| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,044.4 |
2,061.2 |
16.8 |
0.8% |
2,033.3 |
| High |
2,058.0 |
2,083.0 |
25.0 |
1.2% |
2,083.0 |
| Low |
2,043.3 |
2,058.2 |
14.9 |
0.7% |
2,029.5 |
| Close |
2,051.3 |
2,069.1 |
17.8 |
0.9% |
2,069.1 |
| Range |
14.7 |
24.8 |
10.1 |
68.7% |
53.5 |
| ATR |
29.6 |
29.8 |
0.1 |
0.5% |
0.0 |
| Volume |
119,952 |
170,150 |
50,198 |
41.8% |
688,856 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.5 |
2,131.6 |
2,082.7 |
|
| R3 |
2,119.7 |
2,106.8 |
2,075.9 |
|
| R2 |
2,094.9 |
2,094.9 |
2,073.6 |
|
| R1 |
2,082.0 |
2,082.0 |
2,071.4 |
2,088.5 |
| PP |
2,070.1 |
2,070.1 |
2,070.1 |
2,073.3 |
| S1 |
2,057.2 |
2,057.2 |
2,066.8 |
2,063.7 |
| S2 |
2,045.3 |
2,045.3 |
2,064.6 |
|
| S3 |
2,020.5 |
2,032.4 |
2,062.3 |
|
| S4 |
1,995.7 |
2,007.6 |
2,055.5 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.0 |
2,198.6 |
2,098.5 |
|
| R3 |
2,167.5 |
2,145.1 |
2,083.8 |
|
| R2 |
2,114.0 |
2,114.0 |
2,078.9 |
|
| R1 |
2,091.6 |
2,091.6 |
2,074.0 |
2,102.8 |
| PP |
2,060.5 |
2,060.5 |
2,060.5 |
2,066.2 |
| S1 |
2,038.1 |
2,038.1 |
2,064.2 |
2,049.3 |
| S2 |
2,007.0 |
2,007.0 |
2,059.3 |
|
| S3 |
1,953.5 |
1,984.6 |
2,054.4 |
|
| S4 |
1,900.0 |
1,931.1 |
2,039.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,083.0 |
2,029.5 |
53.5 |
2.6% |
20.1 |
1.0% |
74% |
True |
False |
137,771 |
| 10 |
2,083.0 |
1,987.9 |
95.1 |
4.6% |
26.3 |
1.3% |
85% |
True |
False |
159,338 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
7.9% |
30.7 |
1.5% |
49% |
False |
False |
184,752 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.5% |
26.8 |
1.3% |
58% |
False |
False |
110,380 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
26.2 |
1.3% |
73% |
False |
False |
76,454 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
23.4 |
1.1% |
73% |
False |
False |
58,086 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
21.9 |
1.1% |
73% |
False |
False |
46,795 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
21.4 |
1.0% |
73% |
False |
False |
39,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.4 |
|
2.618 |
2,147.9 |
|
1.618 |
2,123.1 |
|
1.000 |
2,107.8 |
|
0.618 |
2,098.3 |
|
HIGH |
2,083.0 |
|
0.618 |
2,073.5 |
|
0.500 |
2,070.6 |
|
0.382 |
2,067.7 |
|
LOW |
2,058.2 |
|
0.618 |
2,042.9 |
|
1.000 |
2,033.4 |
|
1.618 |
2,018.1 |
|
2.618 |
1,993.3 |
|
4.250 |
1,952.8 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.6 |
2,066.7 |
| PP |
2,070.1 |
2,064.2 |
| S1 |
2,069.6 |
2,061.8 |
|