Trading Metrics calculated at close of trading on 13-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,625.00 |
4,649.00 |
24.00 |
0.5% |
4,603.25 |
High |
4,649.75 |
4,711.75 |
62.00 |
1.3% |
4,613.75 |
Low |
4,610.50 |
4,645.00 |
34.50 |
0.7% |
4,548.75 |
Close |
4,645.75 |
4,708.25 |
62.50 |
1.3% |
4,607.50 |
Range |
39.25 |
66.75 |
27.50 |
70.1% |
65.00 |
ATR |
43.02 |
44.72 |
1.69 |
3.9% |
0.00 |
Volume |
1,052,077 |
739,684 |
-312,393 |
-29.7% |
9,669,563 |
|
Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,888.50 |
4,865.25 |
4,745.00 |
|
R3 |
4,821.75 |
4,798.50 |
4,726.50 |
|
R2 |
4,755.00 |
4,755.00 |
4,720.50 |
|
R1 |
4,731.75 |
4,731.75 |
4,714.25 |
4,743.50 |
PP |
4,688.25 |
4,688.25 |
4,688.25 |
4,694.25 |
S1 |
4,665.00 |
4,665.00 |
4,702.25 |
4,676.50 |
S2 |
4,621.50 |
4,621.50 |
4,696.00 |
|
S3 |
4,554.75 |
4,598.25 |
4,690.00 |
|
S4 |
4,488.00 |
4,531.50 |
4,671.50 |
|
|
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 |
4,711.75 |
4,548.75 |
163.00 |
3.5% |
46.50 |
1.0% |
98% |
True |
False |
1,515,355 |
10 |
4,711.75 |
4,544.75 |
167.00 |
3.5% |
44.00 |
0.9% |
98% |
True |
False |
1,709,497 |
20 |
4,711.75 |
4,501.75 |
210.00 |
4.5% |
37.25 |
0.8% |
98% |
True |
False |
1,497,429 |
40 |
4,711.75 |
4,122.25 |
589.50 |
12.5% |
48.75 |
1.0% |
99% |
True |
False |
1,701,565 |
60 |
4,711.75 |
4,122.25 |
589.50 |
12.5% |
54.00 |
1.1% |
99% |
True |
False |
1,752,062 |
80 |
4,711.75 |
4,122.25 |
589.50 |
12.5% |
52.50 |
1.1% |
99% |
True |
False |
1,476,325 |
100 |
4,711.75 |
4,122.25 |
589.50 |
12.5% |
52.00 |
1.1% |
99% |
True |
False |
1,181,803 |
120 |
4,711.75 |
4,122.25 |
589.50 |
12.5% |
49.75 |
1.1% |
99% |
True |
False |
985,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,995.50 |
2.618 |
4,886.50 |
1.618 |
4,819.75 |
1.000 |
4,778.50 |
0.618 |
4,753.00 |
HIGH |
4,711.75 |
0.618 |
4,686.25 |
0.500 |
4,678.50 |
0.382 |
4,670.50 |
LOW |
4,645.00 |
0.618 |
4,603.75 |
1.000 |
4,578.25 |
1.618 |
4,537.00 |
2.618 |
4,470.25 |
4.250 |
4,361.25 |
|
|
Fisher Pivots for day following 13-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,698.25 |
4,690.75 |
PP |
4,688.25 |
4,673.25 |
S1 |
4,678.50 |
4,655.50 |
|