| 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 |
2,104.1 |
2,098.8 |
-5.3 |
-0.3% |
2,062.8 |
| High |
2,106.3 |
2,134.5 |
28.2 |
1.3% |
2,134.5 |
| Low |
2,090.9 |
2,093.6 |
2.7 |
0.1% |
2,062.8 |
| Close |
2,096.5 |
2,129.0 |
32.5 |
1.6% |
2,129.0 |
| Range |
15.4 |
40.9 |
25.5 |
165.6% |
71.7 |
| ATR |
21.3 |
22.7 |
1.4 |
6.6% |
0.0 |
| Volume |
1,168 |
2,926 |
1,758 |
150.5% |
11,551 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.7 |
2,226.3 |
2,151.5 |
|
| R3 |
2,200.8 |
2,185.4 |
2,140.2 |
|
| R2 |
2,159.9 |
2,159.9 |
2,136.5 |
|
| R1 |
2,144.5 |
2,144.5 |
2,132.7 |
2,152.2 |
| PP |
2,119.0 |
2,119.0 |
2,119.0 |
2,122.9 |
| S1 |
2,103.6 |
2,103.6 |
2,125.3 |
2,111.3 |
| S2 |
2,078.1 |
2,078.1 |
2,121.5 |
|
| S3 |
2,037.2 |
2,062.7 |
2,117.8 |
|
| S4 |
1,996.3 |
2,021.8 |
2,106.5 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.9 |
2,298.1 |
2,168.4 |
|
| R3 |
2,252.2 |
2,226.4 |
2,148.7 |
|
| R2 |
2,180.5 |
2,180.5 |
2,142.1 |
|
| R1 |
2,154.7 |
2,154.7 |
2,135.6 |
2,167.6 |
| PP |
2,108.8 |
2,108.8 |
2,108.8 |
2,115.2 |
| S1 |
2,083.0 |
2,083.0 |
2,122.4 |
2,095.9 |
| S2 |
2,037.1 |
2,037.1 |
2,115.9 |
|
| S3 |
1,965.4 |
2,011.3 |
2,109.3 |
|
| S4 |
1,893.7 |
1,939.6 |
2,089.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,134.5 |
2,062.8 |
71.7 |
3.4% |
23.4 |
1.1% |
92% |
True |
False |
2,310 |
| 10 |
2,134.5 |
2,026.6 |
107.9 |
5.1% |
20.9 |
1.0% |
95% |
True |
False |
2,256 |
| 20 |
2,134.5 |
1,994.8 |
139.7 |
6.6% |
21.9 |
1.0% |
96% |
True |
False |
2,735 |
| 40 |
2,134.5 |
1,879.5 |
255.0 |
12.0% |
23.0 |
1.1% |
98% |
True |
False |
2,349 |
| 60 |
2,134.5 |
1,879.5 |
255.0 |
12.0% |
20.4 |
1.0% |
98% |
True |
False |
1,840 |
| 80 |
2,134.5 |
1,879.5 |
255.0 |
12.0% |
18.8 |
0.9% |
98% |
True |
False |
1,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.3 |
|
2.618 |
2,241.6 |
|
1.618 |
2,200.7 |
|
1.000 |
2,175.4 |
|
0.618 |
2,159.8 |
|
HIGH |
2,134.5 |
|
0.618 |
2,118.9 |
|
0.500 |
2,114.1 |
|
0.382 |
2,109.2 |
|
LOW |
2,093.6 |
|
0.618 |
2,068.3 |
|
1.000 |
2,052.7 |
|
1.618 |
2,027.4 |
|
2.618 |
1,986.5 |
|
4.250 |
1,919.8 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,124.0 |
2,123.6 |
| PP |
2,119.0 |
2,118.1 |
| S1 |
2,114.1 |
2,112.7 |
|