| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,372.6980 |
2,369.0400 |
-3.6580 |
-0.2% |
2,091.5440 |
| High |
2,390.1390 |
2,402.2510 |
12.1120 |
0.5% |
2,390.1390 |
| Low |
2,340.1670 |
2,159.4590 |
-180.7080 |
-7.7% |
2,083.3560 |
| Close |
2,369.5670 |
2,216.7970 |
-152.7700 |
-6.4% |
2,369.5670 |
| Range |
49.9720 |
242.7920 |
192.8200 |
385.9% |
306.7830 |
| ATR |
93.4049 |
104.0754 |
10.6705 |
11.4% |
0.0000 |
| Volume |
214,896 |
3,072 |
-211,824 |
-98.6% |
975,889 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.8783 |
2,845.1297 |
2,350.3326 |
|
| R3 |
2,745.0863 |
2,602.3377 |
2,283.5648 |
|
| R2 |
2,502.2943 |
2,502.2943 |
2,261.3089 |
|
| R1 |
2,359.5457 |
2,359.5457 |
2,239.0529 |
2,309.5240 |
| PP |
2,259.5023 |
2,259.5023 |
2,259.5023 |
2,234.4915 |
| S1 |
2,116.7537 |
2,116.7537 |
2,194.5411 |
2,066.7320 |
| S2 |
2,016.7103 |
2,016.7103 |
2,172.2851 |
|
| S3 |
1,773.9183 |
1,873.9617 |
2,150.0292 |
|
| S4 |
1,531.1263 |
1,631.1697 |
2,083.2614 |
|
|
| 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 |
2,402.2510 |
2,159.4590 |
242.7920 |
11.0% |
129.1768 |
5.8% |
24% |
True |
True |
195,140 |
| 10 |
2,402.2510 |
1,996.0630 |
406.1880 |
18.3% |
106.6363 |
4.8% |
54% |
True |
False |
163,684 |
| 20 |
2,402.2510 |
1,909.8580 |
492.3930 |
22.2% |
109.2512 |
4.9% |
62% |
True |
False |
168,752 |
| 40 |
2,402.2510 |
1,543.6780 |
858.5730 |
38.7% |
92.7286 |
4.2% |
78% |
True |
False |
177,131 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
77.2490 |
3.5% |
79% |
True |
False |
155,154 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
72.4107 |
3.3% |
79% |
True |
False |
157,906 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
65.4385 |
3.0% |
79% |
True |
False |
144,819 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
65.9921 |
3.0% |
79% |
True |
False |
144,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,434.1170 |
|
2.618 |
3,037.8805 |
|
1.618 |
2,795.0885 |
|
1.000 |
2,645.0430 |
|
0.618 |
2,552.2965 |
|
HIGH |
2,402.2510 |
|
0.618 |
2,309.5045 |
|
0.500 |
2,280.8550 |
|
0.382 |
2,252.2055 |
|
LOW |
2,159.4590 |
|
0.618 |
2,009.4135 |
|
1.000 |
1,916.6670 |
|
1.618 |
1,766.6215 |
|
2.618 |
1,523.8295 |
|
4.250 |
1,127.5930 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.8550 |
2,280.8550 |
| PP |
2,259.5023 |
2,259.5023 |
| S1 |
2,238.1497 |
2,238.1497 |
|