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 |
4,607.75 |
4,625.00 |
17.25 |
0.4% |
4,603.25 |
High |
4,627.25 |
4,649.75 |
22.50 |
0.5% |
4,613.75 |
Low |
4,599.50 |
4,610.50 |
11.00 |
0.2% |
4,548.75 |
Close |
4,626.00 |
4,645.75 |
19.75 |
0.4% |
4,607.50 |
Range |
27.75 |
39.25 |
11.50 |
41.4% |
65.00 |
ATR |
43.31 |
43.02 |
-0.29 |
-0.7% |
0.00 |
Volume |
1,663,229 |
1,052,077 |
-611,152 |
-36.7% |
9,669,563 |
|
Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,753.00 |
4,738.75 |
4,667.25 |
|
R3 |
4,713.75 |
4,699.50 |
4,656.50 |
|
R2 |
4,674.50 |
4,674.50 |
4,653.00 |
|
R1 |
4,660.25 |
4,660.25 |
4,649.25 |
4,667.50 |
PP |
4,635.25 |
4,635.25 |
4,635.25 |
4,639.00 |
S1 |
4,621.00 |
4,621.00 |
4,642.25 |
4,628.00 |
S2 |
4,596.00 |
4,596.00 |
4,638.50 |
|
S3 |
4,556.75 |
4,581.75 |
4,635.00 |
|
S4 |
4,517.50 |
4,542.50 |
4,624.25 |
|
|
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 |
4,649.75 |
4,548.75 |
101.00 |
2.2% |
42.50 |
0.9% |
96% |
True |
False |
1,735,010 |
10 |
4,649.75 |
4,544.75 |
105.00 |
2.3% |
41.50 |
0.9% |
96% |
True |
False |
1,794,768 |
20 |
4,649.75 |
4,420.25 |
229.50 |
4.9% |
39.25 |
0.8% |
98% |
True |
False |
1,555,538 |
40 |
4,649.75 |
4,122.25 |
527.50 |
11.4% |
48.50 |
1.0% |
99% |
True |
False |
1,730,066 |
60 |
4,649.75 |
4,122.25 |
527.50 |
11.4% |
53.50 |
1.2% |
99% |
True |
False |
1,763,450 |
80 |
4,649.75 |
4,122.25 |
527.50 |
11.4% |
52.25 |
1.1% |
99% |
True |
False |
1,467,128 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.1% |
51.75 |
1.1% |
93% |
False |
False |
1,174,455 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.1% |
49.50 |
1.1% |
93% |
False |
False |
979,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,816.50 |
2.618 |
4,752.50 |
1.618 |
4,713.25 |
1.000 |
4,689.00 |
0.618 |
4,674.00 |
HIGH |
4,649.75 |
0.618 |
4,634.75 |
0.500 |
4,630.00 |
0.382 |
4,625.50 |
LOW |
4,610.50 |
0.618 |
4,586.25 |
1.000 |
4,571.25 |
1.618 |
4,547.00 |
2.618 |
4,507.75 |
4.250 |
4,443.75 |
|
|
Fisher Pivots for day following 12-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,640.50 |
4,632.50 |
PP |
4,635.25 |
4,619.00 |
S1 |
4,630.00 |
4,605.75 |
|