| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,034.0 |
2,079.1 |
45.1 |
2.2% |
2,135.0 |
| High |
2,080.6 |
2,100.6 |
20.0 |
1.0% |
2,191.2 |
| Low |
2,027.3 |
2,079.0 |
51.7 |
2.6% |
2,049.8 |
| Close |
2,036.2 |
2,083.5 |
47.3 |
2.3% |
2,053.7 |
| Range |
53.3 |
21.6 |
-31.7 |
-59.5% |
141.4 |
| ATR |
29.8 |
32.3 |
2.5 |
8.3% |
0.0 |
| Volume |
5,155 |
3,557 |
-1,598 |
-31.0% |
20,003 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.5 |
2,139.6 |
2,095.4 |
|
| R3 |
2,130.9 |
2,118.0 |
2,089.4 |
|
| R2 |
2,109.3 |
2,109.3 |
2,087.5 |
|
| R1 |
2,096.4 |
2,096.4 |
2,085.5 |
2,102.9 |
| PP |
2,087.7 |
2,087.7 |
2,087.7 |
2,090.9 |
| S1 |
2,074.8 |
2,074.8 |
2,081.5 |
2,081.3 |
| S2 |
2,066.1 |
2,066.1 |
2,079.5 |
|
| S3 |
2,044.5 |
2,053.2 |
2,077.6 |
|
| S4 |
2,022.9 |
2,031.6 |
2,071.6 |
|
|
| 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 |
2,100.6 |
2,027.3 |
73.3 |
3.5% |
32.8 |
1.6% |
77% |
True |
False |
4,392 |
| 10 |
2,191.2 |
2,027.3 |
163.9 |
7.9% |
38.4 |
1.8% |
34% |
False |
False |
4,010 |
| 20 |
2,191.2 |
2,020.1 |
171.1 |
8.2% |
29.1 |
1.4% |
37% |
False |
False |
3,132 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
26.1 |
1.3% |
45% |
False |
False |
2,998 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
24.4 |
1.2% |
65% |
False |
False |
2,361 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
21.7 |
1.0% |
65% |
False |
False |
1,882 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.4 |
1.0% |
65% |
False |
False |
1,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.4 |
|
2.618 |
2,157.1 |
|
1.618 |
2,135.5 |
|
1.000 |
2,122.2 |
|
0.618 |
2,113.9 |
|
HIGH |
2,100.6 |
|
0.618 |
2,092.3 |
|
0.500 |
2,089.8 |
|
0.382 |
2,087.3 |
|
LOW |
2,079.0 |
|
0.618 |
2,065.7 |
|
1.000 |
2,057.4 |
|
1.618 |
2,044.1 |
|
2.618 |
2,022.5 |
|
4.250 |
1,987.2 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.8 |
2,077.0 |
| PP |
2,087.7 |
2,070.5 |
| S1 |
2,085.6 |
2,064.0 |
|