| 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 |
2,043.4 |
2,045.7 |
2.3 |
0.1% |
2,094.4 |
| High |
2,057.2 |
2,050.4 |
-6.8 |
-0.3% |
2,152.3 |
| Low |
2,036.6 |
2,010.6 |
-26.0 |
-1.3% |
2,010.6 |
| Close |
2,046.4 |
2,014.5 |
-31.9 |
-1.6% |
2,014.5 |
| Range |
20.6 |
39.8 |
19.2 |
93.2% |
141.7 |
| ATR |
29.0 |
29.8 |
0.8 |
2.7% |
0.0 |
| Volume |
173,977 |
237,289 |
63,312 |
36.4% |
1,153,258 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.6 |
2,119.3 |
2,036.4 |
|
| R3 |
2,104.8 |
2,079.5 |
2,025.4 |
|
| R2 |
2,065.0 |
2,065.0 |
2,021.8 |
|
| R1 |
2,039.7 |
2,039.7 |
2,018.1 |
2,032.5 |
| PP |
2,025.2 |
2,025.2 |
2,025.2 |
2,021.5 |
| S1 |
1,999.9 |
1,999.9 |
2,010.9 |
1,992.7 |
| S2 |
1,985.4 |
1,985.4 |
2,007.2 |
|
| S3 |
1,945.6 |
1,960.1 |
2,003.6 |
|
| S4 |
1,905.8 |
1,920.3 |
1,992.6 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.2 |
2,391.1 |
2,092.4 |
|
| R3 |
2,342.5 |
2,249.4 |
2,053.5 |
|
| R2 |
2,200.8 |
2,200.8 |
2,040.5 |
|
| R1 |
2,107.7 |
2,107.7 |
2,027.5 |
2,083.4 |
| PP |
2,059.1 |
2,059.1 |
2,059.1 |
2,047.0 |
| S1 |
1,966.0 |
1,966.0 |
2,001.5 |
1,941.7 |
| S2 |
1,917.4 |
1,917.4 |
1,988.5 |
|
| S3 |
1,775.7 |
1,824.3 |
1,975.5 |
|
| S4 |
1,634.0 |
1,682.6 |
1,936.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,152.3 |
2,010.6 |
141.7 |
7.0% |
44.9 |
2.2% |
3% |
False |
True |
230,651 |
| 10 |
2,152.3 |
2,010.6 |
141.7 |
7.0% |
35.1 |
1.7% |
3% |
False |
True |
210,166 |
| 20 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
29.2 |
1.5% |
30% |
False |
False |
129,103 |
| 40 |
2,152.3 |
1,901.1 |
251.2 |
12.5% |
27.7 |
1.4% |
45% |
False |
False |
73,073 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
24.6 |
1.2% |
56% |
False |
False |
50,509 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
22.1 |
1.1% |
56% |
False |
False |
38,377 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
21.3 |
1.1% |
56% |
False |
False |
31,068 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
20.8 |
1.0% |
56% |
False |
False |
26,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.6 |
|
2.618 |
2,154.6 |
|
1.618 |
2,114.8 |
|
1.000 |
2,090.2 |
|
0.618 |
2,075.0 |
|
HIGH |
2,050.4 |
|
0.618 |
2,035.2 |
|
0.500 |
2,030.5 |
|
0.382 |
2,025.8 |
|
LOW |
2,010.6 |
|
0.618 |
1,986.0 |
|
1.000 |
1,970.8 |
|
1.618 |
1,946.2 |
|
2.618 |
1,906.4 |
|
4.250 |
1,841.5 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.5 |
2,033.9 |
| PP |
2,025.2 |
2,027.4 |
| S1 |
2,019.8 |
2,021.0 |
|