| 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 |
2,079.1 |
2,090.0 |
10.9 |
0.5% |
2,057.7 |
| High |
2,100.6 |
2,097.1 |
-3.5 |
-0.2% |
2,100.6 |
| Low |
2,079.0 |
2,068.7 |
-10.3 |
-0.5% |
2,027.3 |
| Close |
2,083.5 |
2,074.6 |
-8.9 |
-0.4% |
2,074.6 |
| Range |
21.6 |
28.4 |
6.8 |
31.5% |
73.3 |
| ATR |
32.3 |
32.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
3,557 |
2,803 |
-754 |
-21.2% |
19,978 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.3 |
2,148.4 |
2,090.2 |
|
| R3 |
2,136.9 |
2,120.0 |
2,082.4 |
|
| R2 |
2,108.5 |
2,108.5 |
2,079.8 |
|
| R1 |
2,091.6 |
2,091.6 |
2,077.2 |
2,085.9 |
| PP |
2,080.1 |
2,080.1 |
2,080.1 |
2,077.3 |
| S1 |
2,063.2 |
2,063.2 |
2,072.0 |
2,057.5 |
| S2 |
2,051.7 |
2,051.7 |
2,069.4 |
|
| S3 |
2,023.3 |
2,034.8 |
2,066.8 |
|
| S4 |
1,994.9 |
2,006.4 |
2,059.0 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.4 |
2,254.3 |
2,114.9 |
|
| R3 |
2,214.1 |
2,181.0 |
2,094.8 |
|
| R2 |
2,140.8 |
2,140.8 |
2,088.0 |
|
| R1 |
2,107.7 |
2,107.7 |
2,081.3 |
2,124.3 |
| PP |
2,067.5 |
2,067.5 |
2,067.5 |
2,075.8 |
| S1 |
2,034.4 |
2,034.4 |
2,067.9 |
2,051.0 |
| S2 |
1,994.2 |
1,994.2 |
2,061.2 |
|
| S3 |
1,920.9 |
1,961.1 |
2,054.4 |
|
| S4 |
1,847.6 |
1,887.8 |
2,034.3 |
|
|
| 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% |
30.8 |
1.5% |
65% |
False |
False |
3,995 |
| 10 |
2,191.2 |
2,027.3 |
163.9 |
7.9% |
37.2 |
1.8% |
29% |
False |
False |
3,998 |
| 20 |
2,191.2 |
2,026.6 |
164.6 |
7.9% |
29.0 |
1.4% |
29% |
False |
False |
3,127 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
26.0 |
1.3% |
41% |
False |
False |
3,006 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
24.6 |
1.2% |
63% |
False |
False |
2,397 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
21.7 |
1.0% |
63% |
False |
False |
1,914 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.6 |
1.0% |
63% |
False |
False |
1,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.8 |
|
2.618 |
2,171.5 |
|
1.618 |
2,143.1 |
|
1.000 |
2,125.5 |
|
0.618 |
2,114.7 |
|
HIGH |
2,097.1 |
|
0.618 |
2,086.3 |
|
0.500 |
2,082.9 |
|
0.382 |
2,079.5 |
|
LOW |
2,068.7 |
|
0.618 |
2,051.1 |
|
1.000 |
2,040.3 |
|
1.618 |
2,022.7 |
|
2.618 |
1,994.3 |
|
4.250 |
1,948.0 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.9 |
2,071.1 |
| PP |
2,080.1 |
2,067.5 |
| S1 |
2,077.4 |
2,064.0 |
|