| 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 |
2,172.8970 |
2,264.2360 |
91.3390 |
4.2% |
2,091.5440 |
| High |
2,266.8990 |
2,316.4750 |
49.5760 |
2.2% |
2,390.1390 |
| Low |
2,147.8450 |
2,246.9190 |
99.0740 |
4.6% |
2,083.3560 |
| Close |
2,264.0000 |
2,299.4140 |
35.4140 |
1.6% |
2,369.5670 |
| Range |
119.0540 |
69.5560 |
-49.4980 |
-41.6% |
306.7830 |
| ATR |
103.2951 |
100.8852 |
-2.4099 |
-2.3% |
0.0000 |
| Volume |
210,201 |
200,781 |
-9,420 |
-4.5% |
975,889 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.2707 |
2,467.3983 |
2,337.6698 |
|
| R3 |
2,426.7147 |
2,397.8423 |
2,318.5419 |
|
| R2 |
2,357.1587 |
2,357.1587 |
2,312.1659 |
|
| R1 |
2,328.2863 |
2,328.2863 |
2,305.7900 |
2,342.7225 |
| PP |
2,287.6027 |
2,287.6027 |
2,287.6027 |
2,294.8208 |
| S1 |
2,258.7303 |
2,258.7303 |
2,293.0380 |
2,273.1665 |
| S2 |
2,218.0467 |
2,218.0467 |
2,286.6621 |
|
| S3 |
2,148.4907 |
2,189.1743 |
2,280.2861 |
|
| S4 |
2,078.9347 |
2,119.6183 |
2,261.1582 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3697 |
3,092.2513 |
2,538.2977 |
|
| R3 |
2,894.5867 |
2,785.4683 |
2,453.9323 |
|
| R2 |
2,587.8037 |
2,587.8037 |
2,425.8106 |
|
| R1 |
2,478.6853 |
2,478.6853 |
2,397.6888 |
2,533.2445 |
| PP |
2,281.0207 |
2,281.0207 |
2,281.0207 |
2,308.3003 |
| S1 |
2,171.9023 |
2,171.9023 |
2,341.4452 |
2,226.4615 |
| S2 |
1,974.2377 |
1,974.2377 |
2,313.3235 |
|
| S3 |
1,667.4547 |
1,865.1193 |
2,285.2017 |
|
| S4 |
1,360.6717 |
1,558.3363 |
2,200.8364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,402.2510 |
2,147.8450 |
254.4060 |
11.1% |
111.5108 |
4.8% |
60% |
False |
False |
166,323 |
| 10 |
2,402.2510 |
2,041.3210 |
360.9300 |
15.7% |
116.9206 |
5.1% |
72% |
False |
False |
183,069 |
| 20 |
2,402.2510 |
1,909.8580 |
492.3930 |
21.4% |
106.6558 |
4.6% |
79% |
False |
False |
173,711 |
| 40 |
2,402.2510 |
1,543.6780 |
858.5730 |
37.3% |
95.2241 |
4.1% |
88% |
False |
False |
186,403 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.2% |
79.4576 |
3.5% |
88% |
False |
False |
161,409 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.2% |
72.5985 |
3.2% |
88% |
False |
False |
157,983 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.2% |
66.9562 |
2.9% |
88% |
False |
False |
149,980 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
38.2% |
66.3807 |
2.9% |
88% |
False |
False |
145,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.0880 |
|
2.618 |
2,498.5726 |
|
1.618 |
2,429.0166 |
|
1.000 |
2,386.0310 |
|
0.618 |
2,359.4606 |
|
HIGH |
2,316.4750 |
|
0.618 |
2,289.9046 |
|
0.500 |
2,281.6970 |
|
0.382 |
2,273.4894 |
|
LOW |
2,246.9190 |
|
0.618 |
2,203.9334 |
|
1.000 |
2,177.3630 |
|
1.618 |
2,134.3774 |
|
2.618 |
2,064.8214 |
|
4.250 |
1,951.3060 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,293.5083 |
2,276.9960 |
| PP |
2,287.6027 |
2,254.5780 |
| S1 |
2,281.6970 |
2,232.1600 |
|