| 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 |
1,889.3 |
1,901.8 |
12.5 |
0.7% |
1,887.3 |
| High |
1,911.9 |
1,910.4 |
-1.5 |
-0.1% |
1,915.1 |
| Low |
1,879.0 |
1,892.8 |
13.8 |
0.7% |
1,865.5 |
| Close |
1,902.0 |
1,906.6 |
4.6 |
0.2% |
1,902.0 |
| Range |
32.9 |
17.6 |
-15.3 |
-46.5% |
49.6 |
| ATR |
33.5 |
32.3 |
-1.1 |
-3.4% |
0.0 |
| Volume |
188,507 |
369,150 |
180,643 |
95.8% |
248,469 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,956.1 |
1,948.9 |
1,916.3 |
|
| R3 |
1,938.5 |
1,931.3 |
1,911.4 |
|
| R2 |
1,920.9 |
1,920.9 |
1,909.8 |
|
| R1 |
1,913.7 |
1,913.7 |
1,908.2 |
1,917.3 |
| PP |
1,903.3 |
1,903.3 |
1,903.3 |
1,905.1 |
| S1 |
1,896.1 |
1,896.1 |
1,905.0 |
1,899.7 |
| S2 |
1,885.7 |
1,885.7 |
1,903.4 |
|
| S3 |
1,868.1 |
1,878.5 |
1,901.8 |
|
| S4 |
1,850.5 |
1,860.9 |
1,896.9 |
|
|
| 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% |
29.8 |
1.6% |
83% |
False |
False |
122,289 |
| 10 |
1,915.1 |
1,808.0 |
107.1 |
5.6% |
32.7 |
1.7% |
92% |
False |
False |
62,379 |
| 20 |
1,915.1 |
1,713.0 |
202.1 |
10.6% |
33.2 |
1.7% |
96% |
False |
False |
31,344 |
| 40 |
1,915.1 |
1,656.1 |
259.0 |
13.6% |
33.2 |
1.7% |
97% |
False |
False |
15,767 |
| 60 |
1,915.1 |
1,656.1 |
259.0 |
13.6% |
32.8 |
1.7% |
97% |
False |
False |
10,566 |
| 80 |
1,970.8 |
1,656.1 |
314.7 |
16.5% |
28.8 |
1.5% |
80% |
False |
False |
7,927 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
20.8% |
27.3 |
1.4% |
63% |
False |
False |
6,341 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
20.8% |
25.6 |
1.3% |
63% |
False |
False |
5,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,985.2 |
|
2.618 |
1,956.5 |
|
1.618 |
1,938.9 |
|
1.000 |
1,928.0 |
|
0.618 |
1,921.3 |
|
HIGH |
1,910.4 |
|
0.618 |
1,903.7 |
|
0.500 |
1,901.6 |
|
0.382 |
1,899.5 |
|
LOW |
1,892.8 |
|
0.618 |
1,881.9 |
|
1.000 |
1,875.2 |
|
1.618 |
1,864.3 |
|
2.618 |
1,846.7 |
|
4.250 |
1,818.0 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.9 |
1,900.6 |
| PP |
1,903.3 |
1,894.7 |
| S1 |
1,901.6 |
1,888.7 |
|