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 |
4,606.00 |
4,637.50 |
31.50 |
0.7% |
4,653.50 |
High |
4,646.75 |
4,666.00 |
19.25 |
0.4% |
4,666.00 |
Low |
4,599.00 |
4,614.25 |
15.25 |
0.3% |
4,599.00 |
Close |
4,640.50 |
4,660.25 |
19.75 |
0.4% |
4,660.25 |
Range |
47.75 |
51.75 |
4.00 |
8.4% |
67.00 |
ATR |
43.88 |
44.44 |
0.56 |
1.3% |
0.00 |
Volume |
267,979 |
1,331,917 |
1,063,938 |
397.0% |
1,798,060 |
|
Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,802.00 |
4,783.00 |
4,688.75 |
|
R3 |
4,750.25 |
4,731.25 |
4,674.50 |
|
R2 |
4,698.50 |
4,698.50 |
4,669.75 |
|
R1 |
4,679.50 |
4,679.50 |
4,665.00 |
4,689.00 |
PP |
4,646.75 |
4,646.75 |
4,646.75 |
4,651.50 |
S1 |
4,627.75 |
4,627.75 |
4,655.50 |
4,637.25 |
S2 |
4,595.00 |
4,595.00 |
4,650.75 |
|
S3 |
4,543.25 |
4,576.00 |
4,646.00 |
|
S4 |
4,491.50 |
4,524.25 |
4,631.75 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,842.75 |
4,818.50 |
4,697.00 |
|
R3 |
4,775.75 |
4,751.50 |
4,678.75 |
|
R2 |
4,708.75 |
4,708.75 |
4,672.50 |
|
R1 |
4,684.50 |
4,684.50 |
4,666.50 |
4,696.50 |
PP |
4,641.75 |
4,641.75 |
4,641.75 |
4,647.75 |
S1 |
4,617.50 |
4,617.50 |
4,654.00 |
4,629.50 |
S2 |
4,574.75 |
4,574.75 |
4,648.00 |
|
S3 |
4,507.75 |
4,550.50 |
4,641.75 |
|
S4 |
4,440.75 |
4,483.50 |
4,623.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,666.00 |
4,599.00 |
67.00 |
1.4% |
45.50 |
1.0% |
91% |
True |
False |
359,612 |
10 |
4,666.00 |
4,594.00 |
72.00 |
1.5% |
39.75 |
0.9% |
92% |
True |
False |
186,680 |
20 |
4,666.00 |
4,402.00 |
264.00 |
5.7% |
41.25 |
0.9% |
98% |
True |
False |
95,948 |
40 |
4,666.00 |
4,167.50 |
498.50 |
10.7% |
49.75 |
1.1% |
99% |
True |
False |
50,117 |
60 |
4,666.00 |
4,167.50 |
498.50 |
10.7% |
54.00 |
1.2% |
99% |
True |
False |
34,260 |
80 |
4,666.00 |
4,167.50 |
498.50 |
10.7% |
52.00 |
1.1% |
99% |
True |
False |
25,821 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
50.75 |
1.1% |
86% |
False |
False |
20,678 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
47.00 |
1.0% |
86% |
False |
False |
17,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,886.00 |
2.618 |
4,801.50 |
1.618 |
4,749.75 |
1.000 |
4,717.75 |
0.618 |
4,698.00 |
HIGH |
4,666.00 |
0.618 |
4,646.25 |
0.500 |
4,640.00 |
0.382 |
4,634.00 |
LOW |
4,614.25 |
0.618 |
4,582.25 |
1.000 |
4,562.50 |
1.618 |
4,530.50 |
2.618 |
4,478.75 |
4.250 |
4,394.25 |
|
|
Fisher Pivots for day following 08-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,653.50 |
4,651.00 |
PP |
4,646.75 |
4,641.75 |
S1 |
4,640.00 |
4,632.50 |
|