| 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 |
2,045.6270 |
2,091.5440 |
45.9170 |
2.2% |
2,086.1020 |
| High |
2,110.2560 |
2,272.9530 |
162.6970 |
7.7% |
2,110.2560 |
| Low |
2,041.3210 |
2,083.3560 |
42.0350 |
2.1% |
1,986.4300 |
| Close |
2,091.6800 |
2,234.2600 |
142.5800 |
6.8% |
2,091.6800 |
| Range |
68.9350 |
189.5970 |
120.6620 |
175.0% |
123.8260 |
| ATR |
83.6871 |
91.2521 |
7.5650 |
9.0% |
0.0000 |
| Volume |
238,089 |
3,261 |
-234,828 |
-98.6% |
660,042 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.6473 |
2,689.5507 |
2,338.5384 |
|
| R3 |
2,576.0503 |
2,499.9537 |
2,286.3992 |
|
| R2 |
2,386.4533 |
2,386.4533 |
2,269.0195 |
|
| R1 |
2,310.3567 |
2,310.3567 |
2,251.6397 |
2,348.4050 |
| PP |
2,196.8563 |
2,196.8563 |
2,196.8563 |
2,215.8805 |
| S1 |
2,120.7597 |
2,120.7597 |
2,216.8803 |
2,158.8080 |
| S2 |
2,007.2593 |
2,007.2593 |
2,199.5006 |
|
| S3 |
1,817.6623 |
1,931.1627 |
2,182.1208 |
|
| S4 |
1,628.0653 |
1,741.5657 |
2,129.9817 |
|
|
| 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 |
2,272.9530 |
1,996.0630 |
276.8900 |
12.4% |
84.0958 |
3.8% |
86% |
True |
False |
132,229 |
| 10 |
2,272.9530 |
1,919.5750 |
353.3780 |
15.8% |
98.9583 |
4.4% |
89% |
True |
False |
135,705 |
| 20 |
2,272.9530 |
1,825.7960 |
447.1570 |
20.0% |
99.5866 |
4.5% |
91% |
True |
False |
179,244 |
| 40 |
2,272.9530 |
1,523.0770 |
749.8760 |
33.6% |
82.8562 |
3.7% |
95% |
True |
False |
166,190 |
| 60 |
2,272.9530 |
1,523.0770 |
749.8760 |
33.6% |
71.1296 |
3.2% |
95% |
True |
False |
148,197 |
| 80 |
2,272.9530 |
1,523.0770 |
749.8760 |
33.6% |
66.8958 |
3.0% |
95% |
True |
False |
152,486 |
| 100 |
2,272.9530 |
1,523.0770 |
749.8760 |
33.6% |
62.1104 |
2.8% |
95% |
True |
False |
143,398 |
| 120 |
2,272.9530 |
1,523.0770 |
749.8760 |
33.6% |
64.1486 |
2.9% |
95% |
True |
False |
142,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.7403 |
|
2.618 |
2,769.3179 |
|
1.618 |
2,579.7209 |
|
1.000 |
2,462.5500 |
|
0.618 |
2,390.1239 |
|
HIGH |
2,272.9530 |
|
0.618 |
2,200.5269 |
|
0.500 |
2,178.1545 |
|
0.382 |
2,155.7821 |
|
LOW |
2,083.3560 |
|
0.618 |
1,966.1851 |
|
1.000 |
1,893.7590 |
|
1.618 |
1,776.5881 |
|
2.618 |
1,586.9911 |
|
4.250 |
1,277.5688 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.5582 |
2,205.3470 |
| PP |
2,196.8563 |
2,176.4340 |
| S1 |
2,178.1545 |
2,147.5210 |
|