| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,060.7 |
2,073.4 |
12.7 |
0.6% |
2,038.8 |
| High |
2,080.5 |
2,075.8 |
-4.7 |
-0.2% |
2,082.0 |
| Low |
2,054.5 |
2,060.3 |
5.8 |
0.3% |
2,007.4 |
| Close |
2,071.8 |
2,067.3 |
-4.5 |
-0.2% |
2,055.2 |
| Range |
26.0 |
15.5 |
-10.5 |
-40.4% |
74.6 |
| ATR |
31.3 |
30.2 |
-1.1 |
-3.6% |
0.0 |
| Volume |
9,604 |
3,735 |
-5,869 |
-61.1% |
41,744 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.3 |
2,106.3 |
2,075.8 |
|
| R3 |
2,098.8 |
2,090.8 |
2,071.6 |
|
| R2 |
2,083.3 |
2,083.3 |
2,070.1 |
|
| R1 |
2,075.3 |
2,075.3 |
2,068.7 |
2,071.6 |
| PP |
2,067.8 |
2,067.8 |
2,067.8 |
2,065.9 |
| S1 |
2,059.8 |
2,059.8 |
2,065.9 |
2,056.1 |
| S2 |
2,052.3 |
2,052.3 |
2,064.5 |
|
| S3 |
2,036.8 |
2,044.3 |
2,063.0 |
|
| S4 |
2,021.3 |
2,028.8 |
2,058.8 |
|
|
| 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 |
2,048.8 |
33.2 |
1.6% |
22.6 |
1.1% |
56% |
False |
False |
7,149 |
| 10 |
2,082.0 |
2,007.4 |
74.6 |
3.6% |
28.0 |
1.4% |
80% |
False |
False |
8,069 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.9% |
29.9 |
1.4% |
37% |
False |
False |
7,850 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
26.1 |
1.3% |
47% |
False |
False |
5,666 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
25.3 |
1.2% |
66% |
False |
False |
4,593 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.3 |
1.1% |
66% |
False |
False |
3,648 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.0 |
1.0% |
66% |
False |
False |
3,017 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.2 |
1.0% |
66% |
False |
False |
2,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.7 |
|
2.618 |
2,116.4 |
|
1.618 |
2,100.9 |
|
1.000 |
2,091.3 |
|
0.618 |
2,085.4 |
|
HIGH |
2,075.8 |
|
0.618 |
2,069.9 |
|
0.500 |
2,068.1 |
|
0.382 |
2,066.2 |
|
LOW |
2,060.3 |
|
0.618 |
2,050.7 |
|
1.000 |
2,044.8 |
|
1.618 |
2,035.2 |
|
2.618 |
2,019.7 |
|
4.250 |
1,994.4 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.1 |
2,066.4 |
| PP |
2,067.8 |
2,065.6 |
| S1 |
2,067.6 |
2,064.7 |
|