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 |
4,660.75 |
4,677.75 |
17.00 |
0.4% |
4,653.50 |
High |
4,679.50 |
4,701.75 |
22.25 |
0.5% |
4,666.00 |
Low |
4,652.00 |
4,662.25 |
10.25 |
0.2% |
4,599.00 |
Close |
4,678.50 |
4,697.25 |
18.75 |
0.4% |
4,660.25 |
Range |
27.50 |
39.50 |
12.00 |
43.6% |
67.00 |
ATR |
43.23 |
42.96 |
-0.27 |
-0.6% |
0.00 |
Volume |
2,169,300 |
1,861,122 |
-308,178 |
-14.2% |
1,798,060 |
|
Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,805.50 |
4,791.00 |
4,719.00 |
|
R3 |
4,766.00 |
4,751.50 |
4,708.00 |
|
R2 |
4,726.50 |
4,726.50 |
4,704.50 |
|
R1 |
4,712.00 |
4,712.00 |
4,700.75 |
4,719.25 |
PP |
4,687.00 |
4,687.00 |
4,687.00 |
4,690.75 |
S1 |
4,672.50 |
4,672.50 |
4,693.75 |
4,679.75 |
S2 |
4,647.50 |
4,647.50 |
4,690.00 |
|
S3 |
4,608.00 |
4,633.00 |
4,686.50 |
|
S4 |
4,568.50 |
4,593.50 |
4,675.50 |
|
|
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 |
4,701.75 |
4,599.00 |
102.75 |
2.2% |
42.50 |
0.9% |
96% |
True |
False |
1,145,012 |
10 |
4,701.75 |
4,594.00 |
107.75 |
2.3% |
41.50 |
0.9% |
96% |
True |
False |
588,008 |
20 |
4,701.75 |
4,470.75 |
231.00 |
4.9% |
39.00 |
0.8% |
98% |
True |
False |
297,112 |
40 |
4,701.75 |
4,167.50 |
534.25 |
11.4% |
48.25 |
1.0% |
99% |
True |
False |
150,754 |
60 |
4,701.75 |
4,167.50 |
534.25 |
11.4% |
53.25 |
1.1% |
99% |
True |
False |
101,371 |
80 |
4,701.75 |
4,167.50 |
534.25 |
11.4% |
51.50 |
1.1% |
99% |
True |
False |
76,196 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.2% |
50.75 |
1.1% |
93% |
False |
False |
60,979 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.2% |
47.25 |
1.0% |
93% |
False |
False |
50,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,869.50 |
2.618 |
4,805.25 |
1.618 |
4,765.75 |
1.000 |
4,741.25 |
0.618 |
4,726.25 |
HIGH |
4,701.75 |
0.618 |
4,686.75 |
0.500 |
4,682.00 |
0.382 |
4,677.25 |
LOW |
4,662.25 |
0.618 |
4,637.75 |
1.000 |
4,622.75 |
1.618 |
4,598.25 |
2.618 |
4,558.75 |
4.250 |
4,494.50 |
|
|
Fisher Pivots for day following 12-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,692.25 |
4,684.25 |
PP |
4,687.00 |
4,671.00 |
S1 |
4,682.00 |
4,658.00 |
|