| 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 |
2,082.7 |
2,083.0 |
0.3 |
0.0% |
2,135.0 |
| High |
2,095.2 |
2,088.1 |
-7.1 |
-0.3% |
2,191.2 |
| Low |
2,075.8 |
2,049.8 |
-26.0 |
-1.3% |
2,049.8 |
| Close |
2,085.5 |
2,053.7 |
-31.8 |
-1.5% |
2,053.7 |
| Range |
19.4 |
38.3 |
18.9 |
97.4% |
141.4 |
| ATR |
27.7 |
28.5 |
0.8 |
2.7% |
0.0 |
| Volume |
3,898 |
4,789 |
891 |
22.9% |
20,003 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.8 |
2,154.5 |
2,074.8 |
|
| R3 |
2,140.5 |
2,116.2 |
2,064.2 |
|
| R2 |
2,102.2 |
2,102.2 |
2,060.7 |
|
| R1 |
2,077.9 |
2,077.9 |
2,057.2 |
2,070.9 |
| PP |
2,063.9 |
2,063.9 |
2,063.9 |
2,060.4 |
| S1 |
2,039.6 |
2,039.6 |
2,050.2 |
2,032.6 |
| S2 |
2,025.6 |
2,025.6 |
2,046.7 |
|
| S3 |
1,987.3 |
2,001.3 |
2,043.2 |
|
| S4 |
1,949.0 |
1,963.0 |
2,032.6 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.4 |
2,429.5 |
2,131.5 |
|
| R3 |
2,381.0 |
2,288.1 |
2,092.6 |
|
| R2 |
2,239.6 |
2,239.6 |
2,079.6 |
|
| R1 |
2,146.7 |
2,146.7 |
2,066.7 |
2,122.5 |
| PP |
2,098.2 |
2,098.2 |
2,098.2 |
2,086.1 |
| S1 |
2,005.3 |
2,005.3 |
2,040.7 |
1,981.1 |
| S2 |
1,956.8 |
1,956.8 |
2,027.8 |
|
| S3 |
1,815.4 |
1,863.9 |
2,014.8 |
|
| S4 |
1,674.0 |
1,722.5 |
1,975.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,191.2 |
2,049.8 |
141.4 |
6.9% |
43.5 |
2.1% |
3% |
False |
True |
4,000 |
| 10 |
2,191.2 |
2,049.8 |
141.4 |
6.9% |
33.5 |
1.6% |
3% |
False |
True |
3,155 |
| 20 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
27.7 |
1.4% |
30% |
False |
False |
2,802 |
| 40 |
2,191.2 |
1,940.0 |
251.2 |
12.2% |
26.2 |
1.3% |
45% |
False |
False |
2,754 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
23.1 |
1.1% |
56% |
False |
False |
2,117 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
20.7 |
1.0% |
56% |
False |
False |
1,683 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
19.6 |
1.0% |
56% |
False |
False |
1,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.9 |
|
2.618 |
2,188.4 |
|
1.618 |
2,150.1 |
|
1.000 |
2,126.4 |
|
0.618 |
2,111.8 |
|
HIGH |
2,088.1 |
|
0.618 |
2,073.5 |
|
0.500 |
2,069.0 |
|
0.382 |
2,064.4 |
|
LOW |
2,049.8 |
|
0.618 |
2,026.1 |
|
1.000 |
2,011.5 |
|
1.618 |
1,987.8 |
|
2.618 |
1,949.5 |
|
4.250 |
1,887.0 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.0 |
2,072.5 |
| PP |
2,063.9 |
2,066.2 |
| S1 |
2,058.8 |
2,060.0 |
|