| 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 |
15,814.50 |
16,017.50 |
203.00 |
1.3% |
16,022.00 |
| High |
16,066.00 |
16,118.75 |
52.75 |
0.3% |
16,118.75 |
| Low |
15,791.00 |
15,888.25 |
97.25 |
0.6% |
15,721.25 |
| Close |
16,038.75 |
16,098.25 |
59.50 |
0.4% |
16,098.25 |
| Range |
275.00 |
230.50 |
-44.50 |
-16.2% |
397.50 |
| ATR |
224.31 |
224.75 |
0.44 |
0.2% |
0.00 |
| Volume |
632,326 |
588,926 |
-43,400 |
-6.9% |
3,301,339 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,726.50 |
16,643.00 |
16,225.00 |
|
| R3 |
16,496.00 |
16,412.50 |
16,161.75 |
|
| R2 |
16,265.50 |
16,265.50 |
16,140.50 |
|
| R1 |
16,182.00 |
16,182.00 |
16,119.50 |
16,223.75 |
| PP |
16,035.00 |
16,035.00 |
16,035.00 |
16,056.00 |
| S1 |
15,951.50 |
15,951.50 |
16,077.00 |
15,993.25 |
| S2 |
15,804.50 |
15,804.50 |
16,056.00 |
|
| S3 |
15,574.00 |
15,721.00 |
16,034.75 |
|
| S4 |
15,343.50 |
15,490.50 |
15,971.50 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,172.00 |
17,032.50 |
16,317.00 |
|
| R3 |
16,774.50 |
16,635.00 |
16,207.50 |
|
| R2 |
16,377.00 |
16,377.00 |
16,171.00 |
|
| R1 |
16,237.50 |
16,237.50 |
16,134.75 |
16,307.25 |
| PP |
15,979.50 |
15,979.50 |
15,979.50 |
16,014.25 |
| S1 |
15,840.00 |
15,840.00 |
16,061.75 |
15,909.75 |
| S2 |
15,582.00 |
15,582.00 |
16,025.50 |
|
| S3 |
15,184.50 |
15,442.50 |
15,989.00 |
|
| S4 |
14,787.00 |
15,045.00 |
15,879.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,118.75 |
15,721.25 |
397.50 |
2.5% |
249.25 |
1.5% |
95% |
True |
False |
660,267 |
| 10 |
16,208.50 |
15,721.25 |
487.25 |
3.0% |
214.50 |
1.3% |
77% |
False |
False |
635,227 |
| 20 |
16,208.50 |
15,207.25 |
1,001.25 |
6.2% |
216.00 |
1.3% |
89% |
False |
False |
607,949 |
| 40 |
16,208.50 |
14,140.25 |
2,068.25 |
12.8% |
235.75 |
1.5% |
95% |
False |
False |
673,078 |
| 60 |
16,208.50 |
14,140.25 |
2,068.25 |
12.8% |
246.00 |
1.5% |
95% |
False |
False |
675,546 |
| 80 |
16,208.50 |
14,140.25 |
2,068.25 |
12.8% |
245.75 |
1.5% |
95% |
False |
False |
542,905 |
| 100 |
16,208.50 |
14,140.25 |
2,068.25 |
12.8% |
246.50 |
1.5% |
95% |
False |
False |
434,738 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
242.25 |
1.5% |
92% |
False |
False |
362,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,098.50 |
|
2.618 |
16,722.25 |
|
1.618 |
16,491.75 |
|
1.000 |
16,349.25 |
|
0.618 |
16,261.25 |
|
HIGH |
16,118.75 |
|
0.618 |
16,030.75 |
|
0.500 |
16,003.50 |
|
0.382 |
15,976.25 |
|
LOW |
15,888.25 |
|
0.618 |
15,745.75 |
|
1.000 |
15,657.75 |
|
1.618 |
15,515.25 |
|
2.618 |
15,284.75 |
|
4.250 |
14,908.50 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,066.75 |
16,050.50 |
| PP |
16,035.00 |
16,002.75 |
| S1 |
16,003.50 |
15,955.00 |
|