| 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 |
2,024.7 |
2,032.6 |
7.9 |
0.4% |
2,004.1 |
| High |
2,040.1 |
2,043.4 |
3.3 |
0.2% |
2,043.4 |
| Low |
2,024.3 |
2,018.3 |
-6.0 |
-0.3% |
1,975.0 |
| Close |
2,030.2 |
2,021.1 |
-9.1 |
-0.4% |
2,021.1 |
| Range |
15.8 |
25.1 |
9.3 |
58.9% |
68.4 |
| ATR |
30.9 |
30.5 |
-0.4 |
-1.3% |
0.0 |
| Volume |
236 |
261 |
25 |
10.6% |
3,495 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.9 |
2,087.1 |
2,034.9 |
|
| R3 |
2,077.8 |
2,062.0 |
2,028.0 |
|
| R2 |
2,052.7 |
2,052.7 |
2,025.7 |
|
| R1 |
2,036.9 |
2,036.9 |
2,023.4 |
2,032.3 |
| PP |
2,027.6 |
2,027.6 |
2,027.6 |
2,025.3 |
| S1 |
2,011.8 |
2,011.8 |
2,018.8 |
2,007.2 |
| S2 |
2,002.5 |
2,002.5 |
2,016.5 |
|
| S3 |
1,977.4 |
1,986.7 |
2,014.2 |
|
| S4 |
1,952.3 |
1,961.6 |
2,007.3 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.4 |
2,188.1 |
2,058.7 |
|
| R3 |
2,150.0 |
2,119.7 |
2,039.9 |
|
| R2 |
2,081.6 |
2,081.6 |
2,033.6 |
|
| R1 |
2,051.3 |
2,051.3 |
2,027.4 |
2,066.5 |
| PP |
2,013.2 |
2,013.2 |
2,013.2 |
2,020.7 |
| S1 |
1,982.9 |
1,982.9 |
2,014.8 |
1,998.1 |
| S2 |
1,944.8 |
1,944.8 |
2,008.6 |
|
| S3 |
1,876.4 |
1,914.5 |
2,002.3 |
|
| S4 |
1,808.0 |
1,846.1 |
1,983.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.4 |
1,975.0 |
68.4 |
3.4% |
26.8 |
1.3% |
67% |
True |
False |
699 |
| 10 |
2,130.2 |
1,975.0 |
155.2 |
7.7% |
33.6 |
1.7% |
30% |
False |
False |
578 |
| 20 |
2,130.2 |
1,967.2 |
163.0 |
8.1% |
27.6 |
1.4% |
33% |
False |
False |
70,269 |
| 40 |
2,130.2 |
1,935.6 |
194.6 |
9.6% |
26.0 |
1.3% |
44% |
False |
False |
136,081 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
25.3 |
1.3% |
64% |
False |
False |
159,442 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
22.8 |
1.1% |
64% |
False |
False |
159,582 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
22.1 |
1.1% |
64% |
False |
False |
156,907 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.2% |
21.5 |
1.1% |
64% |
False |
False |
137,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.1 |
|
2.618 |
2,109.1 |
|
1.618 |
2,084.0 |
|
1.000 |
2,068.5 |
|
0.618 |
2,058.9 |
|
HIGH |
2,043.4 |
|
0.618 |
2,033.8 |
|
0.500 |
2,030.9 |
|
0.382 |
2,027.9 |
|
LOW |
2,018.3 |
|
0.618 |
2,002.8 |
|
1.000 |
1,993.2 |
|
1.618 |
1,977.7 |
|
2.618 |
1,952.6 |
|
4.250 |
1,911.6 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.9 |
2,017.1 |
| PP |
2,027.6 |
2,013.2 |
| S1 |
2,024.4 |
2,009.2 |
|