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 |
2,004.52 |
1,981.82 |
-22.70 |
-1.1% |
2,070.75 |
High |
2,007.32 |
1,991.52 |
-15.80 |
-0.8% |
2,122.65 |
Low |
1,976.80 |
1,977.87 |
1.07 |
0.1% |
1,996.04 |
Close |
1,981.80 |
1,979.52 |
-2.28 |
-0.1% |
2,004.12 |
Range |
30.52 |
13.65 |
-16.87 |
-55.3% |
126.61 |
ATR |
26.21 |
25.31 |
-0.90 |
-3.4% |
0.00 |
Volume |
5,439 |
5,738 |
299 |
5.5% |
25,758 |
|
Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.92 |
2,015.37 |
1,987.03 |
|
R3 |
2,010.27 |
2,001.72 |
1,983.27 |
|
R2 |
1,996.62 |
1,996.62 |
1,982.02 |
|
R1 |
1,988.07 |
1,988.07 |
1,980.77 |
1,985.52 |
PP |
1,982.97 |
1,982.97 |
1,982.97 |
1,981.70 |
S1 |
1,974.42 |
1,974.42 |
1,978.27 |
1,971.87 |
S2 |
1,969.32 |
1,969.32 |
1,977.02 |
|
S3 |
1,955.67 |
1,960.77 |
1,975.77 |
|
S4 |
1,942.02 |
1,947.12 |
1,972.01 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,420.77 |
2,339.05 |
2,073.76 |
|
R3 |
2,294.16 |
2,212.44 |
2,038.94 |
|
R2 |
2,167.55 |
2,167.55 |
2,027.33 |
|
R1 |
2,085.83 |
2,085.83 |
2,015.73 |
2,063.39 |
PP |
2,040.94 |
2,040.94 |
2,040.94 |
2,029.71 |
S1 |
1,959.22 |
1,959.22 |
1,992.51 |
1,936.78 |
S2 |
1,914.33 |
1,914.33 |
1,980.91 |
|
S3 |
1,787.72 |
1,832.61 |
1,969.30 |
|
S4 |
1,661.11 |
1,706.00 |
1,934.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,038.55 |
1,976.80 |
61.75 |
3.1% |
23.07 |
1.2% |
4% |
False |
False |
5,450 |
10 |
2,122.65 |
1,976.80 |
145.85 |
7.4% |
30.55 |
1.5% |
2% |
False |
False |
5,319 |
20 |
2,122.65 |
1,944.08 |
178.57 |
9.0% |
25.39 |
1.3% |
20% |
False |
False |
5,446 |
40 |
2,122.65 |
1,912.83 |
209.82 |
10.6% |
23.10 |
1.2% |
32% |
False |
False |
5,500 |
60 |
2,122.65 |
1,812.39 |
310.26 |
15.7% |
22.05 |
1.1% |
54% |
False |
False |
5,549 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.7% |
19.76 |
1.0% |
54% |
False |
False |
5,612 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.7% |
18.94 |
1.0% |
54% |
False |
False |
5,636 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.7% |
18.75 |
0.9% |
54% |
False |
False |
5,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.53 |
2.618 |
2,027.26 |
1.618 |
2,013.61 |
1.000 |
2,005.17 |
0.618 |
1,999.96 |
HIGH |
1,991.52 |
0.618 |
1,986.31 |
0.500 |
1,984.70 |
0.382 |
1,983.08 |
LOW |
1,977.87 |
0.618 |
1,969.43 |
1.000 |
1,964.22 |
1.618 |
1,955.78 |
2.618 |
1,942.13 |
4.250 |
1,919.86 |
|
|
Fisher Pivots for day following 12-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
1,984.70 |
2,005.12 |
PP |
1,982.97 |
1,996.58 |
S1 |
1,981.25 |
1,988.05 |
|