| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,216.3940 |
2,184.3360 |
-32.0580 |
-1.4% |
2,369.0400 |
| High |
2,253.8250 |
2,264.6290 |
10.8040 |
0.5% |
2,402.2510 |
| Low |
2,135.4680 |
2,160.4930 |
25.0250 |
1.2% |
2,147.8450 |
| Close |
2,185.2820 |
2,178.6440 |
-6.6380 |
-0.3% |
2,245.9870 |
| Range |
118.3570 |
104.1360 |
-14.2210 |
-12.0% |
254.4060 |
| ATR |
105.3107 |
105.2268 |
-0.0839 |
-0.1% |
0.0000 |
| Volume |
198,937 |
248,808 |
49,871 |
25.1% |
618,473 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.6633 |
2,450.2897 |
2,235.9188 |
|
| R3 |
2,409.5273 |
2,346.1537 |
2,207.2814 |
|
| R2 |
2,305.3913 |
2,305.3913 |
2,197.7356 |
|
| R1 |
2,242.0177 |
2,242.0177 |
2,188.1898 |
2,221.6365 |
| PP |
2,201.2553 |
2,201.2553 |
2,201.2553 |
2,191.0648 |
| S1 |
2,137.8817 |
2,137.8817 |
2,169.0982 |
2,117.5005 |
| S2 |
2,097.1193 |
2,097.1193 |
2,159.5524 |
|
| S3 |
1,992.9833 |
2,033.7457 |
2,150.0066 |
|
| S4 |
1,888.8473 |
1,929.6097 |
2,121.3692 |
|
|
| 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 |
9.8% |
108.4370 |
5.0% |
28% |
False |
False |
130,414 |
| 10 |
2,402.2510 |
2,119.4420 |
282.8090 |
13.0% |
119.0589 |
5.5% |
21% |
False |
False |
154,290 |
| 20 |
2,402.2510 |
1,932.7500 |
469.5010 |
21.6% |
107.1978 |
4.9% |
52% |
False |
False |
158,814 |
| 40 |
2,402.2510 |
1,751.1680 |
651.0830 |
29.9% |
97.6296 |
4.5% |
66% |
False |
False |
177,009 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.4% |
85.0344 |
3.9% |
75% |
False |
False |
163,290 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.4% |
75.8160 |
3.5% |
75% |
False |
False |
156,898 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.4% |
70.3571 |
3.2% |
75% |
False |
False |
152,240 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
40.4% |
67.8482 |
3.1% |
75% |
False |
False |
142,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.2070 |
|
2.618 |
2,537.2570 |
|
1.618 |
2,433.1210 |
|
1.000 |
2,368.7650 |
|
0.618 |
2,328.9850 |
|
HIGH |
2,264.6290 |
|
0.618 |
2,224.8490 |
|
0.500 |
2,212.5610 |
|
0.382 |
2,200.2730 |
|
LOW |
2,160.4930 |
|
0.618 |
2,096.1370 |
|
1.000 |
2,056.3570 |
|
1.618 |
1,992.0010 |
|
2.618 |
1,887.8650 |
|
4.250 |
1,717.9150 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,212.5610 |
2,192.0355 |
| PP |
2,201.2553 |
2,187.5717 |
| S1 |
2,189.9497 |
2,183.1078 |
|