| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,216.3450 |
2,172.8970 |
-43.4480 |
-2.0% |
2,091.5440 |
| High |
2,242.7080 |
2,266.8990 |
24.1910 |
1.1% |
2,390.1390 |
| Low |
2,166.5280 |
2,147.8450 |
-18.6830 |
-0.9% |
2,083.3560 |
| Close |
2,172.8970 |
2,264.0000 |
91.1030 |
4.2% |
2,369.5670 |
| Range |
76.1800 |
119.0540 |
42.8740 |
56.3% |
306.7830 |
| ATR |
102.0829 |
103.2951 |
1.2122 |
1.2% |
0.0000 |
| Volume |
202,665 |
210,201 |
7,536 |
3.7% |
975,889 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.4100 |
2,542.7590 |
2,329.4797 |
|
| R3 |
2,464.3560 |
2,423.7050 |
2,296.7399 |
|
| R2 |
2,345.3020 |
2,345.3020 |
2,285.8266 |
|
| R1 |
2,304.6510 |
2,304.6510 |
2,274.9133 |
2,324.9765 |
| PP |
2,226.2480 |
2,226.2480 |
2,226.2480 |
2,236.4108 |
| S1 |
2,185.5970 |
2,185.5970 |
2,253.0867 |
2,205.9225 |
| S2 |
2,107.1940 |
2,107.1940 |
2,242.1734 |
|
| S3 |
1,988.1400 |
2,066.5430 |
2,231.2602 |
|
| S4 |
1,869.0860 |
1,947.4890 |
2,198.5203 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3697 |
3,092.2513 |
2,538.2977 |
|
| R3 |
2,894.5867 |
2,785.4683 |
2,453.9323 |
|
| R2 |
2,587.8037 |
2,587.8037 |
2,425.8106 |
|
| R1 |
2,478.6853 |
2,478.6853 |
2,397.6888 |
2,533.2445 |
| PP |
2,281.0207 |
2,281.0207 |
2,281.0207 |
2,308.3003 |
| S1 |
2,171.9023 |
2,171.9023 |
2,341.4452 |
2,226.4615 |
| S2 |
1,974.2377 |
1,974.2377 |
2,313.3235 |
|
| S3 |
1,667.4547 |
1,865.1193 |
2,285.2017 |
|
| S4 |
1,360.6717 |
1,558.3363 |
2,200.8364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,402.2510 |
2,147.8450 |
254.4060 |
11.2% |
129.6808 |
5.7% |
46% |
False |
True |
178,166 |
| 10 |
2,402.2510 |
2,022.0890 |
380.1620 |
16.8% |
112.9562 |
5.0% |
64% |
False |
False |
173,920 |
| 20 |
2,402.2510 |
1,909.8580 |
492.3930 |
21.7% |
107.9249 |
4.8% |
72% |
False |
False |
175,907 |
| 40 |
2,402.2510 |
1,543.6780 |
858.5730 |
37.9% |
94.1553 |
4.2% |
84% |
False |
False |
184,043 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.8% |
78.9743 |
3.5% |
84% |
False |
False |
160,373 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.8% |
72.4163 |
3.2% |
84% |
False |
False |
157,407 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.8% |
66.4882 |
2.9% |
84% |
False |
False |
148,919 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.8% |
66.5231 |
2.9% |
84% |
False |
False |
143,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.8785 |
|
2.618 |
2,578.5824 |
|
1.618 |
2,459.5284 |
|
1.000 |
2,385.9530 |
|
0.618 |
2,340.4744 |
|
HIGH |
2,266.8990 |
|
0.618 |
2,221.4204 |
|
0.500 |
2,207.3720 |
|
0.382 |
2,193.3236 |
|
LOW |
2,147.8450 |
|
0.618 |
2,074.2696 |
|
1.000 |
2,028.7910 |
|
1.618 |
1,955.2156 |
|
2.618 |
1,836.1616 |
|
4.250 |
1,641.8655 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.1240 |
2,275.0480 |
| PP |
2,226.2480 |
2,271.3653 |
| S1 |
2,207.3720 |
2,267.6827 |
|