| 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 |
2,091.5440 |
2,234.2520 |
142.7080 |
6.8% |
2,086.1020 |
| High |
2,272.9530 |
2,307.4820 |
34.5290 |
1.5% |
2,110.2560 |
| Low |
2,083.3560 |
2,190.2810 |
106.9250 |
5.1% |
1,986.4300 |
| Close |
2,234.2600 |
2,274.7390 |
40.4790 |
1.8% |
2,091.6800 |
| Range |
189.5970 |
117.2010 |
-72.3960 |
-38.2% |
123.8260 |
| ATR |
91.2521 |
93.1056 |
1.8535 |
2.0% |
0.0000 |
| Volume |
3,261 |
262,676 |
259,415 |
7,955.1% |
660,042 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.1037 |
2,559.1223 |
2,339.1996 |
|
| R3 |
2,491.9027 |
2,441.9213 |
2,306.9693 |
|
| R2 |
2,374.7017 |
2,374.7017 |
2,296.2259 |
|
| R1 |
2,324.7203 |
2,324.7203 |
2,285.4824 |
2,349.7110 |
| PP |
2,257.5007 |
2,257.5007 |
2,257.5007 |
2,269.9960 |
| S1 |
2,207.5193 |
2,207.5193 |
2,263.9956 |
2,232.5100 |
| S2 |
2,140.2997 |
2,140.2997 |
2,253.2522 |
|
| S3 |
2,023.0987 |
2,090.3183 |
2,242.5087 |
|
| S4 |
1,905.8977 |
1,973.1173 |
2,210.2785 |
|
|
| 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 |
2,307.4820 |
2,020.2850 |
287.1970 |
12.6% |
91.6528 |
4.0% |
89% |
True |
False |
147,831 |
| 10 |
2,307.4820 |
1,932.7500 |
374.7320 |
16.5% |
95.9305 |
4.2% |
91% |
True |
False |
161,695 |
| 20 |
2,307.4820 |
1,851.7300 |
455.7520 |
20.0% |
100.9880 |
4.4% |
93% |
True |
False |
192,290 |
| 40 |
2,307.4820 |
1,523.0770 |
784.4050 |
34.5% |
83.1056 |
3.7% |
96% |
True |
False |
172,708 |
| 60 |
2,307.4820 |
1,523.0770 |
784.4050 |
34.5% |
71.3370 |
3.1% |
96% |
True |
False |
152,537 |
| 80 |
2,307.4820 |
1,523.0770 |
784.4050 |
34.5% |
68.1522 |
3.0% |
96% |
True |
False |
154,692 |
| 100 |
2,307.4820 |
1,523.0770 |
784.4050 |
34.5% |
62.0285 |
2.7% |
96% |
True |
False |
142,942 |
| 120 |
2,307.4820 |
1,523.0770 |
784.4050 |
34.5% |
64.1933 |
2.8% |
96% |
True |
False |
144,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.5863 |
|
2.618 |
2,614.3142 |
|
1.618 |
2,497.1132 |
|
1.000 |
2,424.6830 |
|
0.618 |
2,379.9122 |
|
HIGH |
2,307.4820 |
|
0.618 |
2,262.7112 |
|
0.500 |
2,248.8815 |
|
0.382 |
2,235.0518 |
|
LOW |
2,190.2810 |
|
0.618 |
2,117.8508 |
|
1.000 |
2,073.0800 |
|
1.618 |
2,000.6498 |
|
2.618 |
1,883.4488 |
|
4.250 |
1,692.1768 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.1198 |
2,241.2932 |
| PP |
2,257.5007 |
2,207.8473 |
| S1 |
2,248.8815 |
2,174.4015 |
|