| 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 |
2,065.0 |
2,038.8 |
-26.2 |
-1.3% |
2,114.1 |
| High |
2,069.7 |
2,043.0 |
-26.7 |
-1.3% |
2,171.5 |
| Low |
2,029.9 |
2,010.6 |
-19.3 |
-1.0% |
2,029.9 |
| Close |
2,033.9 |
2,013.0 |
-20.9 |
-1.0% |
2,033.9 |
| Range |
39.8 |
32.4 |
-7.4 |
-18.6% |
141.6 |
| ATR |
29.0 |
29.3 |
0.2 |
0.8% |
0.0 |
| Volume |
10,061 |
10,540 |
479 |
4.8% |
54,819 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.4 |
2,098.6 |
2,030.8 |
|
| R3 |
2,087.0 |
2,066.2 |
2,021.9 |
|
| R2 |
2,054.6 |
2,054.6 |
2,018.9 |
|
| R1 |
2,033.8 |
2,033.8 |
2,016.0 |
2,028.0 |
| PP |
2,022.2 |
2,022.2 |
2,022.2 |
2,019.3 |
| S1 |
2,001.4 |
2,001.4 |
2,010.0 |
1,995.6 |
| S2 |
1,989.8 |
1,989.8 |
2,007.1 |
|
| S3 |
1,957.4 |
1,969.0 |
2,004.1 |
|
| S4 |
1,925.0 |
1,936.6 |
1,995.2 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.2 |
2,410.2 |
2,111.8 |
|
| R3 |
2,361.6 |
2,268.6 |
2,072.8 |
|
| R2 |
2,220.0 |
2,220.0 |
2,059.9 |
|
| R1 |
2,127.0 |
2,127.0 |
2,046.9 |
2,102.7 |
| PP |
2,078.4 |
2,078.4 |
2,078.4 |
2,066.3 |
| S1 |
1,985.4 |
1,985.4 |
2,020.9 |
1,961.1 |
| S2 |
1,936.8 |
1,936.8 |
2,007.9 |
|
| S3 |
1,795.2 |
1,843.8 |
1,995.0 |
|
| S4 |
1,653.6 |
1,702.2 |
1,956.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,078.8 |
2,010.6 |
68.2 |
3.4% |
28.4 |
1.4% |
4% |
False |
True |
9,178 |
| 10 |
2,171.5 |
2,010.6 |
160.9 |
8.0% |
36.2 |
1.8% |
1% |
False |
True |
9,088 |
| 20 |
2,171.5 |
1,975.1 |
196.4 |
9.8% |
28.4 |
1.4% |
19% |
False |
False |
6,540 |
| 40 |
2,171.5 |
1,961.6 |
209.9 |
10.4% |
25.7 |
1.3% |
24% |
False |
False |
4,733 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
23.7 |
1.2% |
49% |
False |
False |
3,858 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
21.2 |
1.1% |
49% |
False |
False |
3,063 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
20.3 |
1.0% |
49% |
False |
False |
2,553 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
19.6 |
1.0% |
49% |
False |
False |
2,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.7 |
|
2.618 |
2,127.8 |
|
1.618 |
2,095.4 |
|
1.000 |
2,075.4 |
|
0.618 |
2,063.0 |
|
HIGH |
2,043.0 |
|
0.618 |
2,030.6 |
|
0.500 |
2,026.8 |
|
0.382 |
2,023.0 |
|
LOW |
2,010.6 |
|
0.618 |
1,990.6 |
|
1.000 |
1,978.2 |
|
1.618 |
1,958.2 |
|
2.618 |
1,925.8 |
|
4.250 |
1,872.9 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.8 |
2,043.6 |
| PP |
2,022.2 |
2,033.4 |
| S1 |
2,017.6 |
2,023.2 |
|