| 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 |
2,046.1 |
2,038.3 |
-7.8 |
-0.4% |
2,002.5 |
| High |
2,047.1 |
2,073.2 |
26.1 |
1.3% |
2,073.2 |
| Low |
2,033.1 |
2,036.0 |
2.9 |
0.1% |
2,001.4 |
| Close |
2,038.1 |
2,071.0 |
32.9 |
1.6% |
2,071.0 |
| Range |
14.0 |
37.2 |
23.2 |
165.7% |
71.8 |
| ATR |
22.5 |
23.6 |
1.0 |
4.7% |
0.0 |
| Volume |
2,506 |
614 |
-1,892 |
-75.5% |
444,325 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.7 |
2,158.5 |
2,091.5 |
|
| R3 |
2,134.5 |
2,121.3 |
2,081.2 |
|
| R2 |
2,097.3 |
2,097.3 |
2,077.8 |
|
| R1 |
2,084.1 |
2,084.1 |
2,074.4 |
2,090.7 |
| PP |
2,060.1 |
2,060.1 |
2,060.1 |
2,063.4 |
| S1 |
2,046.9 |
2,046.9 |
2,067.6 |
2,053.5 |
| S2 |
2,022.9 |
2,022.9 |
2,064.2 |
|
| S3 |
1,985.7 |
2,009.7 |
2,060.8 |
|
| S4 |
1,948.5 |
1,972.5 |
2,050.5 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.9 |
2,239.3 |
2,110.5 |
|
| R3 |
2,192.1 |
2,167.5 |
2,090.7 |
|
| R2 |
2,120.3 |
2,120.3 |
2,084.2 |
|
| R1 |
2,095.7 |
2,095.7 |
2,077.6 |
2,108.0 |
| PP |
2,048.5 |
2,048.5 |
2,048.5 |
2,054.7 |
| S1 |
2,023.9 |
2,023.9 |
2,064.4 |
2,036.2 |
| S2 |
1,976.7 |
1,976.7 |
2,057.8 |
|
| S3 |
1,904.9 |
1,952.1 |
2,051.3 |
|
| S4 |
1,833.1 |
1,880.3 |
2,031.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,073.2 |
2,001.4 |
71.8 |
3.5% |
23.5 |
1.1% |
97% |
True |
False |
88,865 |
| 10 |
2,073.2 |
1,967.2 |
106.0 |
5.1% |
21.7 |
1.0% |
98% |
True |
False |
139,960 |
| 20 |
2,073.2 |
1,935.6 |
137.6 |
6.6% |
23.0 |
1.1% |
98% |
True |
False |
165,713 |
| 40 |
2,073.2 |
1,823.5 |
249.7 |
12.1% |
24.5 |
1.2% |
99% |
True |
False |
188,570 |
| 60 |
2,073.2 |
1,823.5 |
249.7 |
12.1% |
22.2 |
1.1% |
99% |
True |
False |
187,851 |
| 80 |
2,073.2 |
1,823.5 |
249.7 |
12.1% |
20.6 |
1.0% |
99% |
True |
False |
177,180 |
| 100 |
2,073.2 |
1,823.5 |
249.7 |
12.1% |
20.4 |
1.0% |
99% |
True |
False |
162,528 |
| 120 |
2,073.2 |
1,823.5 |
249.7 |
12.1% |
20.7 |
1.0% |
99% |
True |
False |
137,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.3 |
|
2.618 |
2,170.6 |
|
1.618 |
2,133.4 |
|
1.000 |
2,110.4 |
|
0.618 |
2,096.2 |
|
HIGH |
2,073.2 |
|
0.618 |
2,059.0 |
|
0.500 |
2,054.6 |
|
0.382 |
2,050.2 |
|
LOW |
2,036.0 |
|
0.618 |
2,013.0 |
|
1.000 |
1,998.8 |
|
1.618 |
1,975.8 |
|
2.618 |
1,938.6 |
|
4.250 |
1,877.9 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.5 |
2,065.1 |
| PP |
2,060.1 |
2,059.1 |
| S1 |
2,054.6 |
2,053.2 |
|