| 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 |
2,063.0 |
2,070.4 |
7.4 |
0.4% |
2,038.8 |
| High |
2,082.0 |
2,078.9 |
-3.1 |
-0.1% |
2,082.0 |
| Low |
2,058.9 |
2,048.8 |
-10.1 |
-0.5% |
2,007.4 |
| Close |
2,064.2 |
2,055.2 |
-9.0 |
-0.4% |
2,055.2 |
| Range |
23.1 |
30.1 |
7.0 |
30.3% |
74.6 |
| ATR |
32.9 |
32.7 |
-0.2 |
-0.6% |
0.0 |
| Volume |
9,217 |
6,167 |
-3,050 |
-33.1% |
41,744 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.3 |
2,133.3 |
2,071.8 |
|
| R3 |
2,121.2 |
2,103.2 |
2,063.5 |
|
| R2 |
2,091.1 |
2,091.1 |
2,060.7 |
|
| R1 |
2,073.1 |
2,073.1 |
2,058.0 |
2,067.1 |
| PP |
2,061.0 |
2,061.0 |
2,061.0 |
2,057.9 |
| S1 |
2,043.0 |
2,043.0 |
2,052.4 |
2,037.0 |
| S2 |
2,030.9 |
2,030.9 |
2,049.7 |
|
| S3 |
2,000.8 |
2,012.9 |
2,046.9 |
|
| S4 |
1,970.7 |
1,982.8 |
2,038.6 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.0 |
2,238.2 |
2,096.2 |
|
| R3 |
2,197.4 |
2,163.6 |
2,075.7 |
|
| R2 |
2,122.8 |
2,122.8 |
2,068.9 |
|
| R1 |
2,089.0 |
2,089.0 |
2,062.0 |
2,105.9 |
| PP |
2,048.2 |
2,048.2 |
2,048.2 |
2,056.7 |
| S1 |
2,014.4 |
2,014.4 |
2,048.4 |
2,031.3 |
| S2 |
1,973.6 |
1,973.6 |
2,041.5 |
|
| S3 |
1,899.0 |
1,939.8 |
2,034.7 |
|
| S4 |
1,824.4 |
1,865.2 |
2,014.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,082.0 |
2,007.4 |
74.6 |
3.6% |
31.9 |
1.6% |
64% |
False |
False |
8,348 |
| 10 |
2,171.5 |
2,007.4 |
164.1 |
8.0% |
38.2 |
1.9% |
29% |
False |
False |
9,656 |
| 20 |
2,171.5 |
2,006.7 |
164.8 |
8.0% |
30.1 |
1.5% |
29% |
False |
False |
7,520 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
26.3 |
1.3% |
41% |
False |
False |
5,327 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
24.9 |
1.2% |
62% |
False |
False |
4,307 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.1 |
1.1% |
62% |
False |
False |
3,410 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.2 |
1.0% |
62% |
False |
False |
2,831 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
20.1 |
1.0% |
62% |
False |
False |
2,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.8 |
|
2.618 |
2,157.7 |
|
1.618 |
2,127.6 |
|
1.000 |
2,109.0 |
|
0.618 |
2,097.5 |
|
HIGH |
2,078.9 |
|
0.618 |
2,067.4 |
|
0.500 |
2,063.9 |
|
0.382 |
2,060.3 |
|
LOW |
2,048.8 |
|
0.618 |
2,030.2 |
|
1.000 |
2,018.7 |
|
1.618 |
2,000.1 |
|
2.618 |
1,970.0 |
|
4.250 |
1,920.9 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.9 |
2,051.7 |
| PP |
2,061.0 |
2,048.2 |
| S1 |
2,058.1 |
2,044.7 |
|