| 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 |
2,029.2 |
2,031.7 |
2.5 |
0.1% |
2,075.3 |
| High |
2,034.9 |
2,033.1 |
-1.8 |
-0.1% |
2,130.2 |
| Low |
2,024.0 |
1,995.0 |
-29.0 |
-1.4% |
1,995.0 |
| Close |
2,029.9 |
1,998.3 |
-31.6 |
-1.6% |
1,998.3 |
| Range |
10.9 |
38.1 |
27.2 |
249.5% |
135.2 |
| ATR |
27.4 |
28.1 |
0.8 |
2.8% |
0.0 |
| Volume |
67 |
449 |
382 |
570.1% |
2,293 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.1 |
2,098.8 |
2,019.3 |
|
| R3 |
2,085.0 |
2,060.7 |
2,008.8 |
|
| R2 |
2,046.9 |
2,046.9 |
2,005.3 |
|
| R1 |
2,022.6 |
2,022.6 |
2,001.8 |
2,015.7 |
| PP |
2,008.8 |
2,008.8 |
2,008.8 |
2,005.4 |
| S1 |
1,984.5 |
1,984.5 |
1,994.8 |
1,977.6 |
| S2 |
1,970.7 |
1,970.7 |
1,991.3 |
|
| S3 |
1,932.6 |
1,946.4 |
1,987.8 |
|
| S4 |
1,894.5 |
1,908.3 |
1,977.3 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.8 |
2,357.7 |
2,072.7 |
|
| R3 |
2,311.6 |
2,222.5 |
2,035.5 |
|
| R2 |
2,176.4 |
2,176.4 |
2,023.1 |
|
| R1 |
2,087.3 |
2,087.3 |
2,010.7 |
2,064.3 |
| PP |
2,041.2 |
2,041.2 |
2,041.2 |
2,029.6 |
| S1 |
1,952.1 |
1,952.1 |
1,985.9 |
1,929.1 |
| S2 |
1,906.0 |
1,906.0 |
1,973.5 |
|
| S3 |
1,770.8 |
1,816.9 |
1,961.1 |
|
| S4 |
1,635.6 |
1,681.7 |
1,923.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,130.2 |
1,995.0 |
135.2 |
6.8% |
40.4 |
2.0% |
2% |
False |
True |
458 |
| 10 |
2,130.2 |
1,995.0 |
135.2 |
6.8% |
31.9 |
1.6% |
2% |
False |
True |
44,661 |
| 20 |
2,130.2 |
1,935.6 |
194.6 |
9.7% |
27.7 |
1.4% |
32% |
False |
False |
116,285 |
| 40 |
2,130.2 |
1,881.5 |
248.7 |
12.4% |
27.2 |
1.4% |
47% |
False |
False |
165,887 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.3% |
24.4 |
1.2% |
57% |
False |
False |
174,647 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.3% |
22.2 |
1.1% |
57% |
False |
False |
168,367 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.3% |
21.6 |
1.1% |
57% |
False |
False |
160,218 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.3% |
21.2 |
1.1% |
57% |
False |
False |
137,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.0 |
|
2.618 |
2,132.8 |
|
1.618 |
2,094.7 |
|
1.000 |
2,071.2 |
|
0.618 |
2,056.6 |
|
HIGH |
2,033.1 |
|
0.618 |
2,018.5 |
|
0.500 |
2,014.1 |
|
0.382 |
2,009.6 |
|
LOW |
1,995.0 |
|
0.618 |
1,971.5 |
|
1.000 |
1,956.9 |
|
1.618 |
1,933.4 |
|
2.618 |
1,895.3 |
|
4.250 |
1,833.1 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.1 |
2,015.4 |
| PP |
2,008.8 |
2,009.7 |
| S1 |
2,003.6 |
2,004.0 |
|