| 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 |
16,664.0 |
16,815.0 |
151.0 |
0.9% |
16,437.0 |
| High |
16,815.0 |
16,842.0 |
27.0 |
0.2% |
16,815.0 |
| Low |
16,645.0 |
16,747.0 |
102.0 |
0.6% |
16,406.0 |
| Close |
16,776.0 |
16,831.0 |
55.0 |
0.3% |
16,776.0 |
| Range |
170.0 |
95.0 |
-75.0 |
-44.1% |
409.0 |
| ATR |
151.5 |
147.5 |
-4.0 |
-2.7% |
0.0 |
| Volume |
73,015 |
71,386 |
-1,629 |
-2.2% |
324,240 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,091.7 |
17,056.3 |
16,883.3 |
|
| R3 |
16,996.7 |
16,961.3 |
16,857.1 |
|
| R2 |
16,901.7 |
16,901.7 |
16,848.4 |
|
| R1 |
16,866.3 |
16,866.3 |
16,839.7 |
16,884.0 |
| PP |
16,806.7 |
16,806.7 |
16,806.7 |
16,815.5 |
| S1 |
16,771.3 |
16,771.3 |
16,822.3 |
16,789.0 |
| S2 |
16,711.7 |
16,711.7 |
16,813.6 |
|
| S3 |
16,616.7 |
16,676.3 |
16,804.9 |
|
| S4 |
16,521.7 |
16,581.3 |
16,778.8 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,892.7 |
17,743.3 |
17,001.0 |
|
| R3 |
17,483.7 |
17,334.3 |
16,888.5 |
|
| R2 |
17,074.7 |
17,074.7 |
16,851.0 |
|
| R1 |
16,925.3 |
16,925.3 |
16,813.5 |
17,000.0 |
| PP |
16,665.7 |
16,665.7 |
16,665.7 |
16,703.0 |
| S1 |
16,516.3 |
16,516.3 |
16,738.5 |
16,591.0 |
| S2 |
16,256.7 |
16,256.7 |
16,701.0 |
|
| S3 |
15,847.7 |
16,107.3 |
16,663.5 |
|
| S4 |
15,438.7 |
15,698.3 |
16,551.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,842.0 |
16,414.0 |
428.0 |
2.5% |
139.8 |
0.8% |
97% |
True |
False |
67,839 |
| 10 |
16,842.0 |
15,948.0 |
894.0 |
5.3% |
138.5 |
0.8% |
99% |
True |
False |
62,401 |
| 20 |
16,842.0 |
15,282.0 |
1,560.0 |
9.3% |
134.7 |
0.8% |
99% |
True |
False |
56,842 |
| 40 |
16,842.0 |
14,666.0 |
2,176.0 |
12.9% |
157.5 |
0.9% |
99% |
True |
False |
61,206 |
| 60 |
16,842.0 |
14,666.0 |
2,176.0 |
12.9% |
173.7 |
1.0% |
99% |
True |
False |
62,995 |
| 80 |
16,842.0 |
14,666.0 |
2,176.0 |
12.9% |
163.8 |
1.0% |
99% |
True |
False |
50,321 |
| 100 |
16,842.0 |
14,666.0 |
2,176.0 |
12.9% |
146.9 |
0.9% |
99% |
True |
False |
40,261 |
| 120 |
16,842.0 |
14,666.0 |
2,176.0 |
12.9% |
137.6 |
0.8% |
99% |
True |
False |
33,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,245.8 |
|
2.618 |
17,090.7 |
|
1.618 |
16,995.7 |
|
1.000 |
16,937.0 |
|
0.618 |
16,900.7 |
|
HIGH |
16,842.0 |
|
0.618 |
16,805.7 |
|
0.500 |
16,794.5 |
|
0.382 |
16,783.3 |
|
LOW |
16,747.0 |
|
0.618 |
16,688.3 |
|
1.000 |
16,652.0 |
|
1.618 |
16,593.3 |
|
2.618 |
16,498.3 |
|
4.250 |
16,343.3 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,818.8 |
16,796.3 |
| PP |
16,806.7 |
16,761.7 |
| S1 |
16,794.5 |
16,727.0 |
|