| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,038.8 |
2,016.8 |
-22.0 |
-1.1% |
2,114.1 |
| High |
2,043.0 |
2,031.3 |
-11.7 |
-0.6% |
2,171.5 |
| Low |
2,010.6 |
2,012.3 |
1.7 |
0.1% |
2,029.9 |
| Close |
2,013.0 |
2,012.5 |
-0.5 |
0.0% |
2,033.9 |
| Range |
32.4 |
19.0 |
-13.4 |
-41.4% |
141.6 |
| ATR |
29.3 |
28.5 |
-0.7 |
-2.5% |
0.0 |
| Volume |
10,540 |
5,787 |
-4,753 |
-45.1% |
54,819 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.7 |
2,063.1 |
2,023.0 |
|
| R3 |
2,056.7 |
2,044.1 |
2,017.7 |
|
| R2 |
2,037.7 |
2,037.7 |
2,016.0 |
|
| R1 |
2,025.1 |
2,025.1 |
2,014.2 |
2,021.9 |
| PP |
2,018.7 |
2,018.7 |
2,018.7 |
2,017.1 |
| S1 |
2,006.1 |
2,006.1 |
2,010.8 |
2,002.9 |
| S2 |
1,999.7 |
1,999.7 |
2,009.0 |
|
| S3 |
1,980.7 |
1,987.1 |
2,007.3 |
|
| S4 |
1,961.7 |
1,968.1 |
2,002.1 |
|
|
| 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 |
2,076.5 |
2,010.6 |
65.9 |
3.3% |
25.8 |
1.3% |
3% |
False |
False |
8,257 |
| 10 |
2,171.5 |
2,010.6 |
160.9 |
8.0% |
34.9 |
1.7% |
1% |
False |
False |
9,050 |
| 20 |
2,171.5 |
1,983.0 |
188.5 |
9.4% |
28.5 |
1.4% |
16% |
False |
False |
6,683 |
| 40 |
2,171.5 |
1,965.0 |
206.5 |
10.3% |
25.7 |
1.3% |
23% |
False |
False |
4,836 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
23.8 |
1.2% |
49% |
False |
False |
3,943 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
21.4 |
1.1% |
49% |
False |
False |
3,129 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
20.4 |
1.0% |
49% |
False |
False |
2,607 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
19.6 |
1.0% |
49% |
False |
False |
2,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,112.1 |
|
2.618 |
2,081.0 |
|
1.618 |
2,062.0 |
|
1.000 |
2,050.3 |
|
0.618 |
2,043.0 |
|
HIGH |
2,031.3 |
|
0.618 |
2,024.0 |
|
0.500 |
2,021.8 |
|
0.382 |
2,019.6 |
|
LOW |
2,012.3 |
|
0.618 |
2,000.6 |
|
1.000 |
1,993.3 |
|
1.618 |
1,981.6 |
|
2.618 |
1,962.6 |
|
4.250 |
1,931.6 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.8 |
2,040.2 |
| PP |
2,018.7 |
2,030.9 |
| S1 |
2,015.6 |
2,021.7 |
|