| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,264.2360 |
2,299.4910 |
35.2550 |
1.6% |
2,369.0400 |
| High |
2,316.4750 |
2,332.2220 |
15.7470 |
0.7% |
2,402.2510 |
| Low |
2,246.9190 |
2,224.9280 |
-21.9910 |
-1.0% |
2,147.8450 |
| Close |
2,299.4140 |
2,245.9870 |
-53.4270 |
-2.3% |
2,245.9870 |
| Range |
69.5560 |
107.2940 |
37.7380 |
54.3% |
254.4060 |
| ATR |
100.8852 |
101.3429 |
0.4578 |
0.5% |
0.0000 |
| Volume |
200,781 |
1,754 |
-199,027 |
-99.1% |
618,473 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,589.5943 |
2,525.0847 |
2,304.9987 |
|
| R3 |
2,482.3003 |
2,417.7907 |
2,275.4929 |
|
| R2 |
2,375.0063 |
2,375.0063 |
2,265.6576 |
|
| R1 |
2,310.4967 |
2,310.4967 |
2,255.8223 |
2,289.1045 |
| PP |
2,267.7123 |
2,267.7123 |
2,267.7123 |
2,257.0163 |
| S1 |
2,203.2027 |
2,203.2027 |
2,236.1517 |
2,181.8105 |
| S2 |
2,160.4183 |
2,160.4183 |
2,226.3164 |
|
| S3 |
2,053.1243 |
2,095.9087 |
2,216.4812 |
|
| S4 |
1,945.8303 |
1,988.6147 |
2,186.9753 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.5790 |
2,891.6890 |
2,385.9103 |
|
| R3 |
2,774.1730 |
2,637.2830 |
2,315.9487 |
|
| R2 |
2,519.7670 |
2,519.7670 |
2,292.6281 |
|
| R1 |
2,382.8770 |
2,382.8770 |
2,269.3076 |
2,324.1190 |
| PP |
2,265.3610 |
2,265.3610 |
2,265.3610 |
2,235.9820 |
| S1 |
2,128.4710 |
2,128.4710 |
2,222.6665 |
2,069.7130 |
| S2 |
2,010.9550 |
2,010.9550 |
2,199.3459 |
|
| S3 |
1,756.5490 |
1,874.0650 |
2,176.0254 |
|
| S4 |
1,502.1430 |
1,619.6590 |
2,106.0637 |
|
|
| 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 |
11.3% |
122.9752 |
5.5% |
39% |
False |
False |
123,694 |
| 10 |
2,402.2510 |
2,083.3560 |
318.8950 |
14.2% |
120.7565 |
5.4% |
51% |
False |
False |
159,436 |
| 20 |
2,402.2510 |
1,909.8580 |
492.3930 |
21.9% |
104.4433 |
4.7% |
68% |
False |
False |
158,573 |
| 40 |
2,402.2510 |
1,562.2540 |
839.9970 |
37.4% |
97.1307 |
4.3% |
81% |
False |
False |
183,337 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
80.2423 |
3.6% |
82% |
False |
False |
158,849 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
72.6829 |
3.2% |
82% |
False |
False |
155,016 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
67.6466 |
3.0% |
82% |
False |
False |
148,808 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
66.7489 |
3.0% |
82% |
False |
False |
144,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,788.2215 |
|
2.618 |
2,613.1177 |
|
1.618 |
2,505.8237 |
|
1.000 |
2,439.5160 |
|
0.618 |
2,398.5297 |
|
HIGH |
2,332.2220 |
|
0.618 |
2,291.2357 |
|
0.500 |
2,278.5750 |
|
0.382 |
2,265.9143 |
|
LOW |
2,224.9280 |
|
0.618 |
2,158.6203 |
|
1.000 |
2,117.6340 |
|
1.618 |
2,051.3263 |
|
2.618 |
1,944.0323 |
|
4.250 |
1,768.9285 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,278.5750 |
2,244.0025 |
| PP |
2,267.7123 |
2,242.0180 |
| S1 |
2,256.8497 |
2,240.0335 |
|