| 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 |
2,074.2 |
2,082.7 |
8.5 |
0.4% |
2,062.8 |
| High |
2,091.2 |
2,095.2 |
4.0 |
0.2% |
2,134.5 |
| Low |
2,074.2 |
2,075.8 |
1.6 |
0.1% |
2,062.8 |
| Close |
2,086.9 |
2,085.5 |
-1.4 |
-0.1% |
2,129.0 |
| Range |
17.0 |
19.4 |
2.4 |
14.1% |
71.7 |
| ATR |
28.3 |
27.7 |
-0.6 |
-2.3% |
0.0 |
| Volume |
2,492 |
3,898 |
1,406 |
56.4% |
11,551 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.7 |
2,134.0 |
2,096.2 |
|
| R3 |
2,124.3 |
2,114.6 |
2,090.8 |
|
| R2 |
2,104.9 |
2,104.9 |
2,089.1 |
|
| R1 |
2,095.2 |
2,095.2 |
2,087.3 |
2,100.1 |
| PP |
2,085.5 |
2,085.5 |
2,085.5 |
2,087.9 |
| S1 |
2,075.8 |
2,075.8 |
2,083.7 |
2,080.7 |
| S2 |
2,066.1 |
2,066.1 |
2,081.9 |
|
| S3 |
2,046.7 |
2,056.4 |
2,080.2 |
|
| S4 |
2,027.3 |
2,037.0 |
2,074.8 |
|
|
| 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% |
44.1 |
2.1% |
14% |
False |
False |
3,628 |
| 10 |
2,191.2 |
2,050.6 |
140.6 |
6.7% |
30.9 |
1.5% |
25% |
False |
False |
2,893 |
| 20 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
26.9 |
1.3% |
46% |
False |
False |
2,755 |
| 40 |
2,191.2 |
1,938.1 |
253.1 |
12.1% |
25.7 |
1.2% |
58% |
False |
False |
2,652 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
22.6 |
1.1% |
66% |
False |
False |
2,058 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
20.4 |
1.0% |
66% |
False |
False |
1,624 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
19.3 |
0.9% |
66% |
False |
False |
1,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.7 |
|
2.618 |
2,146.0 |
|
1.618 |
2,126.6 |
|
1.000 |
2,114.6 |
|
0.618 |
2,107.2 |
|
HIGH |
2,095.2 |
|
0.618 |
2,087.8 |
|
0.500 |
2,085.5 |
|
0.382 |
2,083.2 |
|
LOW |
2,075.8 |
|
0.618 |
2,063.8 |
|
1.000 |
2,056.4 |
|
1.618 |
2,044.4 |
|
2.618 |
2,025.0 |
|
4.250 |
1,993.4 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.5 |
2,084.8 |
| PP |
2,085.5 |
2,084.0 |
| S1 |
2,085.5 |
2,083.3 |
|