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 |
4,586.50 |
4,607.75 |
21.25 |
0.5% |
4,603.25 |
High |
4,613.75 |
4,627.25 |
13.50 |
0.3% |
4,613.75 |
Low |
4,561.75 |
4,599.50 |
37.75 |
0.8% |
4,548.75 |
Close |
4,607.50 |
4,626.00 |
18.50 |
0.4% |
4,607.50 |
Range |
52.00 |
27.75 |
-24.25 |
-46.6% |
65.00 |
ATR |
44.51 |
43.31 |
-1.20 |
-2.7% |
0.00 |
Volume |
2,289,425 |
1,663,229 |
-626,196 |
-27.4% |
9,669,563 |
|
Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.75 |
4,691.25 |
4,641.25 |
|
R3 |
4,673.00 |
4,663.50 |
4,633.75 |
|
R2 |
4,645.25 |
4,645.25 |
4,631.00 |
|
R1 |
4,635.75 |
4,635.75 |
4,628.50 |
4,640.50 |
PP |
4,617.50 |
4,617.50 |
4,617.50 |
4,620.00 |
S1 |
4,608.00 |
4,608.00 |
4,623.50 |
4,612.75 |
S2 |
4,589.75 |
4,589.75 |
4,621.00 |
|
S3 |
4,562.00 |
4,580.25 |
4,618.25 |
|
S4 |
4,534.25 |
4,552.50 |
4,610.75 |
|
|
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 |
4,627.25 |
4,548.75 |
78.50 |
1.7% |
40.75 |
0.9% |
98% |
True |
False |
1,902,760 |
10 |
4,627.25 |
4,544.75 |
82.50 |
1.8% |
40.50 |
0.9% |
98% |
True |
False |
1,833,672 |
20 |
4,627.25 |
4,407.25 |
220.00 |
4.8% |
38.75 |
0.8% |
99% |
True |
False |
1,566,743 |
40 |
4,627.25 |
4,122.25 |
505.00 |
10.9% |
49.00 |
1.1% |
100% |
True |
False |
1,745,488 |
60 |
4,627.25 |
4,122.25 |
505.00 |
10.9% |
53.25 |
1.2% |
100% |
True |
False |
1,765,168 |
80 |
4,627.25 |
4,122.25 |
505.00 |
10.9% |
52.25 |
1.1% |
100% |
True |
False |
1,454,048 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.2% |
51.50 |
1.1% |
89% |
False |
False |
1,163,960 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.2% |
49.50 |
1.1% |
89% |
False |
False |
970,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,745.25 |
2.618 |
4,700.00 |
1.618 |
4,672.25 |
1.000 |
4,655.00 |
0.618 |
4,644.50 |
HIGH |
4,627.25 |
0.618 |
4,616.75 |
0.500 |
4,613.50 |
0.382 |
4,610.00 |
LOW |
4,599.50 |
0.618 |
4,582.25 |
1.000 |
4,571.75 |
1.618 |
4,554.50 |
2.618 |
4,526.75 |
4.250 |
4,481.50 |
|
|
Fisher Pivots for day following 11-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,621.75 |
4,613.25 |
PP |
4,617.50 |
4,600.75 |
S1 |
4,613.50 |
4,588.00 |
|