| 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 |
2,135.0 |
2,087.1 |
-47.9 |
-2.2% |
2,062.8 |
| High |
2,191.2 |
2,098.2 |
-93.0 |
-4.2% |
2,134.5 |
| Low |
2,078.0 |
2,068.4 |
-9.6 |
-0.5% |
2,062.8 |
| Close |
2,081.3 |
2,075.1 |
-6.2 |
-0.3% |
2,129.0 |
| Range |
113.2 |
29.8 |
-83.4 |
-73.7% |
71.7 |
| ATR |
29.2 |
29.2 |
0.0 |
0.2% |
0.0 |
| Volume |
5,413 |
3,411 |
-2,002 |
-37.0% |
11,551 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.0 |
2,152.3 |
2,091.5 |
|
| R3 |
2,140.2 |
2,122.5 |
2,083.3 |
|
| R2 |
2,110.4 |
2,110.4 |
2,080.6 |
|
| R1 |
2,092.7 |
2,092.7 |
2,077.8 |
2,086.7 |
| PP |
2,080.6 |
2,080.6 |
2,080.6 |
2,077.5 |
| S1 |
2,062.9 |
2,062.9 |
2,072.4 |
2,056.9 |
| S2 |
2,050.8 |
2,050.8 |
2,069.6 |
|
| S3 |
2,021.0 |
2,033.1 |
2,066.9 |
|
| S4 |
1,991.2 |
2,003.3 |
2,058.7 |
|
|
| 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 |
2,068.4 |
122.8 |
5.9% |
42.5 |
2.1% |
5% |
False |
True |
3,113 |
| 10 |
2,191.2 |
2,041.1 |
150.1 |
7.2% |
31.8 |
1.5% |
23% |
False |
False |
2,852 |
| 20 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
27.3 |
1.3% |
41% |
False |
False |
2,868 |
| 40 |
2,191.2 |
1,923.5 |
267.7 |
12.9% |
25.5 |
1.2% |
57% |
False |
False |
2,529 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
22.4 |
1.1% |
63% |
False |
False |
1,972 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.3 |
1.0% |
63% |
False |
False |
1,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.9 |
|
2.618 |
2,176.2 |
|
1.618 |
2,146.4 |
|
1.000 |
2,128.0 |
|
0.618 |
2,116.6 |
|
HIGH |
2,098.2 |
|
0.618 |
2,086.8 |
|
0.500 |
2,083.3 |
|
0.382 |
2,079.8 |
|
LOW |
2,068.4 |
|
0.618 |
2,050.0 |
|
1.000 |
2,038.6 |
|
1.618 |
2,020.2 |
|
2.618 |
1,990.4 |
|
4.250 |
1,941.8 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.3 |
2,129.8 |
| PP |
2,080.6 |
2,111.6 |
| S1 |
2,077.8 |
2,093.3 |
|