| 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 |
2,004.1 |
1,984.2 |
-19.9 |
-1.0% |
2,075.3 |
| High |
2,004.2 |
1,994.2 |
-10.0 |
-0.5% |
2,130.2 |
| Low |
1,977.2 |
1,977.8 |
0.6 |
0.0% |
1,995.0 |
| Close |
1,978.0 |
1,977.8 |
-0.2 |
0.0% |
1,998.3 |
| Range |
27.0 |
16.4 |
-10.6 |
-39.3% |
135.2 |
| ATR |
28.0 |
27.2 |
-0.8 |
-3.0% |
0.0 |
| Volume |
651 |
95 |
-556 |
-85.4% |
2,293 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,032.5 |
2,021.5 |
1,986.8 |
|
| R3 |
2,016.1 |
2,005.1 |
1,982.3 |
|
| R2 |
1,999.7 |
1,999.7 |
1,980.8 |
|
| R1 |
1,988.7 |
1,988.7 |
1,979.3 |
1,986.0 |
| PP |
1,983.3 |
1,983.3 |
1,983.3 |
1,981.9 |
| S1 |
1,972.3 |
1,972.3 |
1,976.3 |
1,969.6 |
| S2 |
1,966.9 |
1,966.9 |
1,974.8 |
|
| S3 |
1,950.5 |
1,955.9 |
1,973.3 |
|
| S4 |
1,934.1 |
1,939.5 |
1,968.8 |
|
|
| 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 |
2,035.8 |
1,977.2 |
58.6 |
3.0% |
21.8 |
1.1% |
1% |
False |
False |
335 |
| 10 |
2,130.2 |
1,977.2 |
153.0 |
7.7% |
31.3 |
1.6% |
0% |
False |
False |
2,144 |
| 20 |
2,130.2 |
1,938.8 |
191.4 |
9.7% |
27.5 |
1.4% |
20% |
False |
False |
95,656 |
| 40 |
2,130.2 |
1,924.6 |
205.6 |
10.4% |
26.1 |
1.3% |
26% |
False |
False |
153,511 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
24.6 |
1.2% |
50% |
False |
False |
169,030 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
22.4 |
1.1% |
50% |
False |
False |
165,038 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
21.6 |
1.1% |
50% |
False |
False |
159,528 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
21.2 |
1.1% |
50% |
False |
False |
137,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,063.9 |
|
2.618 |
2,037.1 |
|
1.618 |
2,020.7 |
|
1.000 |
2,010.6 |
|
0.618 |
2,004.3 |
|
HIGH |
1,994.2 |
|
0.618 |
1,987.9 |
|
0.500 |
1,986.0 |
|
0.382 |
1,984.1 |
|
LOW |
1,977.8 |
|
0.618 |
1,967.7 |
|
1.000 |
1,961.4 |
|
1.618 |
1,951.3 |
|
2.618 |
1,934.9 |
|
4.250 |
1,908.1 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,986.0 |
2,005.2 |
| PP |
1,983.3 |
1,996.0 |
| S1 |
1,980.5 |
1,986.9 |
|