| 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 |
16,222.00 |
16,301.25 |
79.25 |
0.5% |
16,220.25 |
| High |
16,329.00 |
16,460.00 |
131.00 |
0.8% |
16,329.00 |
| Low |
16,098.00 |
16,256.25 |
158.25 |
1.0% |
15,920.25 |
| Close |
16,308.75 |
16,450.00 |
141.25 |
0.9% |
16,308.75 |
| Range |
231.00 |
203.75 |
-27.25 |
-11.8% |
408.75 |
| ATR |
224.02 |
222.58 |
-1.45 |
-0.6% |
0.00 |
| Volume |
205,328 |
541,149 |
335,821 |
163.6% |
283,661 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,000.00 |
16,928.75 |
16,562.00 |
|
| R3 |
16,796.25 |
16,725.00 |
16,506.00 |
|
| R2 |
16,592.50 |
16,592.50 |
16,487.25 |
|
| R1 |
16,521.25 |
16,521.25 |
16,468.75 |
16,557.00 |
| PP |
16,388.75 |
16,388.75 |
16,388.75 |
16,406.50 |
| S1 |
16,317.50 |
16,317.50 |
16,431.25 |
16,353.00 |
| S2 |
16,185.00 |
16,185.00 |
16,412.75 |
|
| S3 |
15,981.25 |
16,113.75 |
16,394.00 |
|
| S4 |
15,777.50 |
15,910.00 |
16,338.00 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,412.25 |
17,269.25 |
16,533.50 |
|
| R3 |
17,003.50 |
16,860.50 |
16,421.25 |
|
| R2 |
16,594.75 |
16,594.75 |
16,383.75 |
|
| R1 |
16,451.75 |
16,451.75 |
16,346.25 |
16,523.25 |
| PP |
16,186.00 |
16,186.00 |
16,186.00 |
16,221.75 |
| S1 |
16,043.00 |
16,043.00 |
16,271.25 |
16,114.50 |
| S2 |
15,777.25 |
15,777.25 |
16,233.75 |
|
| S3 |
15,368.50 |
15,634.25 |
16,196.25 |
|
| S4 |
14,959.75 |
15,225.50 |
16,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,460.00 |
15,961.00 |
499.00 |
3.0% |
230.25 |
1.4% |
98% |
True |
False |
161,914 |
| 10 |
16,460.00 |
15,920.25 |
539.75 |
3.3% |
219.75 |
1.3% |
98% |
True |
False |
83,820 |
| 20 |
16,460.00 |
15,662.50 |
797.50 |
4.8% |
204.75 |
1.2% |
99% |
True |
False |
42,469 |
| 40 |
16,460.00 |
14,322.75 |
2,137.25 |
13.0% |
231.25 |
1.4% |
100% |
True |
False |
21,842 |
| 60 |
16,460.00 |
14,322.75 |
2,137.25 |
13.0% |
241.50 |
1.5% |
100% |
True |
False |
14,875 |
| 80 |
16,460.00 |
14,322.75 |
2,137.25 |
13.0% |
240.50 |
1.5% |
100% |
True |
False |
11,198 |
| 100 |
16,460.00 |
14,322.75 |
2,137.25 |
13.0% |
234.50 |
1.4% |
100% |
True |
False |
8,970 |
| 120 |
16,460.00 |
14,322.75 |
2,137.25 |
13.0% |
212.25 |
1.3% |
100% |
True |
False |
7,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,326.00 |
|
2.618 |
16,993.50 |
|
1.618 |
16,789.75 |
|
1.000 |
16,663.75 |
|
0.618 |
16,586.00 |
|
HIGH |
16,460.00 |
|
0.618 |
16,382.25 |
|
0.500 |
16,358.00 |
|
0.382 |
16,334.00 |
|
LOW |
16,256.25 |
|
0.618 |
16,130.25 |
|
1.000 |
16,052.50 |
|
1.618 |
15,926.50 |
|
2.618 |
15,722.75 |
|
4.250 |
15,390.25 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,419.50 |
16,375.75 |
| PP |
16,388.75 |
16,301.25 |
| S1 |
16,358.00 |
16,227.00 |
|