| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,020.0 |
1,997.8 |
-22.2 |
-1.1% |
2,094.4 |
| High |
2,023.7 |
2,012.5 |
-11.2 |
-0.6% |
2,152.3 |
| Low |
1,991.2 |
1,992.3 |
1.1 |
0.1% |
2,010.6 |
| Close |
1,993.7 |
1,993.2 |
-0.5 |
0.0% |
2,014.5 |
| Range |
32.5 |
20.2 |
-12.3 |
-37.8% |
141.7 |
| ATR |
30.0 |
29.3 |
-0.7 |
-2.3% |
0.0 |
| Volume |
160,072 |
148,532 |
-11,540 |
-7.2% |
1,153,258 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.9 |
2,046.8 |
2,004.3 |
|
| R3 |
2,039.7 |
2,026.6 |
1,998.8 |
|
| R2 |
2,019.5 |
2,019.5 |
1,996.9 |
|
| R1 |
2,006.4 |
2,006.4 |
1,995.1 |
2,002.9 |
| PP |
1,999.3 |
1,999.3 |
1,999.3 |
1,997.6 |
| S1 |
1,986.2 |
1,986.2 |
1,991.3 |
1,982.7 |
| S2 |
1,979.1 |
1,979.1 |
1,989.5 |
|
| S3 |
1,958.9 |
1,966.0 |
1,987.6 |
|
| S4 |
1,938.7 |
1,945.8 |
1,982.1 |
|
|
| 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 |
2,057.2 |
1,991.2 |
66.0 |
3.3% |
26.2 |
1.3% |
3% |
False |
False |
174,817 |
| 10 |
2,152.3 |
1,991.2 |
161.1 |
8.1% |
35.3 |
1.8% |
1% |
False |
False |
205,318 |
| 20 |
2,152.3 |
1,959.0 |
193.3 |
9.7% |
29.5 |
1.5% |
18% |
False |
False |
138,519 |
| 40 |
2,152.3 |
1,944.5 |
207.8 |
10.4% |
26.9 |
1.3% |
23% |
False |
False |
80,223 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
25.0 |
1.3% |
49% |
False |
False |
55,581 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
22.4 |
1.1% |
49% |
False |
False |
42,194 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
21.5 |
1.1% |
49% |
False |
False |
34,137 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
20.9 |
1.0% |
49% |
False |
False |
28,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,098.4 |
|
2.618 |
2,065.4 |
|
1.618 |
2,045.2 |
|
1.000 |
2,032.7 |
|
0.618 |
2,025.0 |
|
HIGH |
2,012.5 |
|
0.618 |
2,004.8 |
|
0.500 |
2,002.4 |
|
0.382 |
2,000.0 |
|
LOW |
1,992.3 |
|
0.618 |
1,979.8 |
|
1.000 |
1,972.1 |
|
1.618 |
1,959.6 |
|
2.618 |
1,939.4 |
|
4.250 |
1,906.5 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.4 |
2,020.8 |
| PP |
1,999.3 |
2,011.6 |
| S1 |
1,996.3 |
2,002.4 |
|