| 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 |
2,076.5 |
2,114.1 |
37.6 |
1.8% |
2,043.0 |
| High |
2,115.0 |
2,171.5 |
56.5 |
2.7% |
2,115.0 |
| Low |
2,072.0 |
2,058.3 |
-13.7 |
-0.7% |
2,041.4 |
| Close |
2,109.2 |
2,061.6 |
-47.6 |
-2.3% |
2,109.2 |
| Range |
43.0 |
113.2 |
70.2 |
163.3% |
73.6 |
| ATR |
23.1 |
29.5 |
6.4 |
27.9% |
0.0 |
| Volume |
10,485 |
19,467 |
8,982 |
85.7% |
30,509 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,436.7 |
2,362.4 |
2,123.9 |
|
| R3 |
2,323.5 |
2,249.2 |
2,092.7 |
|
| R2 |
2,210.3 |
2,210.3 |
2,082.4 |
|
| R1 |
2,136.0 |
2,136.0 |
2,072.0 |
2,116.6 |
| PP |
2,097.1 |
2,097.1 |
2,097.1 |
2,087.4 |
| S1 |
2,022.8 |
2,022.8 |
2,051.2 |
2,003.4 |
| S2 |
1,983.9 |
1,983.9 |
2,040.8 |
|
| S3 |
1,870.7 |
1,909.6 |
2,030.5 |
|
| S4 |
1,757.5 |
1,796.4 |
1,999.3 |
|
|
| 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 |
2,051.1 |
120.4 |
5.8% |
44.0 |
2.1% |
9% |
True |
False |
8,998 |
| 10 |
2,171.5 |
2,006.7 |
164.8 |
8.0% |
31.8 |
1.5% |
33% |
True |
False |
7,079 |
| 20 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
26.8 |
1.3% |
44% |
True |
False |
5,225 |
| 40 |
2,171.5 |
1,895.6 |
275.9 |
13.4% |
25.3 |
1.2% |
60% |
True |
False |
3,979 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.4 |
1.1% |
65% |
True |
False |
3,171 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.3 |
1.0% |
65% |
True |
False |
2,506 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
19.5 |
0.9% |
65% |
True |
False |
2,112 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
19.3 |
0.9% |
65% |
True |
False |
1,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,652.6 |
|
2.618 |
2,467.9 |
|
1.618 |
2,354.7 |
|
1.000 |
2,284.7 |
|
0.618 |
2,241.5 |
|
HIGH |
2,171.5 |
|
0.618 |
2,128.3 |
|
0.500 |
2,114.9 |
|
0.382 |
2,101.5 |
|
LOW |
2,058.3 |
|
0.618 |
1,988.3 |
|
1.000 |
1,945.1 |
|
1.618 |
1,875.1 |
|
2.618 |
1,761.9 |
|
4.250 |
1,577.2 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.9 |
2,114.9 |
| PP |
2,097.1 |
2,097.1 |
| S1 |
2,079.4 |
2,079.4 |
|