| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,978.5 |
2,024.7 |
46.2 |
2.3% |
2,075.3 |
| High |
2,024.8 |
2,040.1 |
15.3 |
0.8% |
2,130.2 |
| Low |
1,975.0 |
2,024.3 |
49.3 |
2.5% |
1,995.0 |
| Close |
1,982.3 |
2,030.2 |
47.9 |
2.4% |
1,998.3 |
| Range |
49.8 |
15.8 |
-34.0 |
-68.3% |
135.2 |
| ATR |
28.8 |
30.9 |
2.1 |
7.2% |
0.0 |
| Volume |
2,252 |
236 |
-2,016 |
-89.5% |
2,293 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.9 |
2,070.4 |
2,038.9 |
|
| R3 |
2,063.1 |
2,054.6 |
2,034.5 |
|
| R2 |
2,047.3 |
2,047.3 |
2,033.1 |
|
| R1 |
2,038.8 |
2,038.8 |
2,031.6 |
2,043.1 |
| PP |
2,031.5 |
2,031.5 |
2,031.5 |
2,033.7 |
| S1 |
2,023.0 |
2,023.0 |
2,028.8 |
2,027.3 |
| S2 |
2,015.7 |
2,015.7 |
2,027.3 |
|
| S3 |
1,999.9 |
2,007.2 |
2,025.9 |
|
| S4 |
1,984.1 |
1,991.4 |
2,021.5 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.8 |
2,357.7 |
2,072.7 |
|
| R3 |
2,311.6 |
2,222.5 |
2,035.5 |
|
| R2 |
2,176.4 |
2,176.4 |
2,023.1 |
|
| R1 |
2,087.3 |
2,087.3 |
2,010.7 |
2,064.3 |
| PP |
2,041.2 |
2,041.2 |
2,041.2 |
2,029.6 |
| S1 |
1,952.1 |
1,952.1 |
1,985.9 |
1,929.1 |
| S2 |
1,906.0 |
1,906.0 |
1,973.5 |
|
| S3 |
1,770.8 |
1,816.9 |
1,961.1 |
|
| S4 |
1,635.6 |
1,681.7 |
1,923.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,040.1 |
1,975.0 |
65.1 |
3.2% |
29.4 |
1.4% |
85% |
True |
False |
736 |
| 10 |
2,130.2 |
1,975.0 |
155.2 |
7.6% |
34.8 |
1.7% |
36% |
False |
False |
614 |
| 20 |
2,130.2 |
1,959.0 |
171.2 |
8.4% |
28.0 |
1.4% |
42% |
False |
False |
79,597 |
| 40 |
2,130.2 |
1,935.6 |
194.6 |
9.6% |
26.2 |
1.3% |
49% |
False |
False |
142,695 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
25.2 |
1.2% |
67% |
False |
False |
163,203 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
22.8 |
1.1% |
67% |
False |
False |
161,704 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
22.0 |
1.1% |
67% |
False |
False |
157,949 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
21.5 |
1.1% |
67% |
False |
False |
137,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.3 |
|
2.618 |
2,081.5 |
|
1.618 |
2,065.7 |
|
1.000 |
2,055.9 |
|
0.618 |
2,049.9 |
|
HIGH |
2,040.1 |
|
0.618 |
2,034.1 |
|
0.500 |
2,032.2 |
|
0.382 |
2,030.3 |
|
LOW |
2,024.3 |
|
0.618 |
2,014.5 |
|
1.000 |
2,008.5 |
|
1.618 |
1,998.7 |
|
2.618 |
1,982.9 |
|
4.250 |
1,957.2 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.2 |
2,022.7 |
| PP |
2,031.5 |
2,015.1 |
| S1 |
2,030.9 |
2,007.6 |
|