| 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 |
16,643.0 |
16,664.0 |
21.0 |
0.1% |
16,437.0 |
| High |
16,687.0 |
16,815.0 |
128.0 |
0.8% |
16,815.0 |
| Low |
16,612.0 |
16,645.0 |
33.0 |
0.2% |
16,406.0 |
| Close |
16,658.0 |
16,776.0 |
118.0 |
0.7% |
16,776.0 |
| Range |
75.0 |
170.0 |
95.0 |
126.7% |
409.0 |
| ATR |
150.1 |
151.5 |
1.4 |
0.9% |
0.0 |
| Volume |
52,942 |
73,015 |
20,073 |
37.9% |
324,240 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,255.3 |
17,185.7 |
16,869.5 |
|
| R3 |
17,085.3 |
17,015.7 |
16,822.8 |
|
| R2 |
16,915.3 |
16,915.3 |
16,807.2 |
|
| R1 |
16,845.7 |
16,845.7 |
16,791.6 |
16,880.5 |
| PP |
16,745.3 |
16,745.3 |
16,745.3 |
16,762.8 |
| S1 |
16,675.7 |
16,675.7 |
16,760.4 |
16,710.5 |
| S2 |
16,575.3 |
16,575.3 |
16,744.8 |
|
| S3 |
16,405.3 |
16,505.7 |
16,729.3 |
|
| S4 |
16,235.3 |
16,335.7 |
16,682.5 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,892.7 |
17,743.3 |
17,001.0 |
|
| R3 |
17,483.7 |
17,334.3 |
16,888.5 |
|
| R2 |
17,074.7 |
17,074.7 |
16,851.0 |
|
| R1 |
16,925.3 |
16,925.3 |
16,813.5 |
17,000.0 |
| PP |
16,665.7 |
16,665.7 |
16,665.7 |
16,703.0 |
| S1 |
16,516.3 |
16,516.3 |
16,738.5 |
16,591.0 |
| S2 |
16,256.7 |
16,256.7 |
16,701.0 |
|
| S3 |
15,847.7 |
16,107.3 |
16,663.5 |
|
| S4 |
15,438.7 |
15,698.3 |
16,551.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,815.0 |
16,406.0 |
409.0 |
2.4% |
136.2 |
0.8% |
90% |
True |
False |
64,848 |
| 10 |
16,815.0 |
15,948.0 |
867.0 |
5.2% |
137.4 |
0.8% |
96% |
True |
False |
59,454 |
| 20 |
16,815.0 |
15,228.0 |
1,587.0 |
9.5% |
138.1 |
0.8% |
98% |
True |
False |
56,112 |
| 40 |
16,815.0 |
14,666.0 |
2,149.0 |
12.8% |
162.8 |
1.0% |
98% |
True |
False |
61,309 |
| 60 |
16,815.0 |
14,666.0 |
2,149.0 |
12.8% |
174.5 |
1.0% |
98% |
True |
False |
63,161 |
| 80 |
16,815.0 |
14,666.0 |
2,149.0 |
12.8% |
164.1 |
1.0% |
98% |
True |
False |
49,431 |
| 100 |
16,815.0 |
14,666.0 |
2,149.0 |
12.8% |
145.9 |
0.9% |
98% |
True |
False |
39,547 |
| 120 |
16,815.0 |
14,666.0 |
2,149.0 |
12.8% |
138.1 |
0.8% |
98% |
True |
False |
32,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,537.5 |
|
2.618 |
17,260.1 |
|
1.618 |
17,090.1 |
|
1.000 |
16,985.0 |
|
0.618 |
16,920.1 |
|
HIGH |
16,815.0 |
|
0.618 |
16,750.1 |
|
0.500 |
16,730.0 |
|
0.382 |
16,709.9 |
|
LOW |
16,645.0 |
|
0.618 |
16,539.9 |
|
1.000 |
16,475.0 |
|
1.618 |
16,369.9 |
|
2.618 |
16,199.9 |
|
4.250 |
15,922.5 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,760.7 |
16,745.7 |
| PP |
16,745.3 |
16,715.3 |
| S1 |
16,730.0 |
16,685.0 |
|