| 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 |
16,451.25 |
16,521.75 |
70.50 |
0.4% |
16,364.00 |
| High |
16,540.00 |
16,672.00 |
132.00 |
0.8% |
16,540.00 |
| Low |
16,325.75 |
16,465.50 |
139.75 |
0.9% |
16,124.25 |
| Close |
16,512.75 |
16,661.00 |
148.25 |
0.9% |
16,512.75 |
| Range |
214.25 |
206.50 |
-7.75 |
-3.6% |
415.75 |
| ATR |
210.67 |
210.37 |
-0.30 |
-0.1% |
0.00 |
| Volume |
40 |
59 |
19 |
47.5% |
223 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,219.00 |
17,146.50 |
16,774.50 |
|
| R3 |
17,012.50 |
16,940.00 |
16,717.75 |
|
| R2 |
16,806.00 |
16,806.00 |
16,698.75 |
|
| R1 |
16,733.50 |
16,733.50 |
16,680.00 |
16,769.75 |
| PP |
16,599.50 |
16,599.50 |
16,599.50 |
16,617.50 |
| S1 |
16,527.00 |
16,527.00 |
16,642.00 |
16,563.25 |
| S2 |
16,393.00 |
16,393.00 |
16,623.25 |
|
| S3 |
16,186.50 |
16,320.50 |
16,604.25 |
|
| S4 |
15,980.00 |
16,114.00 |
16,547.50 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,639.50 |
17,492.00 |
16,741.50 |
|
| R3 |
17,223.75 |
17,076.25 |
16,627.00 |
|
| R2 |
16,808.00 |
16,808.00 |
16,589.00 |
|
| R1 |
16,660.50 |
16,660.50 |
16,550.75 |
16,734.25 |
| PP |
16,392.25 |
16,392.25 |
16,392.25 |
16,429.25 |
| S1 |
16,244.75 |
16,244.75 |
16,474.75 |
16,318.50 |
| S2 |
15,976.50 |
15,976.50 |
16,436.50 |
|
| S3 |
15,560.75 |
15,829.00 |
16,398.50 |
|
| S4 |
15,145.00 |
15,413.25 |
16,284.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,672.00 |
16,171.25 |
500.75 |
3.0% |
222.25 |
1.3% |
98% |
True |
False |
46 |
| 10 |
16,672.00 |
16,124.25 |
547.75 |
3.3% |
207.75 |
1.2% |
98% |
True |
False |
51 |
| 20 |
16,672.00 |
15,870.00 |
802.00 |
4.8% |
190.00 |
1.1% |
99% |
True |
False |
41 |
| 40 |
16,672.00 |
14,513.75 |
2,158.25 |
13.0% |
212.00 |
1.3% |
99% |
True |
False |
27 |
| 60 |
16,672.00 |
14,513.75 |
2,158.25 |
13.0% |
212.75 |
1.3% |
99% |
True |
False |
20 |
| 80 |
16,672.00 |
14,513.75 |
2,158.25 |
13.0% |
167.00 |
1.0% |
99% |
True |
False |
15 |
| 100 |
16,672.00 |
14,513.75 |
2,158.25 |
13.0% |
140.25 |
0.8% |
99% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,549.50 |
|
2.618 |
17,212.50 |
|
1.618 |
17,006.00 |
|
1.000 |
16,878.50 |
|
0.618 |
16,799.50 |
|
HIGH |
16,672.00 |
|
0.618 |
16,593.00 |
|
0.500 |
16,568.75 |
|
0.382 |
16,544.50 |
|
LOW |
16,465.50 |
|
0.618 |
16,338.00 |
|
1.000 |
16,259.00 |
|
1.618 |
16,131.50 |
|
2.618 |
15,925.00 |
|
4.250 |
15,588.00 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,630.25 |
16,587.00 |
| PP |
16,599.50 |
16,513.00 |
| S1 |
16,568.75 |
16,439.00 |
|