| 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 |
36,084.82 |
36,254.33 |
169.51 |
0.5% |
36,089.38 |
| High |
36,296.20 |
36,416.18 |
119.98 |
0.3% |
36,296.20 |
| Low |
36,061.64 |
36,231.19 |
169.55 |
0.5% |
36,010.85 |
| Close |
36,247.87 |
36,404.93 |
157.06 |
0.4% |
36,247.87 |
| Range |
234.56 |
184.99 |
-49.57 |
-21.1% |
285.35 |
| ATR |
265.20 |
259.47 |
-5.73 |
-2.2% |
0.00 |
| Volume |
295,189,179 |
342,490,160 |
47,300,981 |
16.0% |
1,510,405,801 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,905.74 |
36,840.32 |
36,506.67 |
|
| R3 |
36,720.75 |
36,655.33 |
36,455.80 |
|
| R2 |
36,535.76 |
36,535.76 |
36,438.84 |
|
| R1 |
36,470.34 |
36,470.34 |
36,421.89 |
36,503.05 |
| PP |
36,350.77 |
36,350.77 |
36,350.77 |
36,367.12 |
| S1 |
36,285.35 |
36,285.35 |
36,387.97 |
36,318.06 |
| S2 |
36,165.78 |
36,165.78 |
36,371.02 |
|
| S3 |
35,980.79 |
36,100.36 |
36,354.06 |
|
| S4 |
35,795.80 |
35,915.37 |
36,303.19 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,041.02 |
36,929.80 |
36,404.81 |
|
| R3 |
36,755.67 |
36,644.45 |
36,326.34 |
|
| R2 |
36,470.32 |
36,470.32 |
36,300.18 |
|
| R1 |
36,359.10 |
36,359.10 |
36,274.03 |
36,414.71 |
| PP |
36,184.97 |
36,184.97 |
36,184.97 |
36,212.78 |
| S1 |
36,073.75 |
36,073.75 |
36,221.71 |
36,129.36 |
| S2 |
35,899.62 |
35,899.62 |
36,195.56 |
|
| S3 |
35,614.27 |
35,788.40 |
36,169.40 |
|
| S4 |
35,328.92 |
35,503.05 |
36,090.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,416.18 |
36,010.85 |
405.33 |
1.1% |
196.79 |
0.5% |
97% |
True |
False |
304,462,163 |
| 10 |
36,416.18 |
35,307.73 |
1,108.45 |
3.0% |
230.55 |
0.6% |
99% |
True |
False |
317,271,779 |
| 20 |
36,416.18 |
34,205.81 |
2,210.37 |
6.1% |
208.78 |
0.6% |
99% |
True |
False |
305,196,304 |
| 40 |
36,416.18 |
32,327.20 |
4,088.98 |
11.2% |
266.43 |
0.7% |
100% |
True |
False |
310,174,679 |
| 60 |
36,416.18 |
32,327.20 |
4,088.98 |
11.2% |
291.91 |
0.8% |
100% |
True |
False |
301,349,042 |
| 80 |
36,416.18 |
32,327.20 |
4,088.98 |
11.2% |
291.35 |
0.8% |
100% |
True |
False |
306,842,558 |
| 100 |
36,416.18 |
32,327.20 |
4,088.98 |
11.2% |
292.27 |
0.8% |
100% |
True |
False |
311,055,124 |
| 120 |
36,416.18 |
32,327.20 |
4,088.98 |
11.2% |
284.06 |
0.8% |
100% |
True |
False |
309,952,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,202.39 |
|
2.618 |
36,900.48 |
|
1.618 |
36,715.49 |
|
1.000 |
36,601.17 |
|
0.618 |
36,530.50 |
|
HIGH |
36,416.18 |
|
0.618 |
36,345.51 |
|
0.500 |
36,323.69 |
|
0.382 |
36,301.86 |
|
LOW |
36,231.19 |
|
0.618 |
36,116.87 |
|
1.000 |
36,046.20 |
|
1.618 |
35,931.88 |
|
2.618 |
35,746.89 |
|
4.250 |
35,444.98 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
36,377.85 |
36,342.98 |
| PP |
36,350.77 |
36,281.02 |
| S1 |
36,323.69 |
36,219.07 |
|