| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,248.2740 |
2,372.6980 |
124.4240 |
5.5% |
2,091.5440 |
| High |
2,382.2150 |
2,390.1390 |
7.9240 |
0.3% |
2,390.1390 |
| Low |
2,221.8090 |
2,340.1670 |
118.3580 |
5.3% |
2,083.3560 |
| Close |
2,372.2560 |
2,369.5670 |
-2.6890 |
-0.1% |
2,369.5670 |
| Range |
160.4060 |
49.9720 |
-110.4340 |
-68.8% |
306.7830 |
| ATR |
96.7459 |
93.4049 |
-3.3410 |
-3.5% |
0.0000 |
| Volume |
260,000 |
214,896 |
-45,104 |
-17.3% |
975,889 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.5403 |
2,493.0257 |
2,397.0516 |
|
| R3 |
2,466.5683 |
2,443.0537 |
2,383.3093 |
|
| R2 |
2,416.5963 |
2,416.5963 |
2,378.7285 |
|
| R1 |
2,393.0817 |
2,393.0817 |
2,374.1478 |
2,379.8530 |
| PP |
2,366.6243 |
2,366.6243 |
2,366.6243 |
2,360.0100 |
| S1 |
2,343.1097 |
2,343.1097 |
2,364.9862 |
2,329.8810 |
| S2 |
2,316.6523 |
2,316.6523 |
2,360.4055 |
|
| S3 |
2,266.6803 |
2,293.1377 |
2,355.8247 |
|
| S4 |
2,216.7083 |
2,243.1657 |
2,342.0824 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3697 |
3,092.2513 |
2,538.2977 |
|
| R3 |
2,894.5867 |
2,785.4683 |
2,453.9323 |
|
| R2 |
2,587.8037 |
2,587.8037 |
2,425.8106 |
|
| R1 |
2,478.6853 |
2,478.6853 |
2,397.6888 |
2,533.2445 |
| PP |
2,281.0207 |
2,281.0207 |
2,281.0207 |
2,308.3003 |
| S1 |
2,171.9023 |
2,171.9023 |
2,341.4452 |
2,226.4615 |
| S2 |
1,974.2377 |
1,974.2377 |
2,313.3235 |
|
| S3 |
1,667.4547 |
1,865.1193 |
2,285.2017 |
|
| S4 |
1,360.6717 |
1,558.3363 |
2,200.8364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,390.1390 |
2,083.3560 |
306.7830 |
12.9% |
118.5378 |
5.0% |
93% |
True |
False |
195,177 |
| 10 |
2,390.1390 |
1,986.4300 |
403.7090 |
17.0% |
93.2759 |
3.9% |
95% |
True |
False |
163,593 |
| 20 |
2,390.1390 |
1,909.8580 |
480.2810 |
20.3% |
100.9094 |
4.3% |
96% |
True |
False |
187,038 |
| 40 |
2,390.1390 |
1,533.6020 |
856.5370 |
36.1% |
87.3176 |
3.7% |
98% |
True |
False |
179,661 |
| 60 |
2,390.1390 |
1,523.0770 |
867.0620 |
36.6% |
73.5929 |
3.1% |
98% |
True |
False |
156,495 |
| 80 |
2,390.1390 |
1,523.0770 |
867.0620 |
36.6% |
70.6392 |
3.0% |
98% |
True |
False |
160,870 |
| 100 |
2,390.1390 |
1,523.0770 |
867.0620 |
36.6% |
63.5074 |
2.7% |
98% |
True |
False |
146,683 |
| 120 |
2,390.1390 |
1,523.0770 |
867.0620 |
36.6% |
64.9784 |
2.7% |
98% |
True |
False |
147,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,602.5200 |
|
2.618 |
2,520.9657 |
|
1.618 |
2,470.9937 |
|
1.000 |
2,440.1110 |
|
0.618 |
2,421.0217 |
|
HIGH |
2,390.1390 |
|
0.618 |
2,371.0497 |
|
0.500 |
2,365.1530 |
|
0.382 |
2,359.2563 |
|
LOW |
2,340.1670 |
|
0.618 |
2,309.2843 |
|
1.000 |
2,290.1950 |
|
1.618 |
2,259.3123 |
|
2.618 |
2,209.3403 |
|
4.250 |
2,127.7860 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,368.0957 |
2,348.3693 |
| PP |
2,366.6243 |
2,327.1717 |
| S1 |
2,365.1530 |
2,305.9740 |
|