| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,040.1 |
2,034.0 |
-6.1 |
-0.3% |
2,135.0 |
| High |
2,050.9 |
2,080.6 |
29.7 |
1.4% |
2,191.2 |
| Low |
2,031.7 |
2,027.3 |
-4.4 |
-0.2% |
2,049.8 |
| Close |
2,032.1 |
2,036.2 |
4.1 |
0.2% |
2,053.7 |
| Range |
19.2 |
53.3 |
34.1 |
177.6% |
141.4 |
| ATR |
28.0 |
29.8 |
1.8 |
6.4% |
0.0 |
| Volume |
4,602 |
5,155 |
553 |
12.0% |
20,003 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.9 |
2,175.4 |
2,065.5 |
|
| R3 |
2,154.6 |
2,122.1 |
2,050.9 |
|
| R2 |
2,101.3 |
2,101.3 |
2,046.0 |
|
| R1 |
2,068.8 |
2,068.8 |
2,041.1 |
2,085.1 |
| PP |
2,048.0 |
2,048.0 |
2,048.0 |
2,056.2 |
| S1 |
2,015.5 |
2,015.5 |
2,031.3 |
2,031.8 |
| S2 |
1,994.7 |
1,994.7 |
2,026.4 |
|
| S3 |
1,941.4 |
1,962.2 |
2,021.5 |
|
| S4 |
1,888.1 |
1,908.9 |
2,006.9 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.4 |
2,429.5 |
2,131.5 |
|
| R3 |
2,381.0 |
2,288.1 |
2,092.6 |
|
| R2 |
2,239.6 |
2,239.6 |
2,079.6 |
|
| R1 |
2,146.7 |
2,146.7 |
2,066.7 |
2,122.5 |
| PP |
2,098.2 |
2,098.2 |
2,098.2 |
2,086.1 |
| S1 |
2,005.3 |
2,005.3 |
2,040.7 |
1,981.1 |
| S2 |
1,956.8 |
1,956.8 |
2,027.8 |
|
| S3 |
1,815.4 |
1,863.9 |
2,014.8 |
|
| S4 |
1,674.0 |
1,722.5 |
1,975.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.2 |
2,027.3 |
67.9 |
3.3% |
32.4 |
1.6% |
13% |
False |
True |
4,461 |
| 10 |
2,191.2 |
2,027.3 |
163.9 |
8.0% |
37.8 |
1.9% |
5% |
False |
True |
3,771 |
| 20 |
2,191.2 |
2,019.6 |
171.6 |
8.4% |
29.0 |
1.4% |
10% |
False |
False |
2,997 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
26.5 |
1.3% |
21% |
False |
False |
2,965 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
24.3 |
1.2% |
50% |
False |
False |
2,308 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
21.5 |
1.1% |
50% |
False |
False |
1,844 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
20.3 |
1.0% |
50% |
False |
False |
1,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,307.1 |
|
2.618 |
2,220.1 |
|
1.618 |
2,166.8 |
|
1.000 |
2,133.9 |
|
0.618 |
2,113.5 |
|
HIGH |
2,080.6 |
|
0.618 |
2,060.2 |
|
0.500 |
2,054.0 |
|
0.382 |
2,047.7 |
|
LOW |
2,027.3 |
|
0.618 |
1,994.4 |
|
1.000 |
1,974.0 |
|
1.618 |
1,941.1 |
|
2.618 |
1,887.8 |
|
4.250 |
1,800.8 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.0 |
2,054.0 |
| PP |
2,048.0 |
2,048.0 |
| S1 |
2,042.1 |
2,042.1 |
|