| 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 |
459.69 |
461.63 |
1.94 |
0.4% |
455.60 |
| High |
462.17 |
464.20 |
2.03 |
0.4% |
460.75 |
| Low |
459.47 |
460.60 |
1.13 |
0.2% |
454.31 |
| Close |
461.99 |
464.10 |
2.11 |
0.5% |
460.20 |
| Range |
2.70 |
3.60 |
0.90 |
33.3% |
6.44 |
| ATR |
3.88 |
3.86 |
-0.02 |
-0.5% |
0.00 |
| Volume |
65,002,200 |
68,327,600 |
3,325,400 |
5.1% |
361,538,600 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.77 |
472.53 |
466.08 |
|
| R3 |
470.17 |
468.93 |
465.09 |
|
| R2 |
466.57 |
466.57 |
464.76 |
|
| R1 |
465.33 |
465.33 |
464.43 |
465.95 |
| PP |
462.97 |
462.97 |
462.97 |
463.28 |
| S1 |
461.73 |
461.73 |
463.77 |
462.35 |
| S2 |
459.37 |
459.37 |
463.44 |
|
| S3 |
455.77 |
458.13 |
463.11 |
|
| S4 |
452.17 |
454.53 |
462.12 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477.72 |
475.40 |
463.74 |
|
| R3 |
471.29 |
468.96 |
461.97 |
|
| R2 |
464.85 |
464.85 |
461.38 |
|
| R1 |
462.53 |
462.53 |
460.79 |
463.69 |
| PP |
458.42 |
458.42 |
458.42 |
459.00 |
| S1 |
456.09 |
456.09 |
459.61 |
457.26 |
| S2 |
451.98 |
451.98 |
459.02 |
|
| S3 |
445.55 |
449.66 |
458.43 |
|
| S4 |
439.11 |
443.22 |
456.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
464.20 |
454.31 |
9.89 |
2.1% |
3.40 |
0.7% |
99% |
True |
False |
70,528,840 |
| 10 |
464.20 |
453.34 |
10.86 |
2.3% |
3.65 |
0.8% |
99% |
True |
False |
72,695,040 |
| 20 |
464.20 |
446.09 |
18.11 |
3.9% |
3.09 |
0.7% |
99% |
True |
False |
68,620,965 |
| 40 |
464.20 |
409.21 |
54.99 |
11.8% |
3.95 |
0.9% |
100% |
True |
False |
78,802,440 |
| 60 |
464.20 |
409.21 |
54.99 |
11.8% |
4.37 |
0.9% |
100% |
True |
False |
81,947,803 |
| 80 |
464.20 |
409.21 |
54.99 |
11.8% |
4.25 |
0.9% |
100% |
True |
False |
79,325,222 |
| 100 |
464.20 |
409.21 |
54.99 |
11.8% |
4.27 |
0.9% |
100% |
True |
False |
78,429,654 |
| 120 |
464.20 |
409.21 |
54.99 |
11.8% |
4.06 |
0.9% |
100% |
True |
False |
77,411,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
479.50 |
|
2.618 |
473.62 |
|
1.618 |
470.02 |
|
1.000 |
467.80 |
|
0.618 |
466.42 |
|
HIGH |
464.20 |
|
0.618 |
462.82 |
|
0.500 |
462.40 |
|
0.382 |
461.98 |
|
LOW |
460.60 |
|
0.618 |
458.38 |
|
1.000 |
457.00 |
|
1.618 |
454.78 |
|
2.618 |
451.18 |
|
4.250 |
445.30 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
463.53 |
462.97 |
| PP |
462.97 |
461.84 |
| S1 |
462.40 |
460.71 |
|