| 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 |
2,064.1 |
2,080.0 |
15.9 |
0.8% |
2,052.9 |
| High |
2,077.6 |
2,102.3 |
24.7 |
1.2% |
2,102.3 |
| Low |
2,063.1 |
2,077.9 |
14.8 |
0.7% |
2,048.9 |
| Close |
2,071.0 |
2,088.8 |
17.8 |
0.9% |
2,088.8 |
| Range |
14.5 |
24.4 |
9.9 |
68.3% |
53.4 |
| ATR |
29.1 |
29.2 |
0.2 |
0.6% |
0.0 |
| Volume |
3,261 |
6,239 |
2,978 |
91.3% |
29,864 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.9 |
2,150.2 |
2,102.2 |
|
| R3 |
2,138.5 |
2,125.8 |
2,095.5 |
|
| R2 |
2,114.1 |
2,114.1 |
2,093.3 |
|
| R1 |
2,101.4 |
2,101.4 |
2,091.0 |
2,107.8 |
| PP |
2,089.7 |
2,089.7 |
2,089.7 |
2,092.8 |
| S1 |
2,077.0 |
2,077.0 |
2,086.6 |
2,083.4 |
| S2 |
2,065.3 |
2,065.3 |
2,084.3 |
|
| S3 |
2,040.9 |
2,052.6 |
2,082.1 |
|
| S4 |
2,016.5 |
2,028.2 |
2,075.4 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.2 |
2,217.9 |
2,118.2 |
|
| R3 |
2,186.8 |
2,164.5 |
2,103.5 |
|
| R2 |
2,133.4 |
2,133.4 |
2,098.6 |
|
| R1 |
2,111.1 |
2,111.1 |
2,093.7 |
2,122.3 |
| PP |
2,080.0 |
2,080.0 |
2,080.0 |
2,085.6 |
| S1 |
2,057.7 |
2,057.7 |
2,083.9 |
2,068.9 |
| S2 |
2,026.6 |
2,026.6 |
2,079.0 |
|
| S3 |
1,973.2 |
2,004.3 |
2,074.1 |
|
| S4 |
1,919.8 |
1,950.9 |
2,059.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.3 |
2,048.9 |
53.4 |
2.6% |
19.8 |
0.9% |
75% |
True |
False |
5,972 |
| 10 |
2,102.3 |
2,007.4 |
94.9 |
4.5% |
25.9 |
1.2% |
86% |
True |
False |
7,160 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.9% |
30.3 |
1.4% |
50% |
False |
False |
7,846 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.4% |
26.0 |
1.2% |
58% |
False |
False |
5,738 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
25.1 |
1.2% |
73% |
False |
False |
4,678 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
22.4 |
1.1% |
73% |
False |
False |
3,760 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
20.9 |
1.0% |
73% |
False |
False |
3,103 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
20.3 |
1.0% |
73% |
False |
False |
2,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.0 |
|
2.618 |
2,166.2 |
|
1.618 |
2,141.8 |
|
1.000 |
2,126.7 |
|
0.618 |
2,117.4 |
|
HIGH |
2,102.3 |
|
0.618 |
2,093.0 |
|
0.500 |
2,090.1 |
|
0.382 |
2,087.2 |
|
LOW |
2,077.9 |
|
0.618 |
2,062.8 |
|
1.000 |
2,053.5 |
|
1.618 |
2,038.4 |
|
2.618 |
2,014.0 |
|
4.250 |
1,974.2 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.1 |
2,086.3 |
| PP |
2,089.7 |
2,083.8 |
| S1 |
2,089.2 |
2,081.3 |
|