| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,072.5 |
2,080.2 |
7.7 |
0.4% |
2,057.7 |
| High |
2,085.2 |
2,099.9 |
14.7 |
0.7% |
2,100.6 |
| Low |
2,070.0 |
2,075.4 |
5.4 |
0.3% |
2,027.3 |
| Close |
2,079.6 |
2,091.3 |
11.7 |
0.6% |
2,074.6 |
| Range |
15.2 |
24.5 |
9.3 |
61.2% |
73.3 |
| ATR |
30.8 |
30.4 |
-0.5 |
-1.5% |
0.0 |
| Volume |
1,892 |
2,405 |
513 |
27.1% |
19,978 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.4 |
2,151.3 |
2,104.8 |
|
| R3 |
2,137.9 |
2,126.8 |
2,098.0 |
|
| R2 |
2,113.4 |
2,113.4 |
2,095.8 |
|
| R1 |
2,102.3 |
2,102.3 |
2,093.5 |
2,107.9 |
| PP |
2,088.9 |
2,088.9 |
2,088.9 |
2,091.6 |
| S1 |
2,077.8 |
2,077.8 |
2,089.1 |
2,083.4 |
| S2 |
2,064.4 |
2,064.4 |
2,086.8 |
|
| S3 |
2,039.9 |
2,053.3 |
2,084.6 |
|
| S4 |
2,015.4 |
2,028.8 |
2,077.8 |
|
|
| 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% |
28.6 |
1.4% |
87% |
False |
False |
3,162 |
| 10 |
2,100.6 |
2,027.3 |
73.3 |
3.5% |
26.9 |
1.3% |
87% |
False |
False |
3,545 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.8% |
29.3 |
1.4% |
39% |
False |
False |
3,199 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
25.9 |
1.2% |
49% |
False |
False |
2,985 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
24.9 |
1.2% |
68% |
False |
False |
2,457 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
21.9 |
1.0% |
68% |
False |
False |
1,962 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
20.4 |
1.0% |
68% |
False |
False |
1,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.0 |
|
2.618 |
2,164.0 |
|
1.618 |
2,139.5 |
|
1.000 |
2,124.4 |
|
0.618 |
2,115.0 |
|
HIGH |
2,099.9 |
|
0.618 |
2,090.5 |
|
0.500 |
2,087.7 |
|
0.382 |
2,084.8 |
|
LOW |
2,075.4 |
|
0.618 |
2,060.3 |
|
1.000 |
2,050.9 |
|
1.618 |
2,035.8 |
|
2.618 |
2,011.3 |
|
4.250 |
1,971.3 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.1 |
2,089.0 |
| PP |
2,088.9 |
2,086.6 |
| S1 |
2,087.7 |
2,084.3 |
|