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 |
4,576.0 |
4,589.0 |
13.0 |
0.3% |
4,460.0 |
High |
4,589.0 |
4,601.0 |
12.0 |
0.3% |
4,573.0 |
Low |
4,558.0 |
4,573.0 |
15.0 |
0.3% |
4,445.0 |
Close |
4,585.0 |
4,577.0 |
-8.0 |
-0.2% |
4,563.0 |
Range |
31.0 |
28.0 |
-3.0 |
-9.7% |
128.0 |
ATR |
39.2 |
38.4 |
-0.8 |
-2.0% |
0.0 |
Volume |
1,364,850 |
1,330,838 |
-34,012 |
-2.5% |
1,016,649 |
|
Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,667.7 |
4,650.3 |
4,592.4 |
|
R3 |
4,639.7 |
4,622.3 |
4,584.7 |
|
R2 |
4,611.7 |
4,611.7 |
4,582.1 |
|
R1 |
4,594.3 |
4,594.3 |
4,579.6 |
4,589.0 |
PP |
4,583.7 |
4,583.7 |
4,583.7 |
4,581.0 |
S1 |
4,566.3 |
4,566.3 |
4,574.4 |
4,561.0 |
S2 |
4,555.7 |
4,555.7 |
4,571.9 |
|
S3 |
4,527.7 |
4,538.3 |
4,569.3 |
|
S4 |
4,499.7 |
4,510.3 |
4,561.6 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,911.0 |
4,865.0 |
4,633.4 |
|
R3 |
4,783.0 |
4,737.0 |
4,598.2 |
|
R2 |
4,655.0 |
4,655.0 |
4,586.5 |
|
R1 |
4,609.0 |
4,609.0 |
4,574.7 |
4,632.0 |
PP |
4,527.0 |
4,527.0 |
4,527.0 |
4,538.5 |
S1 |
4,481.0 |
4,481.0 |
4,551.3 |
4,504.0 |
S2 |
4,399.0 |
4,399.0 |
4,539.5 |
|
S3 |
4,271.0 |
4,353.0 |
4,527.8 |
|
S4 |
4,143.0 |
4,225.0 |
4,492.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,601.0 |
4,499.0 |
102.0 |
2.2% |
35.0 |
0.8% |
76% |
True |
False |
714,922 |
10 |
4,601.0 |
4,384.0 |
217.0 |
4.7% |
36.5 |
0.8% |
89% |
True |
False |
379,631 |
20 |
4,601.0 |
4,270.0 |
331.0 |
7.2% |
31.5 |
0.7% |
93% |
True |
False |
192,926 |
40 |
4,601.0 |
4,034.0 |
567.0 |
12.4% |
36.7 |
0.8% |
96% |
True |
False |
97,439 |
60 |
4,601.0 |
4,034.0 |
567.0 |
12.4% |
38.3 |
0.8% |
96% |
True |
False |
65,302 |
80 |
4,601.0 |
4,034.0 |
567.0 |
12.4% |
31.4 |
0.7% |
96% |
True |
False |
49,032 |
100 |
4,601.0 |
4,034.0 |
567.0 |
12.4% |
25.9 |
0.6% |
96% |
True |
False |
39,225 |
120 |
4,601.0 |
4,034.0 |
567.0 |
12.4% |
21.6 |
0.5% |
96% |
True |
False |
32,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,720.0 |
2.618 |
4,674.3 |
1.618 |
4,646.3 |
1.000 |
4,629.0 |
0.618 |
4,618.3 |
HIGH |
4,601.0 |
0.618 |
4,590.3 |
0.500 |
4,587.0 |
0.382 |
4,583.7 |
LOW |
4,573.0 |
0.618 |
4,555.7 |
1.000 |
4,545.0 |
1.618 |
4,527.7 |
2.618 |
4,499.7 |
4.250 |
4,454.0 |
|
|
Fisher Pivots for day following 12-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,587.0 |
4,570.8 |
PP |
4,583.7 |
4,564.7 |
S1 |
4,580.3 |
4,558.5 |
|