| 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 |
1,878.7 |
1,875.0 |
-3.7 |
-0.2% |
1,825.9 |
| High |
1,915.1 |
1,890.5 |
-24.6 |
-1.3% |
1,888.8 |
| Low |
1,873.0 |
1,865.5 |
-7.5 |
-0.4% |
1,808.0 |
| Close |
1,874.4 |
1,889.4 |
15.0 |
0.8% |
1,885.0 |
| Range |
42.1 |
25.0 |
-17.1 |
-40.6% |
80.8 |
| ATR |
34.2 |
33.5 |
-0.7 |
-1.9% |
0.0 |
| Volume |
10,243 |
31,617 |
21,374 |
208.7% |
6,360 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,956.8 |
1,948.1 |
1,903.2 |
|
| R3 |
1,931.8 |
1,923.1 |
1,896.3 |
|
| R2 |
1,906.8 |
1,906.8 |
1,894.0 |
|
| R1 |
1,898.1 |
1,898.1 |
1,891.7 |
1,902.5 |
| PP |
1,881.8 |
1,881.8 |
1,881.8 |
1,884.0 |
| S1 |
1,873.1 |
1,873.1 |
1,887.1 |
1,877.5 |
| S2 |
1,856.8 |
1,856.8 |
1,884.8 |
|
| S3 |
1,831.8 |
1,848.1 |
1,882.5 |
|
| S4 |
1,806.8 |
1,823.1 |
1,875.7 |
|
|
| 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 |
1,915.1 |
1,816.4 |
98.7 |
5.2% |
40.1 |
2.1% |
74% |
False |
False |
12,630 |
| 10 |
1,915.1 |
1,808.0 |
107.1 |
5.7% |
31.5 |
1.7% |
76% |
False |
False |
6,643 |
| 20 |
1,915.1 |
1,705.7 |
209.4 |
11.1% |
34.3 |
1.8% |
88% |
False |
False |
3,488 |
| 40 |
1,915.1 |
1,656.1 |
259.0 |
13.7% |
34.3 |
1.8% |
90% |
False |
False |
1,832 |
| 60 |
1,915.1 |
1,656.1 |
259.0 |
13.7% |
32.7 |
1.7% |
90% |
False |
False |
1,273 |
| 80 |
1,970.8 |
1,656.1 |
314.7 |
16.7% |
28.9 |
1.5% |
74% |
False |
False |
956 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
21.0% |
27.3 |
1.4% |
59% |
False |
False |
765 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
21.0% |
25.4 |
1.3% |
59% |
False |
False |
637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,996.8 |
|
2.618 |
1,956.0 |
|
1.618 |
1,931.0 |
|
1.000 |
1,915.5 |
|
0.618 |
1,906.0 |
|
HIGH |
1,890.5 |
|
0.618 |
1,881.0 |
|
0.500 |
1,878.0 |
|
0.382 |
1,875.1 |
|
LOW |
1,865.5 |
|
0.618 |
1,850.1 |
|
1.000 |
1,840.5 |
|
1.618 |
1,825.1 |
|
2.618 |
1,800.1 |
|
4.250 |
1,759.3 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,885.6 |
1,890.3 |
| PP |
1,881.8 |
1,890.0 |
| S1 |
1,878.0 |
1,889.7 |
|