| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,299.4910 |
2,245.4230 |
-54.0680 |
-2.4% |
2,369.0400 |
| High |
2,332.2220 |
2,262.2840 |
-69.9380 |
-3.0% |
2,402.2510 |
| Low |
2,224.9280 |
2,119.4420 |
-105.4860 |
-4.7% |
2,147.8450 |
| Close |
2,245.9870 |
2,216.1510 |
-29.8360 |
-1.3% |
2,245.9870 |
| Range |
107.2940 |
142.8420 |
35.5480 |
33.1% |
254.4060 |
| ATR |
101.3429 |
104.3071 |
2.9642 |
2.9% |
0.0000 |
| Volume |
1,754 |
1,793 |
39 |
2.2% |
618,473 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.8183 |
2,564.8267 |
2,294.7141 |
|
| R3 |
2,484.9763 |
2,421.9847 |
2,255.4326 |
|
| R2 |
2,342.1343 |
2,342.1343 |
2,242.3387 |
|
| R1 |
2,279.1427 |
2,279.1427 |
2,229.2449 |
2,239.2175 |
| PP |
2,199.2923 |
2,199.2923 |
2,199.2923 |
2,179.3298 |
| S1 |
2,136.3007 |
2,136.3007 |
2,203.0572 |
2,096.3755 |
| S2 |
2,056.4503 |
2,056.4503 |
2,189.9633 |
|
| S3 |
1,913.6083 |
1,993.4587 |
2,176.8695 |
|
| S4 |
1,770.7663 |
1,850.6167 |
2,137.5879 |
|
|
| 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 |
2,332.2220 |
2,119.4420 |
212.7800 |
9.6% |
102.9852 |
4.6% |
45% |
False |
True |
123,438 |
| 10 |
2,402.2510 |
2,119.4420 |
282.8090 |
12.8% |
116.0810 |
5.2% |
34% |
False |
True |
159,289 |
| 20 |
2,402.2510 |
1,919.5750 |
482.6760 |
21.8% |
107.5197 |
4.9% |
61% |
False |
False |
147,497 |
| 40 |
2,402.2510 |
1,593.2460 |
809.0050 |
36.5% |
99.0190 |
4.5% |
77% |
False |
False |
178,353 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
82.2389 |
3.7% |
79% |
False |
False |
157,289 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
73.9245 |
3.3% |
79% |
False |
False |
153,176 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
68.7673 |
3.1% |
79% |
False |
False |
147,783 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.7% |
67.3263 |
3.0% |
79% |
False |
False |
142,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.3625 |
|
2.618 |
2,636.2444 |
|
1.618 |
2,493.4024 |
|
1.000 |
2,405.1260 |
|
0.618 |
2,350.5604 |
|
HIGH |
2,262.2840 |
|
0.618 |
2,207.7184 |
|
0.500 |
2,190.8630 |
|
0.382 |
2,174.0076 |
|
LOW |
2,119.4420 |
|
0.618 |
2,031.1656 |
|
1.000 |
1,976.6000 |
|
1.618 |
1,888.3236 |
|
2.618 |
1,745.4816 |
|
4.250 |
1,512.3635 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,207.7217 |
2,225.8320 |
| PP |
2,199.2923 |
2,222.6050 |
| S1 |
2,190.8630 |
2,219.3780 |
|