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 |
7,564.5 |
7,593.0 |
28.5 |
0.4% |
7,544.5 |
High |
7,615.0 |
7,595.0 |
-20.0 |
-0.3% |
7,615.0 |
Low |
7,545.5 |
7,524.0 |
-21.5 |
-0.3% |
7,496.0 |
Close |
7,589.0 |
7,584.0 |
-5.0 |
-0.1% |
7,589.0 |
Range |
69.5 |
71.0 |
1.5 |
2.2% |
119.0 |
ATR |
53.5 |
54.7 |
1.3 |
2.3% |
0.0 |
Volume |
105,067 |
265,448 |
160,381 |
152.6% |
142,040 |
|
Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,780.5 |
7,753.5 |
7,623.0 |
|
R3 |
7,709.5 |
7,682.5 |
7,603.5 |
|
R2 |
7,638.5 |
7,638.5 |
7,597.0 |
|
R1 |
7,611.5 |
7,611.5 |
7,590.5 |
7,589.5 |
PP |
7,567.5 |
7,567.5 |
7,567.5 |
7,557.0 |
S1 |
7,540.5 |
7,540.5 |
7,577.5 |
7,518.5 |
S2 |
7,496.5 |
7,496.5 |
7,571.0 |
|
S3 |
7,425.5 |
7,469.5 |
7,564.5 |
|
S4 |
7,354.5 |
7,398.5 |
7,545.0 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,923.5 |
7,875.5 |
7,654.5 |
|
R3 |
7,804.5 |
7,756.5 |
7,621.5 |
|
R2 |
7,685.5 |
7,685.5 |
7,611.0 |
|
R1 |
7,637.5 |
7,637.5 |
7,600.0 |
7,661.5 |
PP |
7,566.5 |
7,566.5 |
7,566.5 |
7,579.0 |
S1 |
7,518.5 |
7,518.5 |
7,578.0 |
7,542.5 |
S2 |
7,447.5 |
7,447.5 |
7,567.0 |
|
S3 |
7,328.5 |
7,399.5 |
7,556.5 |
|
S4 |
7,209.5 |
7,280.5 |
7,523.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,615.0 |
7,496.0 |
119.0 |
1.6% |
54.0 |
0.7% |
74% |
False |
False |
81,443 |
10 |
7,615.0 |
7,441.0 |
174.0 |
2.3% |
56.0 |
0.7% |
82% |
False |
False |
51,333 |
20 |
7,615.0 |
7,441.0 |
174.0 |
2.3% |
40.0 |
0.5% |
82% |
False |
False |
25,765 |
40 |
7,759.0 |
7,319.0 |
440.0 |
5.8% |
38.5 |
0.5% |
60% |
False |
False |
12,889 |
60 |
7,829.5 |
7,319.0 |
510.5 |
6.7% |
30.5 |
0.4% |
52% |
False |
False |
8,660 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
23.0 |
0.3% |
52% |
False |
False |
6,520 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
18.0 |
0.2% |
52% |
False |
False |
5,218 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
16.0 |
0.2% |
52% |
False |
False |
4,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,897.0 |
2.618 |
7,781.0 |
1.618 |
7,710.0 |
1.000 |
7,666.0 |
0.618 |
7,639.0 |
HIGH |
7,595.0 |
0.618 |
7,568.0 |
0.500 |
7,559.5 |
0.382 |
7,551.0 |
LOW |
7,524.0 |
0.618 |
7,480.0 |
1.000 |
7,453.0 |
1.618 |
7,409.0 |
2.618 |
7,338.0 |
4.250 |
7,222.0 |
|
|
Fisher Pivots for day following 11-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
7,576.0 |
7,577.5 |
PP |
7,567.5 |
7,571.0 |
S1 |
7,559.5 |
7,565.0 |
|