| 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 |
2,114.1 |
2,068.1 |
-46.0 |
-2.2% |
2,043.0 |
| High |
2,171.5 |
2,078.8 |
-92.7 |
-4.3% |
2,115.0 |
| Low |
2,058.3 |
2,047.0 |
-11.3 |
-0.5% |
2,041.4 |
| Close |
2,061.6 |
2,055.7 |
-5.9 |
-0.3% |
2,109.2 |
| Range |
113.2 |
31.8 |
-81.4 |
-71.9% |
73.6 |
| ATR |
29.5 |
29.7 |
0.2 |
0.6% |
0.0 |
| Volume |
19,467 |
10,392 |
-9,075 |
-46.6% |
30,509 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.9 |
2,137.6 |
2,073.2 |
|
| R3 |
2,124.1 |
2,105.8 |
2,064.4 |
|
| R2 |
2,092.3 |
2,092.3 |
2,061.5 |
|
| R1 |
2,074.0 |
2,074.0 |
2,058.6 |
2,067.3 |
| PP |
2,060.5 |
2,060.5 |
2,060.5 |
2,057.1 |
| S1 |
2,042.2 |
2,042.2 |
2,052.8 |
2,035.5 |
| S2 |
2,028.7 |
2,028.7 |
2,049.9 |
|
| S3 |
1,996.9 |
2,010.4 |
2,047.0 |
|
| S4 |
1,965.1 |
1,978.6 |
2,038.2 |
|
|
| 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 |
2,171.5 |
2,047.0 |
124.5 |
6.1% |
43.9 |
2.1% |
7% |
False |
True |
9,844 |
| 10 |
2,171.5 |
2,020.2 |
151.3 |
7.4% |
32.9 |
1.6% |
23% |
False |
False |
7,633 |
| 20 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
27.6 |
1.3% |
41% |
False |
False |
5,595 |
| 40 |
2,171.5 |
1,904.1 |
267.4 |
13.0% |
25.7 |
1.2% |
57% |
False |
False |
4,183 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.7 |
1.1% |
63% |
False |
False |
3,330 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
20.6 |
1.0% |
63% |
False |
False |
2,634 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
19.8 |
1.0% |
63% |
False |
False |
2,208 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
19.4 |
0.9% |
63% |
False |
False |
1,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.0 |
|
2.618 |
2,162.1 |
|
1.618 |
2,130.3 |
|
1.000 |
2,110.6 |
|
0.618 |
2,098.5 |
|
HIGH |
2,078.8 |
|
0.618 |
2,066.7 |
|
0.500 |
2,062.9 |
|
0.382 |
2,059.1 |
|
LOW |
2,047.0 |
|
0.618 |
2,027.3 |
|
1.000 |
2,015.2 |
|
1.618 |
1,995.5 |
|
2.618 |
1,963.7 |
|
4.250 |
1,911.9 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.9 |
2,109.3 |
| PP |
2,060.5 |
2,091.4 |
| S1 |
2,058.1 |
2,073.6 |
|