| 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 |
1,902.1 |
1,878.7 |
-23.4 |
-1.2% |
1,825.9 |
| High |
1,907.0 |
1,915.1 |
8.1 |
0.4% |
1,888.8 |
| Low |
1,875.4 |
1,873.0 |
-2.4 |
-0.1% |
1,808.0 |
| Close |
1,879.7 |
1,874.4 |
-5.3 |
-0.3% |
1,885.0 |
| Range |
31.6 |
42.1 |
10.5 |
33.2% |
80.8 |
| ATR |
33.5 |
34.2 |
0.6 |
1.8% |
0.0 |
| Volume |
11,928 |
10,243 |
-1,685 |
-14.1% |
6,360 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,013.8 |
1,986.2 |
1,897.6 |
|
| R3 |
1,971.7 |
1,944.1 |
1,886.0 |
|
| R2 |
1,929.6 |
1,929.6 |
1,882.1 |
|
| R1 |
1,902.0 |
1,902.0 |
1,878.3 |
1,894.8 |
| PP |
1,887.5 |
1,887.5 |
1,887.5 |
1,883.9 |
| S1 |
1,859.9 |
1,859.9 |
1,870.5 |
1,852.7 |
| S2 |
1,845.4 |
1,845.4 |
1,866.7 |
|
| S3 |
1,803.3 |
1,817.8 |
1,862.8 |
|
| S4 |
1,761.2 |
1,775.7 |
1,851.2 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.0 |
2,074.8 |
1,929.4 |
|
| R3 |
2,022.2 |
1,994.0 |
1,907.2 |
|
| R2 |
1,941.4 |
1,941.4 |
1,899.8 |
|
| R1 |
1,913.2 |
1,913.2 |
1,892.4 |
1,927.3 |
| PP |
1,860.6 |
1,860.6 |
1,860.6 |
1,867.7 |
| S1 |
1,832.4 |
1,832.4 |
1,877.6 |
1,846.5 |
| S2 |
1,779.8 |
1,779.8 |
1,870.2 |
|
| S3 |
1,699.0 |
1,751.6 |
1,862.8 |
|
| S4 |
1,618.2 |
1,670.8 |
1,840.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,915.1 |
1,816.4 |
98.7 |
5.3% |
39.2 |
2.1% |
59% |
True |
False |
6,636 |
| 10 |
1,915.1 |
1,806.5 |
108.6 |
5.8% |
31.2 |
1.7% |
63% |
True |
False |
3,528 |
| 20 |
1,915.1 |
1,705.7 |
209.4 |
11.2% |
34.5 |
1.8% |
81% |
True |
False |
1,923 |
| 40 |
1,915.1 |
1,656.1 |
259.0 |
13.8% |
34.4 |
1.8% |
84% |
True |
False |
1,044 |
| 60 |
1,915.1 |
1,656.1 |
259.0 |
13.8% |
32.6 |
1.7% |
84% |
True |
False |
746 |
| 80 |
1,970.8 |
1,656.1 |
314.7 |
16.8% |
28.9 |
1.5% |
69% |
False |
False |
561 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
21.2% |
27.3 |
1.5% |
55% |
False |
False |
449 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
21.2% |
25.2 |
1.3% |
55% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.0 |
|
2.618 |
2,025.3 |
|
1.618 |
1,983.2 |
|
1.000 |
1,957.2 |
|
0.618 |
1,941.1 |
|
HIGH |
1,915.1 |
|
0.618 |
1,899.0 |
|
0.500 |
1,894.1 |
|
0.382 |
1,889.1 |
|
LOW |
1,873.0 |
|
0.618 |
1,847.0 |
|
1.000 |
1,830.9 |
|
1.618 |
1,804.9 |
|
2.618 |
1,762.8 |
|
4.250 |
1,694.1 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.1 |
1,894.1 |
| PP |
1,887.5 |
1,887.5 |
| S1 |
1,881.0 |
1,881.0 |
|