| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,084.9 |
2,076.5 |
-8.4 |
-0.4% |
2,043.0 |
| High |
2,086.7 |
2,115.0 |
28.3 |
1.4% |
2,115.0 |
| Low |
2,070.7 |
2,072.0 |
1.3 |
0.1% |
2,041.4 |
| Close |
2,076.7 |
2,109.2 |
32.5 |
1.6% |
2,109.2 |
| Range |
16.0 |
43.0 |
27.0 |
168.8% |
73.6 |
| ATR |
21.5 |
23.1 |
1.5 |
7.1% |
0.0 |
| Volume |
2,655 |
10,485 |
7,830 |
294.9% |
30,509 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.7 |
2,211.5 |
2,132.9 |
|
| R3 |
2,184.7 |
2,168.5 |
2,121.0 |
|
| R2 |
2,141.7 |
2,141.7 |
2,117.1 |
|
| R1 |
2,125.5 |
2,125.5 |
2,113.1 |
2,133.6 |
| PP |
2,098.7 |
2,098.7 |
2,098.7 |
2,102.8 |
| S1 |
2,082.5 |
2,082.5 |
2,105.3 |
2,090.6 |
| S2 |
2,055.7 |
2,055.7 |
2,101.3 |
|
| S3 |
2,012.7 |
2,039.5 |
2,097.4 |
|
| S4 |
1,969.7 |
1,996.5 |
2,085.6 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.3 |
2,282.9 |
2,149.7 |
|
| R3 |
2,235.7 |
2,209.3 |
2,129.4 |
|
| R2 |
2,162.1 |
2,162.1 |
2,122.7 |
|
| R1 |
2,135.7 |
2,135.7 |
2,115.9 |
2,148.9 |
| PP |
2,088.5 |
2,088.5 |
2,088.5 |
2,095.2 |
| S1 |
2,062.1 |
2,062.1 |
2,102.5 |
2,075.3 |
| S2 |
2,014.9 |
2,014.9 |
2,095.7 |
|
| S3 |
1,941.3 |
1,988.5 |
2,089.0 |
|
| S4 |
1,867.7 |
1,914.9 |
2,068.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,115.0 |
2,041.4 |
73.6 |
3.5% |
24.8 |
1.2% |
92% |
True |
False |
6,101 |
| 10 |
2,115.0 |
2,006.7 |
108.3 |
5.1% |
21.9 |
1.0% |
95% |
True |
False |
5,384 |
| 20 |
2,115.0 |
1,975.1 |
139.9 |
6.6% |
22.1 |
1.0% |
96% |
True |
False |
4,503 |
| 40 |
2,115.0 |
1,861.7 |
253.3 |
12.0% |
23.1 |
1.1% |
98% |
True |
False |
3,589 |
| 60 |
2,115.0 |
1,861.7 |
253.3 |
12.0% |
20.7 |
1.0% |
98% |
True |
False |
2,855 |
| 80 |
2,115.0 |
1,861.7 |
253.3 |
12.0% |
19.1 |
0.9% |
98% |
True |
False |
2,272 |
| 100 |
2,115.0 |
1,861.7 |
253.3 |
12.0% |
18.5 |
0.9% |
98% |
True |
False |
1,926 |
| 120 |
2,115.0 |
1,861.7 |
253.3 |
12.0% |
18.5 |
0.9% |
98% |
True |
False |
1,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,297.8 |
|
2.618 |
2,227.6 |
|
1.618 |
2,184.6 |
|
1.000 |
2,158.0 |
|
0.618 |
2,141.6 |
|
HIGH |
2,115.0 |
|
0.618 |
2,098.6 |
|
0.500 |
2,093.5 |
|
0.382 |
2,088.4 |
|
LOW |
2,072.0 |
|
0.618 |
2,045.4 |
|
1.000 |
2,029.0 |
|
1.618 |
2,002.4 |
|
2.618 |
1,959.4 |
|
4.250 |
1,889.3 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.0 |
2,103.8 |
| PP |
2,098.7 |
2,098.3 |
| S1 |
2,093.5 |
2,092.9 |
|