| 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 |
2,031.7 |
2,004.1 |
-27.6 |
-1.4% |
2,075.3 |
| High |
2,033.1 |
2,004.2 |
-28.9 |
-1.4% |
2,130.2 |
| Low |
1,995.0 |
1,977.2 |
-17.8 |
-0.9% |
1,995.0 |
| Close |
1,998.3 |
1,978.0 |
-20.3 |
-1.0% |
1,998.3 |
| Range |
38.1 |
27.0 |
-11.1 |
-29.1% |
135.2 |
| ATR |
28.1 |
28.0 |
-0.1 |
-0.3% |
0.0 |
| Volume |
449 |
651 |
202 |
45.0% |
2,293 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.5 |
2,049.7 |
1,992.9 |
|
| R3 |
2,040.5 |
2,022.7 |
1,985.4 |
|
| R2 |
2,013.5 |
2,013.5 |
1,983.0 |
|
| R1 |
1,995.7 |
1,995.7 |
1,980.5 |
1,991.1 |
| PP |
1,986.5 |
1,986.5 |
1,986.5 |
1,984.2 |
| S1 |
1,968.7 |
1,968.7 |
1,975.5 |
1,964.1 |
| S2 |
1,959.5 |
1,959.5 |
1,973.1 |
|
| S3 |
1,932.5 |
1,941.7 |
1,970.6 |
|
| S4 |
1,905.5 |
1,914.7 |
1,963.2 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.8 |
2,357.7 |
2,072.7 |
|
| R3 |
2,311.6 |
2,222.5 |
2,035.5 |
|
| R2 |
2,176.4 |
2,176.4 |
2,023.1 |
|
| R1 |
2,087.3 |
2,087.3 |
2,010.7 |
2,064.3 |
| PP |
2,041.2 |
2,041.2 |
2,041.2 |
2,029.6 |
| S1 |
1,952.1 |
1,952.1 |
1,985.9 |
1,929.1 |
| S2 |
1,906.0 |
1,906.0 |
1,973.5 |
|
| S3 |
1,770.8 |
1,816.9 |
1,961.1 |
|
| S4 |
1,635.6 |
1,681.7 |
1,923.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,037.0 |
1,977.2 |
59.8 |
3.0% |
23.9 |
1.2% |
1% |
False |
True |
374 |
| 10 |
2,130.2 |
1,977.2 |
153.0 |
7.7% |
32.9 |
1.7% |
1% |
False |
True |
19,601 |
| 20 |
2,130.2 |
1,935.6 |
194.6 |
9.8% |
27.6 |
1.4% |
22% |
False |
False |
104,836 |
| 40 |
2,130.2 |
1,921.2 |
209.0 |
10.6% |
26.2 |
1.3% |
27% |
False |
False |
158,079 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
24.5 |
1.2% |
50% |
False |
False |
171,329 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
22.3 |
1.1% |
50% |
False |
False |
166,471 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
21.7 |
1.1% |
50% |
False |
False |
159,873 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
21.3 |
1.1% |
50% |
False |
False |
137,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.0 |
|
2.618 |
2,074.9 |
|
1.618 |
2,047.9 |
|
1.000 |
2,031.2 |
|
0.618 |
2,020.9 |
|
HIGH |
2,004.2 |
|
0.618 |
1,993.9 |
|
0.500 |
1,990.7 |
|
0.382 |
1,987.5 |
|
LOW |
1,977.2 |
|
0.618 |
1,960.5 |
|
1.000 |
1,950.2 |
|
1.618 |
1,933.5 |
|
2.618 |
1,906.5 |
|
4.250 |
1,862.5 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.7 |
2,006.1 |
| PP |
1,986.5 |
1,996.7 |
| S1 |
1,982.2 |
1,987.4 |
|