| 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 |
2,029.7530 |
2,045.6270 |
15.8740 |
0.8% |
2,086.1020 |
| High |
2,052.0010 |
2,110.2560 |
58.2550 |
2.8% |
2,110.2560 |
| Low |
2,022.0890 |
2,041.3210 |
19.2320 |
1.0% |
1,986.4300 |
| Close |
2,046.0420 |
2,091.6800 |
45.6380 |
2.2% |
2,091.6800 |
| Range |
29.9120 |
68.9350 |
39.0230 |
130.5% |
123.8260 |
| ATR |
84.8218 |
83.6871 |
-1.1348 |
-1.3% |
0.0000 |
| Volume |
109,291 |
238,089 |
128,798 |
117.8% |
660,042 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.8907 |
2,258.7203 |
2,129.5943 |
|
| R3 |
2,218.9557 |
2,189.7853 |
2,110.6371 |
|
| R2 |
2,150.0207 |
2,150.0207 |
2,104.3181 |
|
| R1 |
2,120.8503 |
2,120.8503 |
2,097.9990 |
2,135.4355 |
| PP |
2,081.0857 |
2,081.0857 |
2,081.0857 |
2,088.3783 |
| S1 |
2,051.9153 |
2,051.9153 |
2,085.3610 |
2,066.5005 |
| S2 |
2,012.1507 |
2,012.1507 |
2,079.0419 |
|
| S3 |
1,943.2157 |
1,982.9803 |
2,072.7229 |
|
| S4 |
1,874.2807 |
1,914.0453 |
2,053.7658 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.2667 |
2,386.7993 |
2,159.7843 |
|
| R3 |
2,310.4407 |
2,262.9733 |
2,125.7322 |
|
| R2 |
2,186.6147 |
2,186.6147 |
2,114.3814 |
|
| R1 |
2,139.1473 |
2,139.1473 |
2,103.0307 |
2,162.8810 |
| PP |
2,062.7887 |
2,062.7887 |
2,062.7887 |
2,074.6555 |
| S1 |
2,015.3213 |
2,015.3213 |
2,080.3293 |
2,039.0550 |
| S2 |
1,938.9627 |
1,938.9627 |
2,068.9786 |
|
| S3 |
1,815.1367 |
1,891.4953 |
2,057.6279 |
|
| S4 |
1,691.3107 |
1,767.6693 |
2,023.5757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,110.2560 |
1,986.4300 |
123.8260 |
5.9% |
68.0140 |
3.3% |
85% |
True |
False |
132,008 |
| 10 |
2,132.1010 |
1,909.8580 |
222.2430 |
10.6% |
88.1300 |
4.2% |
82% |
False |
False |
157,711 |
| 20 |
2,135.6880 |
1,779.1820 |
356.5060 |
17.0% |
92.8145 |
4.4% |
88% |
False |
False |
186,094 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
79.2093 |
3.8% |
93% |
False |
False |
168,690 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
68.6435 |
3.3% |
93% |
False |
False |
150,430 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
64.7668 |
3.1% |
93% |
False |
False |
153,547 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
61.7022 |
2.9% |
93% |
False |
False |
146,548 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
62.8701 |
3.0% |
93% |
False |
False |
144,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,403.2298 |
|
2.618 |
2,290.7278 |
|
1.618 |
2,221.7928 |
|
1.000 |
2,179.1910 |
|
0.618 |
2,152.8578 |
|
HIGH |
2,110.2560 |
|
0.618 |
2,083.9228 |
|
0.500 |
2,075.7885 |
|
0.382 |
2,067.6542 |
|
LOW |
2,041.3210 |
|
0.618 |
1,998.7192 |
|
1.000 |
1,972.3860 |
|
1.618 |
1,929.7842 |
|
2.618 |
1,860.8492 |
|
4.250 |
1,748.3473 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.3828 |
2,082.8768 |
| PP |
2,081.0857 |
2,074.0737 |
| S1 |
2,075.7885 |
2,065.2705 |
|