| 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 |
2,083.0 |
2,057.7 |
-25.3 |
-1.2% |
2,135.0 |
| High |
2,088.1 |
2,062.5 |
-25.6 |
-1.2% |
2,191.2 |
| Low |
2,049.8 |
2,030.8 |
-19.0 |
-0.9% |
2,049.8 |
| Close |
2,053.7 |
2,032.7 |
-21.0 |
-1.0% |
2,053.7 |
| Range |
38.3 |
31.7 |
-6.6 |
-17.2% |
141.4 |
| ATR |
28.5 |
28.7 |
0.2 |
0.8% |
0.0 |
| Volume |
4,789 |
3,861 |
-928 |
-19.4% |
20,003 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.1 |
2,116.6 |
2,050.1 |
|
| R3 |
2,105.4 |
2,084.9 |
2,041.4 |
|
| R2 |
2,073.7 |
2,073.7 |
2,038.5 |
|
| R1 |
2,053.2 |
2,053.2 |
2,035.6 |
2,047.6 |
| PP |
2,042.0 |
2,042.0 |
2,042.0 |
2,039.2 |
| S1 |
2,021.5 |
2,021.5 |
2,029.8 |
2,015.9 |
| S2 |
2,010.3 |
2,010.3 |
2,026.9 |
|
| S3 |
1,978.6 |
1,989.8 |
2,024.0 |
|
| S4 |
1,946.9 |
1,958.1 |
2,015.3 |
|
|
| 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 |
2,098.2 |
2,030.8 |
67.4 |
3.3% |
27.2 |
1.3% |
3% |
False |
True |
3,690 |
| 10 |
2,191.2 |
2,030.8 |
160.4 |
7.9% |
35.1 |
1.7% |
1% |
False |
True |
3,335 |
| 20 |
2,191.2 |
1,994.8 |
196.4 |
9.7% |
27.9 |
1.4% |
19% |
False |
False |
2,767 |
| 40 |
2,191.2 |
1,980.8 |
210.4 |
10.4% |
25.5 |
1.3% |
25% |
False |
False |
2,784 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
23.4 |
1.1% |
49% |
False |
False |
2,174 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
20.9 |
1.0% |
49% |
False |
False |
1,729 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
19.8 |
1.0% |
49% |
False |
False |
1,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.2 |
|
2.618 |
2,145.5 |
|
1.618 |
2,113.8 |
|
1.000 |
2,094.2 |
|
0.618 |
2,082.1 |
|
HIGH |
2,062.5 |
|
0.618 |
2,050.4 |
|
0.500 |
2,046.7 |
|
0.382 |
2,042.9 |
|
LOW |
2,030.8 |
|
0.618 |
2,011.2 |
|
1.000 |
1,999.1 |
|
1.618 |
1,979.5 |
|
2.618 |
1,947.8 |
|
4.250 |
1,896.1 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.7 |
2,063.0 |
| PP |
2,042.0 |
2,052.9 |
| S1 |
2,037.4 |
2,042.8 |
|