| 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 |
16,829.0 |
16,851.0 |
22.0 |
0.1% |
16,612.0 |
| High |
16,864.0 |
17,000.0 |
136.0 |
0.8% |
17,000.0 |
| Low |
16,790.0 |
16,828.0 |
38.0 |
0.2% |
16,588.0 |
| Close |
16,838.0 |
16,963.0 |
125.0 |
0.7% |
16,963.0 |
| Range |
74.0 |
172.0 |
98.0 |
132.4% |
412.0 |
| ATR |
127.0 |
130.2 |
3.2 |
2.5% |
0.0 |
| Volume |
2,382 |
9,152 |
6,770 |
284.2% |
17,691 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,446.3 |
17,376.7 |
17,057.6 |
|
| R3 |
17,274.3 |
17,204.7 |
17,010.3 |
|
| R2 |
17,102.3 |
17,102.3 |
16,994.5 |
|
| R1 |
17,032.7 |
17,032.7 |
16,978.8 |
17,067.5 |
| PP |
16,930.3 |
16,930.3 |
16,930.3 |
16,947.8 |
| S1 |
16,860.7 |
16,860.7 |
16,947.2 |
16,895.5 |
| S2 |
16,758.3 |
16,758.3 |
16,931.5 |
|
| S3 |
16,586.3 |
16,688.7 |
16,915.7 |
|
| S4 |
16,414.3 |
16,516.7 |
16,868.4 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,086.3 |
17,936.7 |
17,189.6 |
|
| R3 |
17,674.3 |
17,524.7 |
17,076.3 |
|
| R2 |
17,262.3 |
17,262.3 |
17,038.5 |
|
| R1 |
17,112.7 |
17,112.7 |
17,000.8 |
17,187.5 |
| PP |
16,850.3 |
16,850.3 |
16,850.3 |
16,887.8 |
| S1 |
16,700.7 |
16,700.7 |
16,925.2 |
16,775.5 |
| S2 |
16,438.3 |
16,438.3 |
16,887.5 |
|
| S3 |
16,026.3 |
16,288.7 |
16,849.7 |
|
| S4 |
15,614.3 |
15,876.7 |
16,736.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,000.0 |
16,588.0 |
412.0 |
2.4% |
133.0 |
0.8% |
91% |
True |
False |
3,538 |
| 10 |
17,000.0 |
16,133.0 |
867.0 |
5.1% |
123.5 |
0.7% |
96% |
True |
False |
1,871 |
| 20 |
17,000.0 |
15,389.0 |
1,611.0 |
9.5% |
110.3 |
0.6% |
98% |
True |
False |
958 |
| 40 |
17,000.0 |
14,836.0 |
2,164.0 |
12.8% |
107.9 |
0.6% |
98% |
True |
False |
493 |
| 60 |
17,000.0 |
14,836.0 |
2,164.0 |
12.8% |
104.1 |
0.6% |
98% |
True |
False |
337 |
| 80 |
17,000.0 |
14,836.0 |
2,164.0 |
12.8% |
84.0 |
0.5% |
98% |
True |
False |
253 |
| 100 |
17,000.0 |
14,836.0 |
2,164.0 |
12.8% |
73.4 |
0.4% |
98% |
True |
False |
202 |
| 120 |
17,000.0 |
14,836.0 |
2,164.0 |
12.8% |
61.2 |
0.4% |
98% |
True |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,731.0 |
|
2.618 |
17,450.3 |
|
1.618 |
17,278.3 |
|
1.000 |
17,172.0 |
|
0.618 |
17,106.3 |
|
HIGH |
17,000.0 |
|
0.618 |
16,934.3 |
|
0.500 |
16,914.0 |
|
0.382 |
16,893.7 |
|
LOW |
16,828.0 |
|
0.618 |
16,721.7 |
|
1.000 |
16,656.0 |
|
1.618 |
16,549.7 |
|
2.618 |
16,377.7 |
|
4.250 |
16,097.0 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,946.7 |
16,931.2 |
| PP |
16,930.3 |
16,899.3 |
| S1 |
16,914.0 |
16,867.5 |
|