| 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 |
2,057.7 |
2,040.1 |
-17.6 |
-0.9% |
2,135.0 |
| High |
2,062.5 |
2,050.9 |
-11.6 |
-0.6% |
2,191.2 |
| Low |
2,030.8 |
2,031.7 |
0.9 |
0.0% |
2,049.8 |
| Close |
2,032.7 |
2,032.1 |
-0.6 |
0.0% |
2,053.7 |
| Range |
31.7 |
19.2 |
-12.5 |
-39.4% |
141.4 |
| ATR |
28.7 |
28.0 |
-0.7 |
-2.4% |
0.0 |
| Volume |
3,861 |
4,602 |
741 |
19.2% |
20,003 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.8 |
2,083.2 |
2,042.7 |
|
| R3 |
2,076.6 |
2,064.0 |
2,037.4 |
|
| R2 |
2,057.4 |
2,057.4 |
2,035.6 |
|
| R1 |
2,044.8 |
2,044.8 |
2,033.9 |
2,041.5 |
| PP |
2,038.2 |
2,038.2 |
2,038.2 |
2,036.6 |
| S1 |
2,025.6 |
2,025.6 |
2,030.3 |
2,022.3 |
| S2 |
2,019.0 |
2,019.0 |
2,028.6 |
|
| S3 |
1,999.8 |
2,006.4 |
2,026.8 |
|
| S4 |
1,980.6 |
1,987.2 |
2,021.5 |
|
|
| 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 |
2,095.2 |
2,030.8 |
64.4 |
3.2% |
25.1 |
1.2% |
2% |
False |
False |
3,928 |
| 10 |
2,191.2 |
2,030.8 |
160.4 |
7.9% |
33.8 |
1.7% |
1% |
False |
False |
3,520 |
| 20 |
2,191.2 |
1,999.0 |
192.2 |
9.5% |
28.0 |
1.4% |
17% |
False |
False |
2,827 |
| 40 |
2,191.2 |
1,983.7 |
207.5 |
10.2% |
25.6 |
1.3% |
23% |
False |
False |
2,863 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
23.5 |
1.2% |
49% |
False |
False |
2,238 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
21.0 |
1.0% |
49% |
False |
False |
1,781 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
19.8 |
1.0% |
49% |
False |
False |
1,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.5 |
|
2.618 |
2,101.2 |
|
1.618 |
2,082.0 |
|
1.000 |
2,070.1 |
|
0.618 |
2,062.8 |
|
HIGH |
2,050.9 |
|
0.618 |
2,043.6 |
|
0.500 |
2,041.3 |
|
0.382 |
2,039.0 |
|
LOW |
2,031.7 |
|
0.618 |
2,019.8 |
|
1.000 |
2,012.5 |
|
1.618 |
2,000.6 |
|
2.618 |
1,981.4 |
|
4.250 |
1,950.1 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.3 |
2,059.5 |
| PP |
2,038.2 |
2,050.3 |
| S1 |
2,035.2 |
2,041.2 |
|