| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,056.7 |
2,062.8 |
6.1 |
0.3% |
2,043.0 |
| High |
2,072.3 |
2,076.5 |
4.2 |
0.2% |
2,115.0 |
| Low |
2,055.0 |
2,056.0 |
1.0 |
0.0% |
2,041.4 |
| Close |
2,067.3 |
2,065.8 |
-1.5 |
-0.1% |
2,109.2 |
| Range |
17.3 |
20.5 |
3.2 |
18.5% |
73.6 |
| ATR |
28.8 |
28.2 |
-0.6 |
-2.1% |
0.0 |
| Volume |
6,377 |
8,522 |
2,145 |
33.6% |
30,509 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.6 |
2,117.2 |
2,077.1 |
|
| R3 |
2,107.1 |
2,096.7 |
2,071.4 |
|
| R2 |
2,086.6 |
2,086.6 |
2,069.6 |
|
| R1 |
2,076.2 |
2,076.2 |
2,067.7 |
2,081.4 |
| PP |
2,066.1 |
2,066.1 |
2,066.1 |
2,068.7 |
| S1 |
2,055.7 |
2,055.7 |
2,063.9 |
2,060.9 |
| S2 |
2,045.6 |
2,045.6 |
2,062.0 |
|
| S3 |
2,025.1 |
2,035.2 |
2,060.2 |
|
| S4 |
2,004.6 |
2,014.7 |
2,054.5 |
|
|
| 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% |
45.2 |
2.2% |
15% |
False |
False |
11,048 |
| 10 |
2,171.5 |
2,031.0 |
140.5 |
6.8% |
32.0 |
1.5% |
25% |
False |
False |
7,831 |
| 20 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
27.4 |
1.3% |
46% |
False |
False |
5,894 |
| 40 |
2,171.5 |
1,919.1 |
252.4 |
12.2% |
25.9 |
1.3% |
58% |
False |
False |
4,410 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.9 |
1.1% |
66% |
False |
False |
3,541 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.7 |
1.0% |
66% |
False |
False |
2,811 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
19.8 |
1.0% |
66% |
False |
False |
2,352 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
19.3 |
0.9% |
66% |
False |
False |
2,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.6 |
|
2.618 |
2,130.2 |
|
1.618 |
2,109.7 |
|
1.000 |
2,097.0 |
|
0.618 |
2,089.2 |
|
HIGH |
2,076.5 |
|
0.618 |
2,068.7 |
|
0.500 |
2,066.3 |
|
0.382 |
2,063.8 |
|
LOW |
2,056.0 |
|
0.618 |
2,043.3 |
|
1.000 |
2,035.5 |
|
1.618 |
2,022.8 |
|
2.618 |
2,002.3 |
|
4.250 |
1,968.9 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.3 |
2,064.8 |
| PP |
2,066.1 |
2,063.9 |
| S1 |
2,066.0 |
2,062.9 |
|