| 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 |
2,062.8 |
2,065.0 |
2.2 |
0.1% |
2,114.1 |
| High |
2,076.5 |
2,069.7 |
-6.8 |
-0.3% |
2,171.5 |
| Low |
2,056.0 |
2,029.9 |
-26.1 |
-1.3% |
2,029.9 |
| Close |
2,065.8 |
2,033.9 |
-31.9 |
-1.5% |
2,033.9 |
| Range |
20.5 |
39.8 |
19.3 |
94.1% |
141.6 |
| ATR |
28.2 |
29.0 |
0.8 |
2.9% |
0.0 |
| Volume |
8,522 |
10,061 |
1,539 |
18.1% |
54,819 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.9 |
2,138.7 |
2,055.8 |
|
| R3 |
2,124.1 |
2,098.9 |
2,044.8 |
|
| R2 |
2,084.3 |
2,084.3 |
2,041.2 |
|
| R1 |
2,059.1 |
2,059.1 |
2,037.5 |
2,051.8 |
| PP |
2,044.5 |
2,044.5 |
2,044.5 |
2,040.9 |
| S1 |
2,019.3 |
2,019.3 |
2,030.3 |
2,012.0 |
| S2 |
2,004.7 |
2,004.7 |
2,026.6 |
|
| S3 |
1,964.9 |
1,979.5 |
2,023.0 |
|
| S4 |
1,925.1 |
1,939.7 |
2,012.0 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.2 |
2,410.2 |
2,111.8 |
|
| R3 |
2,361.6 |
2,268.6 |
2,072.8 |
|
| R2 |
2,220.0 |
2,220.0 |
2,059.9 |
|
| R1 |
2,127.0 |
2,127.0 |
2,046.9 |
2,102.7 |
| PP |
2,078.4 |
2,078.4 |
2,078.4 |
2,066.3 |
| S1 |
1,985.4 |
1,985.4 |
2,020.9 |
1,961.1 |
| S2 |
1,936.8 |
1,936.8 |
2,007.9 |
|
| S3 |
1,795.2 |
1,843.8 |
1,995.0 |
|
| S4 |
1,653.6 |
1,702.2 |
1,956.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,171.5 |
2,029.9 |
141.6 |
7.0% |
44.5 |
2.2% |
3% |
False |
True |
10,963 |
| 10 |
2,171.5 |
2,029.9 |
141.6 |
7.0% |
34.7 |
1.7% |
3% |
False |
True |
8,532 |
| 20 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
28.3 |
1.4% |
30% |
False |
False |
6,222 |
| 40 |
2,171.5 |
1,919.9 |
251.6 |
12.4% |
26.4 |
1.3% |
45% |
False |
False |
4,610 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
23.4 |
1.2% |
56% |
False |
False |
3,691 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.1 |
1.0% |
56% |
False |
False |
2,935 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
20.1 |
1.0% |
56% |
False |
False |
2,450 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
19.5 |
1.0% |
56% |
False |
False |
2,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.9 |
|
2.618 |
2,173.9 |
|
1.618 |
2,134.1 |
|
1.000 |
2,109.5 |
|
0.618 |
2,094.3 |
|
HIGH |
2,069.7 |
|
0.618 |
2,054.5 |
|
0.500 |
2,049.8 |
|
0.382 |
2,045.1 |
|
LOW |
2,029.9 |
|
0.618 |
2,005.3 |
|
1.000 |
1,990.1 |
|
1.618 |
1,965.5 |
|
2.618 |
1,925.7 |
|
4.250 |
1,860.8 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.8 |
2,053.2 |
| PP |
2,044.5 |
2,046.8 |
| S1 |
2,039.2 |
2,040.3 |
|