Trading Metrics calculated at close of trading on 13-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,589.0 |
4,592.0 |
3.0 |
0.1% |
4,460.0 |
High |
4,601.0 |
4,613.0 |
12.0 |
0.3% |
4,573.0 |
Low |
4,573.0 |
4,562.0 |
-11.0 |
-0.2% |
4,445.0 |
Close |
4,577.0 |
4,570.0 |
-7.0 |
-0.2% |
4,563.0 |
Range |
28.0 |
51.0 |
23.0 |
82.1% |
128.0 |
ATR |
38.4 |
39.3 |
0.9 |
2.3% |
0.0 |
Volume |
1,330,838 |
990,603 |
-340,235 |
-25.6% |
1,016,649 |
|
Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,734.7 |
4,703.3 |
4,598.1 |
|
R3 |
4,683.7 |
4,652.3 |
4,584.0 |
|
R2 |
4,632.7 |
4,632.7 |
4,579.4 |
|
R1 |
4,601.3 |
4,601.3 |
4,574.7 |
4,591.5 |
PP |
4,581.7 |
4,581.7 |
4,581.7 |
4,576.8 |
S1 |
4,550.3 |
4,550.3 |
4,565.3 |
4,540.5 |
S2 |
4,530.7 |
4,530.7 |
4,560.7 |
|
S3 |
4,479.7 |
4,499.3 |
4,556.0 |
|
S4 |
4,428.7 |
4,448.3 |
4,542.0 |
|
|
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 |
4,613.0 |
4,502.0 |
111.0 |
2.4% |
37.8 |
0.8% |
61% |
True |
False |
892,813 |
10 |
4,613.0 |
4,402.0 |
211.0 |
4.6% |
37.8 |
0.8% |
80% |
True |
False |
476,627 |
20 |
4,613.0 |
4,335.0 |
278.0 |
6.1% |
30.3 |
0.7% |
85% |
True |
False |
242,440 |
40 |
4,613.0 |
4,034.0 |
579.0 |
12.7% |
37.0 |
0.8% |
93% |
True |
False |
122,202 |
60 |
4,613.0 |
4,034.0 |
579.0 |
12.7% |
38.8 |
0.8% |
93% |
True |
False |
81,812 |
80 |
4,613.0 |
4,034.0 |
579.0 |
12.7% |
32.0 |
0.7% |
93% |
True |
False |
61,414 |
100 |
4,613.0 |
4,034.0 |
579.0 |
12.7% |
26.4 |
0.6% |
93% |
True |
False |
49,131 |
120 |
4,613.0 |
4,034.0 |
579.0 |
12.7% |
22.0 |
0.5% |
93% |
True |
False |
40,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,829.8 |
2.618 |
4,746.5 |
1.618 |
4,695.5 |
1.000 |
4,664.0 |
0.618 |
4,644.5 |
HIGH |
4,613.0 |
0.618 |
4,593.5 |
0.500 |
4,587.5 |
0.382 |
4,581.5 |
LOW |
4,562.0 |
0.618 |
4,530.5 |
1.000 |
4,511.0 |
1.618 |
4,479.5 |
2.618 |
4,428.5 |
4.250 |
4,345.3 |
|
|
Fisher Pivots for day following 13-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,587.5 |
4,585.5 |
PP |
4,581.7 |
4,580.3 |
S1 |
4,575.8 |
4,575.2 |
|