| 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 |
4,677.75 |
4,700.50 |
22.75 |
0.5% |
4,653.50 |
| High |
4,701.75 |
4,764.25 |
62.50 |
1.3% |
4,666.00 |
| Low |
4,662.25 |
4,696.75 |
34.50 |
0.7% |
4,599.00 |
| Close |
4,697.25 |
4,760.75 |
63.50 |
1.4% |
4,660.25 |
| Range |
39.50 |
67.50 |
28.00 |
70.9% |
67.00 |
| ATR |
42.96 |
44.72 |
1.75 |
4.1% |
0.00 |
| Volume |
1,861,122 |
1,970,985 |
109,863 |
5.9% |
1,798,060 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,943.00 |
4,919.50 |
4,798.00 |
|
| R3 |
4,875.50 |
4,852.00 |
4,779.25 |
|
| R2 |
4,808.00 |
4,808.00 |
4,773.00 |
|
| R1 |
4,784.50 |
4,784.50 |
4,767.00 |
4,796.25 |
| PP |
4,740.50 |
4,740.50 |
4,740.50 |
4,746.50 |
| S1 |
4,717.00 |
4,717.00 |
4,754.50 |
4,728.75 |
| S2 |
4,673.00 |
4,673.00 |
4,748.50 |
|
| S3 |
4,605.50 |
4,649.50 |
4,742.25 |
|
| S4 |
4,538.00 |
4,582.00 |
4,723.50 |
|
|
| 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 |
4,764.25 |
4,599.00 |
165.25 |
3.5% |
46.75 |
1.0% |
98% |
True |
False |
1,520,260 |
| 10 |
4,764.25 |
4,594.00 |
170.25 |
3.6% |
44.25 |
0.9% |
98% |
True |
False |
784,192 |
| 20 |
4,764.25 |
4,550.75 |
213.50 |
4.5% |
37.25 |
0.8% |
98% |
True |
False |
395,113 |
| 40 |
4,764.25 |
4,167.50 |
596.75 |
12.5% |
48.50 |
1.0% |
99% |
True |
False |
199,975 |
| 60 |
4,764.25 |
4,167.50 |
596.75 |
12.5% |
53.75 |
1.1% |
99% |
True |
False |
134,202 |
| 80 |
4,764.25 |
4,167.50 |
596.75 |
12.5% |
51.75 |
1.1% |
99% |
True |
False |
100,833 |
| 100 |
4,764.25 |
4,167.50 |
596.75 |
12.5% |
51.25 |
1.1% |
99% |
True |
False |
80,689 |
| 120 |
4,764.25 |
4,167.50 |
596.75 |
12.5% |
47.75 |
1.0% |
99% |
True |
False |
67,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,051.00 |
|
2.618 |
4,941.00 |
|
1.618 |
4,873.50 |
|
1.000 |
4,831.75 |
|
0.618 |
4,806.00 |
|
HIGH |
4,764.25 |
|
0.618 |
4,738.50 |
|
0.500 |
4,730.50 |
|
0.382 |
4,722.50 |
|
LOW |
4,696.75 |
|
0.618 |
4,655.00 |
|
1.000 |
4,629.25 |
|
1.618 |
4,587.50 |
|
2.618 |
4,520.00 |
|
4.250 |
4,410.00 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,750.75 |
4,743.25 |
| PP |
4,740.50 |
4,725.75 |
| S1 |
4,730.50 |
4,708.00 |
|