| 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 |
2,078.9 |
2,057.8 |
-21.1 |
-1.0% |
2,152.8 |
| High |
2,079.8 |
2,068.1 |
-11.7 |
-0.6% |
2,208.6 |
| Low |
2,048.5 |
2,048.7 |
0.2 |
0.0% |
2,068.0 |
| Close |
2,050.4 |
2,049.7 |
-0.7 |
0.0% |
2,071.4 |
| Range |
31.3 |
19.4 |
-11.9 |
-38.0% |
140.6 |
| ATR |
28.2 |
27.6 |
-0.6 |
-2.2% |
0.0 |
| Volume |
2,575 |
4,399 |
1,824 |
70.8% |
12,867 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.7 |
2,101.1 |
2,060.4 |
|
| R3 |
2,094.3 |
2,081.7 |
2,055.0 |
|
| R2 |
2,074.9 |
2,074.9 |
2,053.3 |
|
| R1 |
2,062.3 |
2,062.3 |
2,051.5 |
2,058.9 |
| PP |
2,055.5 |
2,055.5 |
2,055.5 |
2,053.8 |
| S1 |
2,042.9 |
2,042.9 |
2,047.9 |
2,039.5 |
| S2 |
2,036.1 |
2,036.1 |
2,046.1 |
|
| S3 |
2,016.7 |
2,023.5 |
2,044.4 |
|
| S4 |
1,997.3 |
2,004.1 |
2,039.0 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.8 |
2,445.2 |
2,148.7 |
|
| R3 |
2,397.2 |
2,304.6 |
2,110.1 |
|
| R2 |
2,256.6 |
2,256.6 |
2,097.2 |
|
| R1 |
2,164.0 |
2,164.0 |
2,084.3 |
2,140.0 |
| PP |
2,116.0 |
2,116.0 |
2,116.0 |
2,104.0 |
| S1 |
2,023.4 |
2,023.4 |
2,058.5 |
1,999.4 |
| S2 |
1,975.4 |
1,975.4 |
2,045.6 |
|
| S3 |
1,834.8 |
1,882.8 |
2,032.7 |
|
| S4 |
1,694.2 |
1,742.2 |
1,994.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.2 |
2,048.5 |
64.7 |
3.2% |
24.6 |
1.2% |
2% |
False |
False |
2,989 |
| 10 |
2,208.6 |
2,048.5 |
160.1 |
7.8% |
33.6 |
1.6% |
1% |
False |
False |
2,304 |
| 20 |
2,208.6 |
2,019.8 |
188.8 |
9.2% |
27.3 |
1.3% |
16% |
False |
False |
2,171 |
| 40 |
2,208.6 |
2,004.4 |
204.2 |
10.0% |
24.3 |
1.2% |
22% |
False |
False |
1,509 |
| 60 |
2,208.6 |
1,899.6 |
309.0 |
15.1% |
22.5 |
1.1% |
49% |
False |
False |
1,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.6 |
|
2.618 |
2,118.9 |
|
1.618 |
2,099.5 |
|
1.000 |
2,087.5 |
|
0.618 |
2,080.1 |
|
HIGH |
2,068.1 |
|
0.618 |
2,060.7 |
|
0.500 |
2,058.4 |
|
0.382 |
2,056.1 |
|
LOW |
2,048.7 |
|
0.618 |
2,036.7 |
|
1.000 |
2,029.3 |
|
1.618 |
2,017.3 |
|
2.618 |
1,997.9 |
|
4.250 |
1,966.3 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.4 |
2,077.7 |
| PP |
2,055.5 |
2,068.4 |
| S1 |
2,052.6 |
2,059.0 |
|