| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,035.1 |
2,019.9 |
-15.2 |
-0.7% |
2,002.5 |
| High |
2,037.0 |
2,035.8 |
-1.2 |
-0.1% |
2,073.2 |
| Low |
2,010.2 |
2,019.0 |
8.8 |
0.4% |
2,001.4 |
| Close |
2,018.5 |
2,030.5 |
12.0 |
0.6% |
2,071.0 |
| Range |
26.8 |
16.8 |
-10.0 |
-37.3% |
71.8 |
| ATR |
29.5 |
28.6 |
-0.9 |
-3.0% |
0.0 |
| Volume |
289 |
417 |
128 |
44.3% |
444,325 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.8 |
2,071.5 |
2,039.7 |
|
| R3 |
2,062.0 |
2,054.7 |
2,035.1 |
|
| R2 |
2,045.2 |
2,045.2 |
2,033.6 |
|
| R1 |
2,037.9 |
2,037.9 |
2,032.0 |
2,041.6 |
| PP |
2,028.4 |
2,028.4 |
2,028.4 |
2,030.3 |
| S1 |
2,021.1 |
2,021.1 |
2,029.0 |
2,024.8 |
| S2 |
2,011.6 |
2,011.6 |
2,027.4 |
|
| S3 |
1,994.8 |
2,004.3 |
2,025.9 |
|
| S4 |
1,978.0 |
1,987.5 |
2,021.3 |
|
|
| 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 |
2,130.2 |
2,010.2 |
120.0 |
5.9% |
40.8 |
2.0% |
17% |
False |
False |
979 |
| 10 |
2,130.2 |
1,988.6 |
141.6 |
7.0% |
30.4 |
1.5% |
30% |
False |
False |
86,035 |
| 20 |
2,130.2 |
1,935.6 |
194.6 |
9.6% |
27.6 |
1.4% |
49% |
False |
False |
136,431 |
| 40 |
2,130.2 |
1,871.7 |
258.5 |
12.7% |
26.9 |
1.3% |
61% |
False |
False |
174,210 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
24.0 |
1.2% |
67% |
False |
False |
180,685 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
22.0 |
1.1% |
67% |
False |
False |
172,057 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
21.5 |
1.1% |
67% |
False |
False |
161,002 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
21.2 |
1.0% |
67% |
False |
False |
137,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.2 |
|
2.618 |
2,079.8 |
|
1.618 |
2,063.0 |
|
1.000 |
2,052.6 |
|
0.618 |
2,046.2 |
|
HIGH |
2,035.8 |
|
0.618 |
2,029.4 |
|
0.500 |
2,027.4 |
|
0.382 |
2,025.4 |
|
LOW |
2,019.0 |
|
0.618 |
2,008.6 |
|
1.000 |
2,002.2 |
|
1.618 |
1,991.8 |
|
2.618 |
1,975.0 |
|
4.250 |
1,947.6 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.5 |
2,070.2 |
| PP |
2,028.4 |
2,057.0 |
| S1 |
2,027.4 |
2,043.7 |
|