| 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 |
2,245.4230 |
2,216.3940 |
-29.0290 |
-1.3% |
2,369.0400 |
| High |
2,262.2840 |
2,253.8250 |
-8.4590 |
-0.4% |
2,402.2510 |
| Low |
2,119.4420 |
2,135.4680 |
16.0260 |
0.8% |
2,147.8450 |
| Close |
2,216.1510 |
2,185.2820 |
-30.8690 |
-1.4% |
2,245.9870 |
| Range |
142.8420 |
118.3570 |
-24.4850 |
-17.1% |
254.4060 |
| ATR |
104.3071 |
105.3107 |
1.0036 |
1.0% |
0.0000 |
| Volume |
1,793 |
198,937 |
197,144 |
10,995.2% |
618,473 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.5960 |
2,484.2960 |
2,250.3784 |
|
| R3 |
2,428.2390 |
2,365.9390 |
2,217.8302 |
|
| R2 |
2,309.8820 |
2,309.8820 |
2,206.9808 |
|
| R1 |
2,247.5820 |
2,247.5820 |
2,196.1314 |
2,219.5535 |
| PP |
2,191.5250 |
2,191.5250 |
2,191.5250 |
2,177.5108 |
| S1 |
2,129.2250 |
2,129.2250 |
2,174.4326 |
2,101.1965 |
| S2 |
2,073.1680 |
2,073.1680 |
2,163.5832 |
|
| S3 |
1,954.8110 |
2,010.8680 |
2,152.7338 |
|
| S4 |
1,836.4540 |
1,892.5110 |
2,120.1857 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.5790 |
2,891.6890 |
2,385.9103 |
|
| R3 |
2,774.1730 |
2,637.2830 |
2,315.9487 |
|
| R2 |
2,519.7670 |
2,519.7670 |
2,292.6281 |
|
| R1 |
2,382.8770 |
2,382.8770 |
2,269.3076 |
2,324.1190 |
| PP |
2,265.3610 |
2,265.3610 |
2,265.3610 |
2,235.9820 |
| S1 |
2,128.4710 |
2,128.4710 |
2,222.6665 |
2,069.7130 |
| S2 |
2,010.9550 |
2,010.9550 |
2,199.3459 |
|
| S3 |
1,756.5490 |
1,874.0650 |
2,176.0254 |
|
| S4 |
1,502.1430 |
1,619.6590 |
2,106.0637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,332.2220 |
2,119.4420 |
212.7800 |
9.7% |
111.4206 |
5.1% |
31% |
False |
False |
122,693 |
| 10 |
2,402.2510 |
2,119.4420 |
282.8090 |
12.9% |
116.1966 |
5.3% |
23% |
False |
False |
152,915 |
| 20 |
2,402.2510 |
1,932.7500 |
469.5010 |
21.5% |
106.0636 |
4.9% |
54% |
False |
False |
157,305 |
| 40 |
2,402.2510 |
1,704.8370 |
697.4140 |
31.9% |
98.7535 |
4.5% |
69% |
False |
False |
183,260 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.2% |
83.5863 |
3.8% |
75% |
False |
False |
160,584 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.2% |
74.9425 |
3.4% |
75% |
False |
False |
153,802 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.2% |
69.6847 |
3.2% |
75% |
False |
False |
149,764 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.2% |
67.8659 |
3.1% |
75% |
False |
False |
143,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,756.8423 |
|
2.618 |
2,563.6836 |
|
1.618 |
2,445.3266 |
|
1.000 |
2,372.1820 |
|
0.618 |
2,326.9696 |
|
HIGH |
2,253.8250 |
|
0.618 |
2,208.6126 |
|
0.500 |
2,194.6465 |
|
0.382 |
2,180.6804 |
|
LOW |
2,135.4680 |
|
0.618 |
2,062.3234 |
|
1.000 |
2,017.1110 |
|
1.618 |
1,943.9664 |
|
2.618 |
1,825.6094 |
|
4.250 |
1,632.4508 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,194.6465 |
2,225.8320 |
| PP |
2,191.5250 |
2,212.3153 |
| S1 |
2,188.4035 |
2,198.7987 |
|