| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,901.8 |
1,907.0 |
5.2 |
0.3% |
1,887.3 |
| High |
1,910.4 |
1,924.8 |
14.4 |
0.8% |
1,915.1 |
| Low |
1,892.8 |
1,887.2 |
-5.6 |
-0.3% |
1,865.5 |
| Close |
1,906.6 |
1,904.2 |
-2.4 |
-0.1% |
1,902.0 |
| Range |
17.6 |
37.6 |
20.0 |
113.6% |
49.6 |
| ATR |
32.3 |
32.7 |
0.4 |
1.2% |
0.0 |
| Volume |
369,150 |
310,988 |
-58,162 |
-15.8% |
248,469 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.2 |
1,998.8 |
1,924.9 |
|
| R3 |
1,980.6 |
1,961.2 |
1,914.5 |
|
| R2 |
1,943.0 |
1,943.0 |
1,911.1 |
|
| R1 |
1,923.6 |
1,923.6 |
1,907.6 |
1,914.5 |
| PP |
1,905.4 |
1,905.4 |
1,905.4 |
1,900.9 |
| S1 |
1,886.0 |
1,886.0 |
1,900.8 |
1,876.9 |
| S2 |
1,867.8 |
1,867.8 |
1,897.3 |
|
| S3 |
1,830.2 |
1,848.4 |
1,893.9 |
|
| S4 |
1,792.6 |
1,810.8 |
1,883.5 |
|
|
| 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 |
1,924.8 |
1,865.5 |
59.3 |
3.1% |
31.0 |
1.6% |
65% |
True |
False |
182,101 |
| 10 |
1,924.8 |
1,816.4 |
108.4 |
5.7% |
34.6 |
1.8% |
81% |
True |
False |
93,427 |
| 20 |
1,924.8 |
1,726.2 |
198.6 |
10.4% |
34.0 |
1.8% |
90% |
True |
False |
46,884 |
| 40 |
1,924.8 |
1,656.1 |
268.7 |
14.1% |
33.5 |
1.8% |
92% |
True |
False |
23,539 |
| 60 |
1,924.8 |
1,656.1 |
268.7 |
14.1% |
33.2 |
1.7% |
92% |
True |
False |
15,749 |
| 80 |
1,970.8 |
1,656.1 |
314.7 |
16.5% |
29.0 |
1.5% |
79% |
False |
False |
11,814 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
20.8% |
27.5 |
1.4% |
63% |
False |
False |
9,451 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
20.8% |
25.9 |
1.4% |
63% |
False |
False |
7,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.6 |
|
2.618 |
2,023.2 |
|
1.618 |
1,985.6 |
|
1.000 |
1,962.4 |
|
0.618 |
1,948.0 |
|
HIGH |
1,924.8 |
|
0.618 |
1,910.4 |
|
0.500 |
1,906.0 |
|
0.382 |
1,901.6 |
|
LOW |
1,887.2 |
|
0.618 |
1,864.0 |
|
1.000 |
1,849.6 |
|
1.618 |
1,826.4 |
|
2.618 |
1,788.8 |
|
4.250 |
1,727.4 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.0 |
1,903.4 |
| PP |
1,905.4 |
1,902.7 |
| S1 |
1,904.8 |
1,901.9 |
|