
71% |
False |
False |
433 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
21.1% |
27.1 |
1.4% |
56% |
False |
False |
346 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
21.1% |
24.8 |
1.3% |
56% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,041.3 |
|
2.618 |
1,989.7 |
|
1.618 |
1,958.1 |
|
1.000 |
1,938.6 |
|
0.618 |
1,926.5 |
|
HIGH |
1,907.0 |
|
0.618 |
1,894.9 |
|
0.500 |
1,891.2 |
|
0.382 |
1,887.5 |
|
LOW |
1,875.4 |
|
0.618 |
1,855.9 |
|
1.000 |
1,843.8 |
|
1.618 |
1,824.3 |
|
2.618 |
1,792.7 |
|
4.250 |
1,741.1 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,891.2 |
1,873.7 |
| PP |
1,887.4 |
1,867.7 |
| S1 |
1,883.5 |
1,861.7 |
|