| 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 |
16,851.0 |
17,017.0 |
166.0 |
1.0% |
16,612.0 |
| High |
17,000.0 |
17,029.0 |
29.0 |
0.2% |
17,000.0 |
| Low |
16,828.0 |
16,936.0 |
108.0 |
0.6% |
16,588.0 |
| Close |
16,963.0 |
17,018.0 |
55.0 |
0.3% |
16,963.0 |
| Range |
172.0 |
93.0 |
-79.0 |
-45.9% |
412.0 |
| ATR |
130.2 |
127.6 |
-2.7 |
-2.0% |
0.0 |
| Volume |
9,152 |
26,883 |
17,731 |
193.7% |
17,691 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,273.3 |
17,238.7 |
17,069.2 |
|
| R3 |
17,180.3 |
17,145.7 |
17,043.6 |
|
| R2 |
17,087.3 |
17,087.3 |
17,035.1 |
|
| R1 |
17,052.7 |
17,052.7 |
17,026.5 |
17,070.0 |
| PP |
16,994.3 |
16,994.3 |
16,994.3 |
17,003.0 |
| S1 |
16,959.7 |
16,959.7 |
17,009.5 |
16,977.0 |
| S2 |
16,901.3 |
16,901.3 |
17,001.0 |
|
| S3 |
16,808.3 |
16,866.7 |
16,992.4 |
|
| S4 |
16,715.3 |
16,773.7 |
16,966.9 |
|
|
| 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 |
17,029.0 |
16,593.0 |
436.0 |
2.6% |
138.6 |
0.8% |
97% |
True |
False |
8,764 |
| 10 |
17,029.0 |
16,133.0 |
896.0 |
5.3% |
126.7 |
0.7% |
99% |
True |
False |
4,555 |
| 20 |
17,029.0 |
15,477.0 |
1,552.0 |
9.1% |
106.9 |
0.6% |
99% |
True |
False |
2,301 |
| 40 |
17,029.0 |
14,836.0 |
2,193.0 |
12.9% |
105.7 |
0.6% |
99% |
True |
False |
1,162 |
| 60 |
17,029.0 |
14,836.0 |
2,193.0 |
12.9% |
104.6 |
0.6% |
99% |
True |
False |
784 |
| 80 |
17,029.0 |
14,836.0 |
2,193.0 |
12.9% |
85.0 |
0.5% |
99% |
True |
False |
589 |
| 100 |
17,029.0 |
14,836.0 |
2,193.0 |
12.9% |
74.3 |
0.4% |
99% |
True |
False |
471 |
| 120 |
17,029.0 |
14,836.0 |
2,193.0 |
12.9% |
61.9 |
0.4% |
99% |
True |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,424.3 |
|
2.618 |
17,272.5 |
|
1.618 |
17,179.5 |
|
1.000 |
17,122.0 |
|
0.618 |
17,086.5 |
|
HIGH |
17,029.0 |
|
0.618 |
16,993.5 |
|
0.500 |
16,982.5 |
|
0.382 |
16,971.5 |
|
LOW |
16,936.0 |
|
0.618 |
16,878.5 |
|
1.000 |
16,843.0 |
|
1.618 |
16,785.5 |
|
2.618 |
16,692.5 |
|
4.250 |
16,540.8 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,006.2 |
16,981.8 |
| PP |
16,994.3 |
16,945.7 |
| S1 |
16,982.5 |
16,909.5 |
|