| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,090.0 |
2,072.5 |
-17.5 |
-0.8% |
2,057.7 |
| High |
2,097.1 |
2,085.2 |
-11.9 |
-0.6% |
2,100.6 |
| Low |
2,068.7 |
2,070.0 |
1.3 |
0.1% |
2,027.3 |
| Close |
2,074.6 |
2,079.6 |
5.0 |
0.2% |
2,074.6 |
| Range |
28.4 |
15.2 |
-13.2 |
-46.5% |
73.3 |
| ATR |
32.0 |
30.8 |
-1.2 |
-3.8% |
0.0 |
| Volume |
2,803 |
1,892 |
-911 |
-32.5% |
19,978 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.9 |
2,116.9 |
2,088.0 |
|
| R3 |
2,108.7 |
2,101.7 |
2,083.8 |
|
| R2 |
2,093.5 |
2,093.5 |
2,082.4 |
|
| R1 |
2,086.5 |
2,086.5 |
2,081.0 |
2,090.0 |
| PP |
2,078.3 |
2,078.3 |
2,078.3 |
2,080.0 |
| S1 |
2,071.3 |
2,071.3 |
2,078.2 |
2,074.8 |
| S2 |
2,063.1 |
2,063.1 |
2,076.8 |
|
| S3 |
2,047.9 |
2,056.1 |
2,075.4 |
|
| S4 |
2,032.7 |
2,040.9 |
2,071.2 |
|
|
| 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% |
27.5 |
1.3% |
71% |
False |
False |
3,601 |
| 10 |
2,100.6 |
2,027.3 |
73.3 |
3.5% |
27.4 |
1.3% |
71% |
False |
False |
3,646 |
| 20 |
2,191.2 |
2,026.6 |
164.6 |
7.9% |
29.1 |
1.4% |
32% |
False |
False |
3,146 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
25.8 |
1.2% |
43% |
False |
False |
2,958 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
24.7 |
1.2% |
64% |
False |
False |
2,423 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
21.8 |
1.0% |
64% |
False |
False |
1,935 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.4 |
1.0% |
64% |
False |
False |
1,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.8 |
|
2.618 |
2,125.0 |
|
1.618 |
2,109.8 |
|
1.000 |
2,100.4 |
|
0.618 |
2,094.6 |
|
HIGH |
2,085.2 |
|
0.618 |
2,079.4 |
|
0.500 |
2,077.6 |
|
0.382 |
2,075.8 |
|
LOW |
2,070.0 |
|
0.618 |
2,060.6 |
|
1.000 |
2,054.8 |
|
1.618 |
2,045.4 |
|
2.618 |
2,030.2 |
|
4.250 |
2,005.4 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.9 |
2,084.7 |
| PP |
2,078.3 |
2,083.0 |
| S1 |
2,077.6 |
2,081.3 |
|