| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,083.0 |
2,099.1 |
16.1 |
0.8% |
2,072.5 |
| High |
2,096.6 |
2,121.8 |
25.2 |
1.2% |
2,121.8 |
| Low |
2,083.0 |
2,097.2 |
14.2 |
0.7% |
2,070.0 |
| Close |
2,090.4 |
2,108.2 |
17.8 |
0.9% |
2,108.2 |
| Range |
13.6 |
24.6 |
11.0 |
80.9% |
51.8 |
| ATR |
28.2 |
28.4 |
0.2 |
0.8% |
0.0 |
| Volume |
1,722 |
2,420 |
698 |
40.5% |
10,050 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.9 |
2,170.1 |
2,121.7 |
|
| R3 |
2,158.3 |
2,145.5 |
2,115.0 |
|
| R2 |
2,133.7 |
2,133.7 |
2,112.7 |
|
| R1 |
2,120.9 |
2,120.9 |
2,110.5 |
2,127.3 |
| PP |
2,109.1 |
2,109.1 |
2,109.1 |
2,112.3 |
| S1 |
2,096.3 |
2,096.3 |
2,105.9 |
2,102.7 |
| S2 |
2,084.5 |
2,084.5 |
2,103.7 |
|
| S3 |
2,059.9 |
2,071.7 |
2,101.4 |
|
| S4 |
2,035.3 |
2,047.1 |
2,094.7 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.4 |
2,233.6 |
2,136.7 |
|
| R3 |
2,203.6 |
2,181.8 |
2,122.4 |
|
| R2 |
2,151.8 |
2,151.8 |
2,117.7 |
|
| R1 |
2,130.0 |
2,130.0 |
2,112.9 |
2,140.9 |
| PP |
2,100.0 |
2,100.0 |
2,100.0 |
2,105.5 |
| S1 |
2,078.2 |
2,078.2 |
2,103.5 |
2,089.1 |
| S2 |
2,048.2 |
2,048.2 |
2,098.7 |
|
| S3 |
1,996.4 |
2,026.4 |
2,094.0 |
|
| S4 |
1,944.6 |
1,974.6 |
2,079.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.8 |
2,070.0 |
51.8 |
2.5% |
18.7 |
0.9% |
74% |
True |
False |
2,010 |
| 10 |
2,121.8 |
2,027.3 |
94.5 |
4.5% |
24.8 |
1.2% |
86% |
True |
False |
3,002 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.8% |
29.1 |
1.4% |
49% |
False |
False |
3,079 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.3% |
25.4 |
1.2% |
58% |
False |
False |
2,932 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
24.7 |
1.2% |
73% |
False |
False |
2,486 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
21.9 |
1.0% |
73% |
False |
False |
2,026 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
20.4 |
1.0% |
73% |
False |
False |
1,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.4 |
|
2.618 |
2,186.2 |
|
1.618 |
2,161.6 |
|
1.000 |
2,146.4 |
|
0.618 |
2,137.0 |
|
HIGH |
2,121.8 |
|
0.618 |
2,112.4 |
|
0.500 |
2,109.5 |
|
0.382 |
2,106.6 |
|
LOW |
2,097.2 |
|
0.618 |
2,082.0 |
|
1.000 |
2,072.6 |
|
1.618 |
2,057.4 |
|
2.618 |
2,032.8 |
|
4.250 |
1,992.7 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,109.5 |
2,105.8 |
| PP |
2,109.1 |
2,103.3 |
| S1 |
2,108.6 |
2,100.9 |
|