| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,098.8 |
2,135.0 |
36.2 |
1.7% |
2,062.8 |
| High |
2,134.5 |
2,191.2 |
56.7 |
2.7% |
2,134.5 |
| Low |
2,093.6 |
2,078.0 |
-15.6 |
-0.7% |
2,062.8 |
| Close |
2,129.0 |
2,081.3 |
-47.7 |
-2.2% |
2,129.0 |
| Range |
40.9 |
113.2 |
72.3 |
176.8% |
71.7 |
| ATR |
22.7 |
29.2 |
6.5 |
28.5% |
0.0 |
| Volume |
2,926 |
5,413 |
2,487 |
85.0% |
11,551 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.4 |
2,382.1 |
2,143.6 |
|
| R3 |
2,343.2 |
2,268.9 |
2,112.4 |
|
| R2 |
2,230.0 |
2,230.0 |
2,102.1 |
|
| R1 |
2,155.7 |
2,155.7 |
2,091.7 |
2,136.3 |
| PP |
2,116.8 |
2,116.8 |
2,116.8 |
2,107.1 |
| S1 |
2,042.5 |
2,042.5 |
2,070.9 |
2,023.1 |
| S2 |
2,003.6 |
2,003.6 |
2,060.5 |
|
| S3 |
1,890.4 |
1,929.3 |
2,050.2 |
|
| S4 |
1,777.2 |
1,816.1 |
2,019.0 |
|
|
| 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 |
2,191.2 |
2,071.7 |
119.5 |
5.7% |
42.9 |
2.1% |
8% |
True |
False |
2,981 |
| 10 |
2,191.2 |
2,026.6 |
164.6 |
7.9% |
30.8 |
1.5% |
33% |
True |
False |
2,647 |
| 20 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
26.5 |
1.3% |
44% |
True |
False |
2,818 |
| 40 |
2,191.2 |
1,914.8 |
276.4 |
13.3% |
25.2 |
1.2% |
60% |
True |
False |
2,457 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
22.1 |
1.1% |
65% |
True |
False |
1,921 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.0 |
1.0% |
65% |
True |
False |
1,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.3 |
|
2.618 |
2,487.6 |
|
1.618 |
2,374.4 |
|
1.000 |
2,304.4 |
|
0.618 |
2,261.2 |
|
HIGH |
2,191.2 |
|
0.618 |
2,148.0 |
|
0.500 |
2,134.6 |
|
0.382 |
2,121.2 |
|
LOW |
2,078.0 |
|
0.618 |
2,008.0 |
|
1.000 |
1,964.8 |
|
1.618 |
1,894.8 |
|
2.618 |
1,781.6 |
|
4.250 |
1,596.9 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,134.6 |
2,134.6 |
| PP |
2,116.8 |
2,116.8 |
| S1 |
2,099.1 |
2,099.1 |
|