Trading Metrics calculated at close of trading on 08-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,556.00 |
4,586.50 |
30.50 |
0.7% |
4,603.25 |
High |
4,596.00 |
4,613.75 |
17.75 |
0.4% |
4,613.75 |
Low |
4,548.75 |
4,561.75 |
13.00 |
0.3% |
4,548.75 |
Close |
4,589.50 |
4,607.50 |
18.00 |
0.4% |
4,607.50 |
Range |
47.25 |
52.00 |
4.75 |
10.1% |
65.00 |
ATR |
43.93 |
44.51 |
0.58 |
1.3% |
0.00 |
Volume |
1,832,361 |
2,289,425 |
457,064 |
24.9% |
9,669,563 |
|
Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,750.25 |
4,731.00 |
4,636.00 |
|
R3 |
4,698.25 |
4,679.00 |
4,621.75 |
|
R2 |
4,646.25 |
4,646.25 |
4,617.00 |
|
R1 |
4,627.00 |
4,627.00 |
4,612.25 |
4,636.50 |
PP |
4,594.25 |
4,594.25 |
4,594.25 |
4,599.25 |
S1 |
4,575.00 |
4,575.00 |
4,602.75 |
4,584.50 |
S2 |
4,542.25 |
4,542.25 |
4,598.00 |
|
S3 |
4,490.25 |
4,523.00 |
4,593.25 |
|
S4 |
4,438.25 |
4,471.00 |
4,579.00 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,785.00 |
4,761.25 |
4,643.25 |
|
R3 |
4,720.00 |
4,696.25 |
4,625.50 |
|
R2 |
4,655.00 |
4,655.00 |
4,619.50 |
|
R1 |
4,631.25 |
4,631.25 |
4,613.50 |
4,643.00 |
PP |
4,590.00 |
4,590.00 |
4,590.00 |
4,596.00 |
S1 |
4,566.25 |
4,566.25 |
4,601.50 |
4,578.00 |
S2 |
4,525.00 |
4,525.00 |
4,595.50 |
|
S3 |
4,460.00 |
4,501.25 |
4,589.50 |
|
S4 |
4,395.00 |
4,436.25 |
4,571.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,613.75 |
4,548.75 |
65.00 |
1.4% |
45.25 |
1.0% |
90% |
True |
False |
1,933,912 |
10 |
4,613.75 |
4,544.75 |
69.00 |
1.5% |
39.75 |
0.9% |
91% |
True |
False |
1,779,771 |
20 |
4,613.75 |
4,354.25 |
259.50 |
5.6% |
41.25 |
0.9% |
98% |
True |
False |
1,571,181 |
40 |
4,613.75 |
4,122.25 |
491.50 |
10.7% |
50.00 |
1.1% |
99% |
True |
False |
1,757,885 |
60 |
4,613.75 |
4,122.25 |
491.50 |
10.7% |
54.00 |
1.2% |
99% |
True |
False |
1,767,880 |
80 |
4,613.75 |
4,122.25 |
491.50 |
10.7% |
52.75 |
1.1% |
99% |
True |
False |
1,433,320 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.2% |
51.75 |
1.1% |
86% |
False |
False |
1,147,346 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.2% |
49.50 |
1.1% |
86% |
False |
False |
956,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,834.75 |
2.618 |
4,750.00 |
1.618 |
4,698.00 |
1.000 |
4,665.75 |
0.618 |
4,646.00 |
HIGH |
4,613.75 |
0.618 |
4,594.00 |
0.500 |
4,587.75 |
0.382 |
4,581.50 |
LOW |
4,561.75 |
0.618 |
4,529.50 |
1.000 |
4,509.75 |
1.618 |
4,477.50 |
2.618 |
4,425.50 |
4.250 |
4,340.75 |
|
|
Fisher Pivots for day following 08-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,601.00 |
4,598.75 |
PP |
4,594.25 |
4,590.00 |
S1 |
4,587.75 |
4,581.25 |
|