| 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 |
2,068.1 |
2,056.7 |
-11.4 |
-0.6% |
2,043.0 |
| High |
2,078.8 |
2,072.3 |
-6.5 |
-0.3% |
2,115.0 |
| Low |
2,047.0 |
2,055.0 |
8.0 |
0.4% |
2,041.4 |
| Close |
2,055.7 |
2,067.3 |
11.6 |
0.6% |
2,109.2 |
| Range |
31.8 |
17.3 |
-14.5 |
-45.6% |
73.6 |
| ATR |
29.7 |
28.8 |
-0.9 |
-3.0% |
0.0 |
| Volume |
10,392 |
6,377 |
-4,015 |
-38.6% |
30,509 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.8 |
2,109.3 |
2,076.8 |
|
| R3 |
2,099.5 |
2,092.0 |
2,072.1 |
|
| R2 |
2,082.2 |
2,082.2 |
2,070.5 |
|
| R1 |
2,074.7 |
2,074.7 |
2,068.9 |
2,078.5 |
| PP |
2,064.9 |
2,064.9 |
2,064.9 |
2,066.7 |
| S1 |
2,057.4 |
2,057.4 |
2,065.7 |
2,061.2 |
| S2 |
2,047.6 |
2,047.6 |
2,064.1 |
|
| S3 |
2,030.3 |
2,040.1 |
2,062.5 |
|
| S4 |
2,013.0 |
2,022.8 |
2,057.8 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.3 |
2,282.9 |
2,149.7 |
|
| R3 |
2,235.7 |
2,209.3 |
2,129.4 |
|
| R2 |
2,162.1 |
2,162.1 |
2,122.7 |
|
| R1 |
2,135.7 |
2,135.7 |
2,115.9 |
2,148.9 |
| PP |
2,088.5 |
2,088.5 |
2,088.5 |
2,095.2 |
| S1 |
2,062.1 |
2,062.1 |
2,102.5 |
2,075.3 |
| S2 |
2,014.9 |
2,014.9 |
2,095.7 |
|
| S3 |
1,941.3 |
1,988.5 |
2,089.0 |
|
| S4 |
1,867.7 |
1,914.9 |
2,068.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,171.5 |
2,047.0 |
124.5 |
6.0% |
44.3 |
2.1% |
16% |
False |
False |
9,875 |
| 10 |
2,171.5 |
2,028.5 |
143.0 |
6.9% |
31.8 |
1.5% |
27% |
False |
False |
7,631 |
| 20 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
27.5 |
1.3% |
47% |
False |
False |
5,696 |
| 40 |
2,171.5 |
1,909.6 |
261.9 |
12.7% |
25.8 |
1.2% |
60% |
False |
False |
4,260 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.7 |
1.1% |
66% |
False |
False |
3,412 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.7 |
1.0% |
66% |
False |
False |
2,710 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
19.8 |
1.0% |
66% |
False |
False |
2,269 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
19.2 |
0.9% |
66% |
False |
False |
1,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.8 |
|
2.618 |
2,117.6 |
|
1.618 |
2,100.3 |
|
1.000 |
2,089.6 |
|
0.618 |
2,083.0 |
|
HIGH |
2,072.3 |
|
0.618 |
2,065.7 |
|
0.500 |
2,063.7 |
|
0.382 |
2,061.6 |
|
LOW |
2,055.0 |
|
0.618 |
2,044.3 |
|
1.000 |
2,037.7 |
|
1.618 |
2,027.0 |
|
2.618 |
2,009.7 |
|
4.250 |
1,981.5 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.1 |
2,109.3 |
| PP |
2,064.9 |
2,095.3 |
| S1 |
2,063.7 |
2,081.3 |
|