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 |
4,637.50 |
4,660.75 |
23.25 |
0.5% |
4,653.50 |
High |
4,666.00 |
4,679.50 |
13.50 |
0.3% |
4,666.00 |
Low |
4,614.25 |
4,652.00 |
37.75 |
0.8% |
4,599.00 |
Close |
4,660.25 |
4,678.50 |
18.25 |
0.4% |
4,660.25 |
Range |
51.75 |
27.50 |
-24.25 |
-46.9% |
67.00 |
ATR |
44.44 |
43.23 |
-1.21 |
-2.7% |
0.00 |
Volume |
1,331,917 |
2,169,300 |
837,383 |
62.9% |
1,798,060 |
|
Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,752.50 |
4,743.00 |
4,693.50 |
|
R3 |
4,725.00 |
4,715.50 |
4,686.00 |
|
R2 |
4,697.50 |
4,697.50 |
4,683.50 |
|
R1 |
4,688.00 |
4,688.00 |
4,681.00 |
4,692.75 |
PP |
4,670.00 |
4,670.00 |
4,670.00 |
4,672.50 |
S1 |
4,660.50 |
4,660.50 |
4,676.00 |
4,665.25 |
S2 |
4,642.50 |
4,642.50 |
4,673.50 |
|
S3 |
4,615.00 |
4,633.00 |
4,671.00 |
|
S4 |
4,587.50 |
4,605.50 |
4,663.50 |
|
|
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 |
4,679.50 |
4,599.00 |
80.50 |
1.7% |
40.75 |
0.9% |
99% |
True |
False |
786,364 |
10 |
4,679.50 |
4,594.00 |
85.50 |
1.8% |
40.75 |
0.9% |
99% |
True |
False |
402,794 |
20 |
4,679.50 |
4,455.75 |
223.75 |
4.8% |
38.50 |
0.8% |
100% |
True |
False |
204,191 |
40 |
4,679.50 |
4,167.50 |
512.00 |
10.9% |
48.75 |
1.0% |
100% |
True |
False |
104,275 |
60 |
4,679.50 |
4,167.50 |
512.00 |
10.9% |
53.25 |
1.1% |
100% |
True |
False |
70,367 |
80 |
4,679.50 |
4,167.50 |
512.00 |
10.9% |
51.50 |
1.1% |
100% |
True |
False |
52,935 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.2% |
50.75 |
1.1% |
89% |
False |
False |
42,369 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.2% |
47.25 |
1.0% |
89% |
False |
False |
35,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,796.50 |
2.618 |
4,751.50 |
1.618 |
4,724.00 |
1.000 |
4,707.00 |
0.618 |
4,696.50 |
HIGH |
4,679.50 |
0.618 |
4,669.00 |
0.500 |
4,665.75 |
0.382 |
4,662.50 |
LOW |
4,652.00 |
0.618 |
4,635.00 |
1.000 |
4,624.50 |
1.618 |
4,607.50 |
2.618 |
4,580.00 |
4.250 |
4,535.00 |
|
|
Fisher Pivots for day following 11-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,674.25 |
4,665.50 |
PP |
4,670.00 |
4,652.25 |
S1 |
4,665.75 |
4,639.25 |
|