| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,051.4 |
2,095.6 |
44.2 |
2.2% |
2,152.8 |
| High |
2,097.2 |
2,117.7 |
20.5 |
1.0% |
2,208.6 |
| Low |
2,045.6 |
2,095.6 |
50.0 |
2.4% |
2,068.0 |
| Close |
2,053.9 |
2,100.2 |
46.3 |
2.3% |
2,071.4 |
| Range |
51.6 |
22.1 |
-29.5 |
-57.2% |
140.6 |
| ATR |
29.3 |
31.8 |
2.5 |
8.4% |
0.0 |
| Volume |
3,660 |
2,565 |
-1,095 |
-29.9% |
12,867 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.8 |
2,157.6 |
2,112.4 |
|
| R3 |
2,148.7 |
2,135.5 |
2,106.3 |
|
| R2 |
2,126.6 |
2,126.6 |
2,104.3 |
|
| R1 |
2,113.4 |
2,113.4 |
2,102.2 |
2,120.0 |
| PP |
2,104.5 |
2,104.5 |
2,104.5 |
2,107.8 |
| S1 |
2,091.3 |
2,091.3 |
2,098.2 |
2,097.9 |
| S2 |
2,082.4 |
2,082.4 |
2,096.1 |
|
| S3 |
2,060.3 |
2,069.2 |
2,094.1 |
|
| S4 |
2,038.2 |
2,047.1 |
2,088.0 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.8 |
2,445.2 |
2,148.7 |
|
| R3 |
2,397.2 |
2,304.6 |
2,110.1 |
|
| R2 |
2,256.6 |
2,256.6 |
2,097.2 |
|
| R1 |
2,164.0 |
2,164.0 |
2,084.3 |
2,140.0 |
| PP |
2,116.0 |
2,116.0 |
2,116.0 |
2,104.0 |
| S1 |
2,023.4 |
2,023.4 |
2,058.5 |
1,999.4 |
| S2 |
1,975.4 |
1,975.4 |
2,045.6 |
|
| S3 |
1,834.8 |
1,882.8 |
2,032.7 |
|
| S4 |
1,694.2 |
1,742.2 |
1,994.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,117.7 |
2,045.6 |
72.1 |
3.4% |
32.7 |
1.6% |
76% |
True |
False |
3,182 |
| 10 |
2,208.6 |
2,045.6 |
163.0 |
7.8% |
38.1 |
1.8% |
33% |
False |
False |
2,736 |
| 20 |
2,208.6 |
2,037.4 |
171.2 |
8.2% |
28.5 |
1.4% |
37% |
False |
False |
2,426 |
| 40 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
25.0 |
1.2% |
44% |
False |
False |
1,637 |
| 60 |
2,208.6 |
1,899.6 |
309.0 |
14.7% |
23.4 |
1.1% |
65% |
False |
False |
1,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.6 |
|
2.618 |
2,175.6 |
|
1.618 |
2,153.5 |
|
1.000 |
2,139.8 |
|
0.618 |
2,131.4 |
|
HIGH |
2,117.7 |
|
0.618 |
2,109.3 |
|
0.500 |
2,106.7 |
|
0.382 |
2,104.0 |
|
LOW |
2,095.6 |
|
0.618 |
2,081.9 |
|
1.000 |
2,073.5 |
|
1.618 |
2,059.8 |
|
2.618 |
2,037.7 |
|
4.250 |
2,001.7 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.7 |
2,094.0 |
| PP |
2,104.5 |
2,087.8 |
| S1 |
2,102.4 |
2,081.7 |
|