| 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 |
1,875.0 |
1,889.3 |
14.3 |
0.8% |
1,887.3 |
| High |
1,890.5 |
1,911.9 |
21.4 |
1.1% |
1,915.1 |
| Low |
1,865.5 |
1,879.0 |
13.5 |
0.7% |
1,865.5 |
| Close |
1,889.4 |
1,902.0 |
12.6 |
0.7% |
1,902.0 |
| Range |
25.0 |
32.9 |
7.9 |
31.6% |
49.6 |
| ATR |
33.5 |
33.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
31,617 |
188,507 |
156,890 |
496.2% |
248,469 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,996.3 |
1,982.1 |
1,920.1 |
|
| R3 |
1,963.4 |
1,949.2 |
1,911.0 |
|
| R2 |
1,930.5 |
1,930.5 |
1,908.0 |
|
| R1 |
1,916.3 |
1,916.3 |
1,905.0 |
1,923.4 |
| PP |
1,897.6 |
1,897.6 |
1,897.6 |
1,901.2 |
| S1 |
1,883.4 |
1,883.4 |
1,899.0 |
1,890.5 |
| S2 |
1,864.7 |
1,864.7 |
1,896.0 |
|
| S3 |
1,831.8 |
1,850.5 |
1,893.0 |
|
| S4 |
1,798.9 |
1,817.6 |
1,883.9 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.0 |
2,022.1 |
1,929.3 |
|
| R3 |
1,993.4 |
1,972.5 |
1,915.6 |
|
| R2 |
1,943.8 |
1,943.8 |
1,911.1 |
|
| R1 |
1,922.9 |
1,922.9 |
1,906.5 |
1,933.4 |
| PP |
1,894.2 |
1,894.2 |
1,894.2 |
1,899.4 |
| S1 |
1,873.3 |
1,873.3 |
1,897.5 |
1,883.8 |
| S2 |
1,844.6 |
1,844.6 |
1,892.9 |
|
| S3 |
1,795.0 |
1,823.7 |
1,888.4 |
|
| S4 |
1,745.4 |
1,774.1 |
1,874.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,915.1 |
1,865.5 |
49.6 |
2.6% |
32.2 |
1.7% |
74% |
False |
False |
49,693 |
| 10 |
1,915.1 |
1,808.0 |
107.1 |
5.6% |
32.9 |
1.7% |
88% |
False |
False |
25,482 |
| 20 |
1,915.1 |
1,705.7 |
209.4 |
11.0% |
33.8 |
1.8% |
94% |
False |
False |
12,905 |
| 40 |
1,915.1 |
1,656.1 |
259.0 |
13.6% |
33.6 |
1.8% |
95% |
False |
False |
6,539 |
| 60 |
1,915.1 |
1,656.1 |
259.0 |
13.6% |
33.0 |
1.7% |
95% |
False |
False |
4,414 |
| 80 |
1,970.8 |
1,656.1 |
314.7 |
16.5% |
28.9 |
1.5% |
78% |
False |
False |
3,312 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
20.9% |
27.4 |
1.4% |
62% |
False |
False |
2,650 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
20.9% |
25.6 |
1.3% |
62% |
False |
False |
2,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,051.7 |
|
2.618 |
1,998.0 |
|
1.618 |
1,965.1 |
|
1.000 |
1,944.8 |
|
0.618 |
1,932.2 |
|
HIGH |
1,911.9 |
|
0.618 |
1,899.3 |
|
0.500 |
1,895.5 |
|
0.382 |
1,891.6 |
|
LOW |
1,879.0 |
|
0.618 |
1,858.7 |
|
1.000 |
1,846.1 |
|
1.618 |
1,825.8 |
|
2.618 |
1,792.9 |
|
4.250 |
1,739.2 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.8 |
1,898.1 |
| PP |
1,897.6 |
1,894.2 |
| S1 |
1,895.5 |
1,890.3 |
|