| 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 |
7,522.5 |
7,564.5 |
42.0 |
0.6% |
7,544.5 |
| High |
7,555.5 |
7,615.0 |
59.5 |
0.8% |
7,615.0 |
| Low |
7,514.5 |
7,545.5 |
31.0 |
0.4% |
7,496.0 |
| Close |
7,549.5 |
7,589.0 |
39.5 |
0.5% |
7,589.0 |
| Range |
41.0 |
69.5 |
28.5 |
69.5% |
119.0 |
| ATR |
52.2 |
53.5 |
1.2 |
2.4% |
0.0 |
| Volume |
26,178 |
105,067 |
78,889 |
301.4% |
142,040 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,791.5 |
7,760.0 |
7,627.0 |
|
| R3 |
7,722.0 |
7,690.5 |
7,608.0 |
|
| R2 |
7,652.5 |
7,652.5 |
7,601.5 |
|
| R1 |
7,621.0 |
7,621.0 |
7,595.5 |
7,637.0 |
| PP |
7,583.0 |
7,583.0 |
7,583.0 |
7,591.0 |
| S1 |
7,551.5 |
7,551.5 |
7,582.5 |
7,567.0 |
| S2 |
7,513.5 |
7,513.5 |
7,576.5 |
|
| S3 |
7,444.0 |
7,482.0 |
7,570.0 |
|
| S4 |
7,374.5 |
7,412.5 |
7,551.0 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,923.5 |
7,875.5 |
7,654.5 |
|
| R3 |
7,804.5 |
7,756.5 |
7,621.5 |
|
| R2 |
7,685.5 |
7,685.5 |
7,611.0 |
|
| R1 |
7,637.5 |
7,637.5 |
7,600.0 |
7,661.5 |
| PP |
7,566.5 |
7,566.5 |
7,566.5 |
7,579.0 |
| S1 |
7,518.5 |
7,518.5 |
7,578.0 |
7,542.5 |
| S2 |
7,447.5 |
7,447.5 |
7,567.0 |
|
| S3 |
7,328.5 |
7,399.5 |
7,556.5 |
|
| S4 |
7,209.5 |
7,280.5 |
7,523.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,615.0 |
7,496.0 |
119.0 |
1.6% |
48.5 |
0.6% |
78% |
True |
False |
28,408 |
| 10 |
7,615.0 |
7,441.0 |
174.0 |
2.3% |
50.5 |
0.7% |
85% |
True |
False |
24,796 |
| 20 |
7,615.0 |
7,393.0 |
222.0 |
2.9% |
39.5 |
0.5% |
88% |
True |
False |
12,494 |
| 40 |
7,759.0 |
7,319.0 |
440.0 |
5.8% |
37.0 |
0.5% |
61% |
False |
False |
6,253 |
| 60 |
7,829.5 |
7,319.0 |
510.5 |
6.7% |
29.0 |
0.4% |
53% |
False |
False |
4,269 |
| 80 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
22.0 |
0.3% |
53% |
False |
False |
3,202 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
17.5 |
0.2% |
53% |
False |
False |
2,564 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
15.5 |
0.2% |
53% |
False |
False |
2,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,910.5 |
|
2.618 |
7,797.0 |
|
1.618 |
7,727.5 |
|
1.000 |
7,684.5 |
|
0.618 |
7,658.0 |
|
HIGH |
7,615.0 |
|
0.618 |
7,588.5 |
|
0.500 |
7,580.0 |
|
0.382 |
7,572.0 |
|
LOW |
7,545.5 |
|
0.618 |
7,502.5 |
|
1.000 |
7,476.0 |
|
1.618 |
7,433.0 |
|
2.618 |
7,363.5 |
|
4.250 |
7,250.0 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,586.0 |
7,581.0 |
| PP |
7,583.0 |
7,573.0 |
| S1 |
7,580.0 |
7,565.0 |
|