| 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 |
2,369.0400 |
2,216.3450 |
-152.6950 |
-6.4% |
2,091.5440 |
| High |
2,402.2510 |
2,242.7080 |
-159.5430 |
-6.6% |
2,390.1390 |
| Low |
2,159.4590 |
2,166.5280 |
7.0690 |
0.3% |
2,083.3560 |
| Close |
2,216.7970 |
2,172.8970 |
-43.9000 |
-2.0% |
2,369.5670 |
| Range |
242.7920 |
76.1800 |
-166.6120 |
-68.6% |
306.7830 |
| ATR |
104.0754 |
102.0829 |
-1.9925 |
-1.9% |
0.0000 |
| Volume |
3,072 |
202,665 |
199,593 |
6,497.2% |
975,889 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.5843 |
2,373.9207 |
2,214.7960 |
|
| R3 |
2,346.4043 |
2,297.7407 |
2,193.8465 |
|
| R2 |
2,270.2243 |
2,270.2243 |
2,186.8633 |
|
| R1 |
2,221.5607 |
2,221.5607 |
2,179.8802 |
2,207.8025 |
| PP |
2,194.0443 |
2,194.0443 |
2,194.0443 |
2,187.1653 |
| S1 |
2,145.3807 |
2,145.3807 |
2,165.9138 |
2,131.6225 |
| S2 |
2,117.8643 |
2,117.8643 |
2,158.9307 |
|
| S3 |
2,041.6843 |
2,069.2007 |
2,151.9475 |
|
| S4 |
1,965.5043 |
1,993.0207 |
2,130.9980 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3697 |
3,092.2513 |
2,538.2977 |
|
| R3 |
2,894.5867 |
2,785.4683 |
2,453.9323 |
|
| R2 |
2,587.8037 |
2,587.8037 |
2,425.8106 |
|
| R1 |
2,478.6853 |
2,478.6853 |
2,397.6888 |
2,533.2445 |
| PP |
2,281.0207 |
2,281.0207 |
2,281.0207 |
2,308.3003 |
| S1 |
2,171.9023 |
2,171.9023 |
2,341.4452 |
2,226.4615 |
| S2 |
1,974.2377 |
1,974.2377 |
2,313.3235 |
|
| S3 |
1,667.4547 |
1,865.1193 |
2,285.2017 |
|
| S4 |
1,360.6717 |
1,558.3363 |
2,200.8364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,402.2510 |
2,159.4590 |
242.7920 |
11.2% |
120.9726 |
5.6% |
6% |
False |
False |
183,137 |
| 10 |
2,402.2510 |
2,020.2850 |
381.9660 |
17.6% |
106.3127 |
4.9% |
40% |
False |
False |
165,484 |
| 20 |
2,402.2510 |
1,909.8580 |
492.3930 |
22.7% |
108.1700 |
5.0% |
53% |
False |
False |
178,747 |
| 40 |
2,402.2510 |
1,543.6780 |
858.5730 |
39.5% |
92.4550 |
4.3% |
73% |
False |
False |
182,137 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.5% |
77.5318 |
3.6% |
74% |
False |
False |
158,507 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.5% |
71.4760 |
3.3% |
74% |
False |
False |
154,797 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.5% |
65.9966 |
3.0% |
74% |
False |
False |
146,837 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.5% |
66.0916 |
3.0% |
74% |
False |
False |
143,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,566.4730 |
|
2.618 |
2,442.1472 |
|
1.618 |
2,365.9672 |
|
1.000 |
2,318.8880 |
|
0.618 |
2,289.7872 |
|
HIGH |
2,242.7080 |
|
0.618 |
2,213.6072 |
|
0.500 |
2,204.6180 |
|
0.382 |
2,195.6288 |
|
LOW |
2,166.5280 |
|
0.618 |
2,119.4488 |
|
1.000 |
2,090.3480 |
|
1.618 |
2,043.2688 |
|
2.618 |
1,967.0888 |
|
4.250 |
1,842.7630 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.6180 |
2,280.8550 |
| PP |
2,194.0443 |
2,244.8690 |
| S1 |
2,183.4707 |
2,208.8830 |
|