| 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 |
16,017.50 |
16,093.00 |
75.50 |
0.5% |
16,022.00 |
| High |
16,118.75 |
16,248.00 |
129.25 |
0.8% |
16,118.75 |
| Low |
15,888.25 |
16,045.50 |
157.25 |
1.0% |
15,721.25 |
| Close |
16,098.25 |
16,237.00 |
138.75 |
0.9% |
16,098.25 |
| Range |
230.50 |
202.50 |
-28.00 |
-12.1% |
397.50 |
| ATR |
224.75 |
223.16 |
-1.59 |
-0.7% |
0.00 |
| Volume |
588,926 |
394,184 |
-194,742 |
-33.1% |
3,301,339 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,784.25 |
16,713.25 |
16,348.50 |
|
| R3 |
16,581.75 |
16,510.75 |
16,292.75 |
|
| R2 |
16,379.25 |
16,379.25 |
16,274.00 |
|
| R1 |
16,308.25 |
16,308.25 |
16,255.50 |
16,343.75 |
| PP |
16,176.75 |
16,176.75 |
16,176.75 |
16,194.50 |
| S1 |
16,105.75 |
16,105.75 |
16,218.50 |
16,141.25 |
| S2 |
15,974.25 |
15,974.25 |
16,200.00 |
|
| S3 |
15,771.75 |
15,903.25 |
16,181.25 |
|
| S4 |
15,569.25 |
15,700.75 |
16,125.50 |
|
|
| 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 |
16,248.00 |
15,761.25 |
486.75 |
3.0% |
228.75 |
1.4% |
98% |
True |
False |
594,900 |
| 10 |
16,248.00 |
15,721.25 |
526.75 |
3.2% |
219.75 |
1.4% |
98% |
True |
False |
624,390 |
| 20 |
16,248.00 |
15,465.25 |
782.75 |
4.8% |
206.00 |
1.3% |
99% |
True |
False |
593,677 |
| 40 |
16,248.00 |
14,140.25 |
2,107.75 |
13.0% |
233.25 |
1.4% |
99% |
True |
False |
663,508 |
| 60 |
16,248.00 |
14,140.25 |
2,107.75 |
13.0% |
243.25 |
1.5% |
99% |
True |
False |
670,303 |
| 80 |
16,248.00 |
14,140.25 |
2,107.75 |
13.0% |
244.75 |
1.5% |
99% |
True |
False |
547,802 |
| 100 |
16,248.00 |
14,140.25 |
2,107.75 |
13.0% |
244.75 |
1.5% |
99% |
True |
False |
438,664 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.1% |
241.50 |
1.5% |
99% |
False |
False |
365,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,108.50 |
|
2.618 |
16,778.25 |
|
1.618 |
16,575.75 |
|
1.000 |
16,450.50 |
|
0.618 |
16,373.25 |
|
HIGH |
16,248.00 |
|
0.618 |
16,170.75 |
|
0.500 |
16,146.75 |
|
0.382 |
16,122.75 |
|
LOW |
16,045.50 |
|
0.618 |
15,920.25 |
|
1.000 |
15,843.00 |
|
1.618 |
15,717.75 |
|
2.618 |
15,515.25 |
|
4.250 |
15,185.00 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,207.00 |
16,164.50 |
| PP |
16,176.75 |
16,092.00 |
| S1 |
16,146.75 |
16,019.50 |
|