| 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 |
2,087.1 |
2,074.2 |
-12.9 |
-0.6% |
2,062.8 |
| High |
2,098.2 |
2,091.2 |
-7.0 |
-0.3% |
2,134.5 |
| Low |
2,068.4 |
2,074.2 |
5.8 |
0.3% |
2,062.8 |
| Close |
2,075.1 |
2,086.9 |
11.8 |
0.6% |
2,129.0 |
| Range |
29.8 |
17.0 |
-12.8 |
-43.0% |
71.7 |
| ATR |
29.2 |
28.3 |
-0.9 |
-3.0% |
0.0 |
| Volume |
3,411 |
2,492 |
-919 |
-26.9% |
11,551 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.1 |
2,128.0 |
2,096.3 |
|
| R3 |
2,118.1 |
2,111.0 |
2,091.6 |
|
| R2 |
2,101.1 |
2,101.1 |
2,090.0 |
|
| R1 |
2,094.0 |
2,094.0 |
2,088.5 |
2,097.6 |
| PP |
2,084.1 |
2,084.1 |
2,084.1 |
2,085.9 |
| S1 |
2,077.0 |
2,077.0 |
2,085.3 |
2,080.6 |
| S2 |
2,067.1 |
2,067.1 |
2,083.8 |
|
| S3 |
2,050.1 |
2,060.0 |
2,082.2 |
|
| S4 |
2,033.1 |
2,043.0 |
2,077.6 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.9 |
2,298.1 |
2,168.4 |
|
| R3 |
2,252.2 |
2,226.4 |
2,148.7 |
|
| R2 |
2,180.5 |
2,180.5 |
2,142.1 |
|
| R1 |
2,154.7 |
2,154.7 |
2,135.6 |
2,167.6 |
| PP |
2,108.8 |
2,108.8 |
2,108.8 |
2,115.2 |
| S1 |
2,083.0 |
2,083.0 |
2,122.4 |
2,095.9 |
| S2 |
2,037.1 |
2,037.1 |
2,115.9 |
|
| S3 |
1,965.4 |
2,011.3 |
2,109.3 |
|
| S4 |
1,893.7 |
1,939.6 |
2,089.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,191.2 |
2,068.4 |
122.8 |
5.9% |
43.3 |
2.1% |
15% |
False |
False |
3,082 |
| 10 |
2,191.2 |
2,049.0 |
142.2 |
6.8% |
30.7 |
1.5% |
27% |
False |
False |
2,856 |
| 20 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
27.1 |
1.3% |
47% |
False |
False |
2,798 |
| 40 |
2,191.2 |
1,929.1 |
262.1 |
12.6% |
25.7 |
1.2% |
60% |
False |
False |
2,567 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
22.4 |
1.1% |
67% |
False |
False |
2,002 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
20.4 |
1.0% |
67% |
False |
False |
1,579 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
19.3 |
0.9% |
67% |
False |
False |
1,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.5 |
|
2.618 |
2,135.7 |
|
1.618 |
2,118.7 |
|
1.000 |
2,108.2 |
|
0.618 |
2,101.7 |
|
HIGH |
2,091.2 |
|
0.618 |
2,084.7 |
|
0.500 |
2,082.7 |
|
0.382 |
2,080.7 |
|
LOW |
2,074.2 |
|
0.618 |
2,063.7 |
|
1.000 |
2,057.2 |
|
1.618 |
2,046.7 |
|
2.618 |
2,029.7 |
|
4.250 |
2,002.0 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.5 |
2,129.8 |
| PP |
2,084.1 |
2,115.5 |
| S1 |
2,082.7 |
2,101.2 |
|