| 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 |
2,045.7 |
2,020.0 |
-25.7 |
-1.3% |
2,094.4 |
| High |
2,050.4 |
2,023.7 |
-26.7 |
-1.3% |
2,152.3 |
| Low |
2,010.6 |
1,991.2 |
-19.4 |
-1.0% |
2,010.6 |
| Close |
2,014.5 |
1,993.7 |
-20.8 |
-1.0% |
2,014.5 |
| Range |
39.8 |
32.5 |
-7.3 |
-18.3% |
141.7 |
| ATR |
29.8 |
30.0 |
0.2 |
0.6% |
0.0 |
| Volume |
237,289 |
160,072 |
-77,217 |
-32.5% |
1,153,258 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.4 |
2,079.5 |
2,011.6 |
|
| R3 |
2,067.9 |
2,047.0 |
2,002.6 |
|
| R2 |
2,035.4 |
2,035.4 |
1,999.7 |
|
| R1 |
2,014.5 |
2,014.5 |
1,996.7 |
2,008.7 |
| PP |
2,002.9 |
2,002.9 |
2,002.9 |
2,000.0 |
| S1 |
1,982.0 |
1,982.0 |
1,990.7 |
1,976.2 |
| S2 |
1,970.4 |
1,970.4 |
1,987.7 |
|
| S3 |
1,937.9 |
1,949.5 |
1,984.8 |
|
| S4 |
1,905.4 |
1,917.0 |
1,975.8 |
|
|
| 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 |
2,059.6 |
1,991.2 |
68.4 |
3.4% |
28.6 |
1.4% |
4% |
False |
True |
187,021 |
| 10 |
2,152.3 |
1,991.2 |
161.1 |
8.1% |
36.6 |
1.8% |
2% |
False |
True |
210,006 |
| 20 |
2,152.3 |
1,955.4 |
196.9 |
9.9% |
29.4 |
1.5% |
19% |
False |
False |
133,801 |
| 40 |
2,152.3 |
1,941.0 |
211.3 |
10.6% |
26.9 |
1.3% |
25% |
False |
False |
76,650 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
24.8 |
1.2% |
49% |
False |
False |
53,143 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
22.3 |
1.1% |
49% |
False |
False |
40,359 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
21.4 |
1.1% |
49% |
False |
False |
32,663 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
20.9 |
1.0% |
49% |
False |
False |
27,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.8 |
|
2.618 |
2,108.8 |
|
1.618 |
2,076.3 |
|
1.000 |
2,056.2 |
|
0.618 |
2,043.8 |
|
HIGH |
2,023.7 |
|
0.618 |
2,011.3 |
|
0.500 |
2,007.5 |
|
0.382 |
2,003.6 |
|
LOW |
1,991.2 |
|
0.618 |
1,971.1 |
|
1.000 |
1,958.7 |
|
1.618 |
1,938.6 |
|
2.618 |
1,906.1 |
|
4.250 |
1,853.1 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.5 |
2,024.2 |
| PP |
2,002.9 |
2,014.0 |
| S1 |
1,998.3 |
2,003.9 |
|