| 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 |
4,815.00 |
4,817.00 |
2.00 |
0.0% |
4,711.00 |
| High |
4,841.75 |
4,839.50 |
-2.25 |
0.0% |
4,841.75 |
| Low |
4,798.00 |
4,809.25 |
11.25 |
0.2% |
4,704.00 |
| Close |
4,825.00 |
4,820.00 |
-5.00 |
-0.1% |
4,820.00 |
| Range |
43.75 |
30.25 |
-13.50 |
-30.9% |
137.75 |
| ATR |
43.05 |
42.13 |
-0.91 |
-2.1% |
0.00 |
| Volume |
2,394 |
3,227 |
833 |
34.8% |
10,514 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,913.75 |
4,897.00 |
4,836.75 |
|
| R3 |
4,883.50 |
4,866.75 |
4,828.25 |
|
| R2 |
4,853.25 |
4,853.25 |
4,825.50 |
|
| R1 |
4,836.50 |
4,836.50 |
4,822.75 |
4,845.00 |
| PP |
4,823.00 |
4,823.00 |
4,823.00 |
4,827.00 |
| S1 |
4,806.25 |
4,806.25 |
4,817.25 |
4,814.50 |
| S2 |
4,792.75 |
4,792.75 |
4,814.50 |
|
| S3 |
4,762.50 |
4,776.00 |
4,811.75 |
|
| S4 |
4,732.25 |
4,745.75 |
4,803.25 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,201.75 |
5,148.75 |
4,895.75 |
|
| R3 |
5,064.00 |
5,011.00 |
4,858.00 |
|
| R2 |
4,926.25 |
4,926.25 |
4,845.25 |
|
| R1 |
4,873.25 |
4,873.25 |
4,832.75 |
4,899.75 |
| PP |
4,788.50 |
4,788.50 |
4,788.50 |
4,802.00 |
| S1 |
4,735.50 |
4,735.50 |
4,807.25 |
4,762.00 |
| S2 |
4,650.75 |
4,650.75 |
4,794.75 |
|
| S3 |
4,513.00 |
4,597.75 |
4,782.00 |
|
| S4 |
4,375.25 |
4,460.00 |
4,744.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,841.75 |
4,704.00 |
137.75 |
2.9% |
41.00 |
0.9% |
84% |
False |
False |
2,102 |
| 10 |
4,841.75 |
4,650.00 |
191.75 |
4.0% |
42.25 |
0.9% |
89% |
False |
False |
1,153 |
| 20 |
4,841.75 |
4,614.25 |
227.50 |
4.7% |
36.75 |
0.8% |
90% |
False |
False |
651 |
| 40 |
4,841.75 |
4,215.25 |
626.50 |
13.0% |
44.25 |
0.9% |
97% |
False |
False |
469 |
| 60 |
4,841.75 |
4,215.25 |
626.50 |
13.0% |
49.25 |
1.0% |
97% |
False |
False |
344 |
| 80 |
4,841.75 |
4,215.25 |
626.50 |
13.0% |
45.25 |
0.9% |
97% |
False |
False |
300 |
| 100 |
4,841.75 |
4,215.25 |
626.50 |
13.0% |
39.50 |
0.8% |
97% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,968.00 |
|
2.618 |
4,918.75 |
|
1.618 |
4,888.50 |
|
1.000 |
4,869.75 |
|
0.618 |
4,858.25 |
|
HIGH |
4,839.50 |
|
0.618 |
4,828.00 |
|
0.500 |
4,824.50 |
|
0.382 |
4,820.75 |
|
LOW |
4,809.25 |
|
0.618 |
4,790.50 |
|
1.000 |
4,779.00 |
|
1.618 |
4,760.25 |
|
2.618 |
4,730.00 |
|
4.250 |
4,680.75 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,824.50 |
4,811.50 |
| PP |
4,823.00 |
4,803.25 |
| S1 |
4,821.50 |
4,794.75 |
|