| 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 |
4,517.0 |
4,576.0 |
59.0 |
1.3% |
4,460.0 |
| High |
4,573.0 |
4,589.0 |
16.0 |
0.3% |
4,573.0 |
| Low |
4,516.0 |
4,558.0 |
42.0 |
0.9% |
4,445.0 |
| Close |
4,563.0 |
4,585.0 |
22.0 |
0.5% |
4,563.0 |
| Range |
57.0 |
31.0 |
-26.0 |
-45.6% |
128.0 |
| ATR |
39.8 |
39.2 |
-0.6 |
-1.6% |
0.0 |
| Volume |
623,149 |
1,364,850 |
741,701 |
119.0% |
1,016,649 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,670.3 |
4,658.7 |
4,602.1 |
|
| R3 |
4,639.3 |
4,627.7 |
4,593.5 |
|
| R2 |
4,608.3 |
4,608.3 |
4,590.7 |
|
| R1 |
4,596.7 |
4,596.7 |
4,587.8 |
4,602.5 |
| PP |
4,577.3 |
4,577.3 |
4,577.3 |
4,580.3 |
| S1 |
4,565.7 |
4,565.7 |
4,582.2 |
4,571.5 |
| S2 |
4,546.3 |
4,546.3 |
4,579.3 |
|
| S3 |
4,515.3 |
4,534.7 |
4,576.5 |
|
| S4 |
4,484.3 |
4,503.7 |
4,568.0 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,911.0 |
4,865.0 |
4,633.4 |
|
| R3 |
4,783.0 |
4,737.0 |
4,598.2 |
|
| R2 |
4,655.0 |
4,655.0 |
4,586.5 |
|
| R1 |
4,609.0 |
4,609.0 |
4,574.7 |
4,632.0 |
| PP |
4,527.0 |
4,527.0 |
4,527.0 |
4,538.5 |
| S1 |
4,481.0 |
4,481.0 |
4,551.3 |
4,504.0 |
| S2 |
4,399.0 |
4,399.0 |
4,539.5 |
|
| S3 |
4,271.0 |
4,353.0 |
4,527.8 |
|
| S4 |
4,143.0 |
4,225.0 |
4,492.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,589.0 |
4,447.0 |
142.0 |
3.1% |
40.0 |
0.9% |
97% |
True |
False |
470,152 |
| 10 |
4,589.0 |
4,370.0 |
219.0 |
4.8% |
35.7 |
0.8% |
98% |
True |
False |
250,079 |
| 20 |
4,589.0 |
4,251.0 |
338.0 |
7.4% |
31.2 |
0.7% |
99% |
True |
False |
126,387 |
| 40 |
4,589.0 |
4,034.0 |
555.0 |
12.1% |
37.0 |
0.8% |
99% |
True |
False |
64,318 |
| 60 |
4,589.0 |
4,034.0 |
555.0 |
12.1% |
38.6 |
0.8% |
99% |
True |
False |
43,125 |
| 80 |
4,589.0 |
4,034.0 |
555.0 |
12.1% |
31.4 |
0.7% |
99% |
True |
False |
32,396 |
| 100 |
4,589.0 |
4,034.0 |
555.0 |
12.1% |
25.6 |
0.6% |
99% |
True |
False |
25,917 |
| 120 |
4,589.0 |
4,034.0 |
555.0 |
12.1% |
21.3 |
0.5% |
99% |
True |
False |
21,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,720.8 |
|
2.618 |
4,670.2 |
|
1.618 |
4,639.2 |
|
1.000 |
4,620.0 |
|
0.618 |
4,608.2 |
|
HIGH |
4,589.0 |
|
0.618 |
4,577.2 |
|
0.500 |
4,573.5 |
|
0.382 |
4,569.8 |
|
LOW |
4,558.0 |
|
0.618 |
4,538.8 |
|
1.000 |
4,527.0 |
|
1.618 |
4,507.8 |
|
2.618 |
4,476.8 |
|
4.250 |
4,426.3 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,581.2 |
4,571.8 |
| PP |
4,577.3 |
4,558.7 |
| S1 |
4,573.5 |
4,545.5 |
|