| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,184.3360 |
2,178.1020 |
-6.2340 |
-0.3% |
2,369.0400 |
| High |
2,264.6290 |
2,278.8960 |
14.2670 |
0.6% |
2,402.2510 |
| Low |
2,160.4930 |
2,177.8130 |
17.3200 |
0.8% |
2,147.8450 |
| Close |
2,178.6440 |
2,249.1410 |
70.4970 |
3.2% |
2,245.9870 |
| Range |
104.1360 |
101.0830 |
-3.0530 |
-2.9% |
254.4060 |
| ATR |
105.2268 |
104.9308 |
-0.2960 |
-0.3% |
0.0000 |
| Volume |
248,808 |
217,583 |
-31,225 |
-12.5% |
618,473 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.5323 |
2,494.9197 |
2,304.7367 |
|
| R3 |
2,437.4493 |
2,393.8367 |
2,276.9388 |
|
| R2 |
2,336.3663 |
2,336.3663 |
2,267.6729 |
|
| R1 |
2,292.7537 |
2,292.7537 |
2,258.4069 |
2,314.5600 |
| PP |
2,235.2833 |
2,235.2833 |
2,235.2833 |
2,246.1865 |
| S1 |
2,191.6707 |
2,191.6707 |
2,239.8751 |
2,213.4770 |
| S2 |
2,134.2003 |
2,134.2003 |
2,230.6091 |
|
| S3 |
2,033.1173 |
2,090.5877 |
2,221.3432 |
|
| S4 |
1,932.0343 |
1,989.5047 |
2,193.5454 |
|
|
| 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 |
9.5% |
114.7424 |
5.1% |
61% |
False |
False |
133,775 |
| 10 |
2,402.2510 |
2,119.4420 |
282.8090 |
12.6% |
113.1266 |
5.0% |
46% |
False |
False |
150,049 |
| 20 |
2,402.2510 |
1,986.4300 |
415.8210 |
18.5% |
104.3038 |
4.6% |
63% |
False |
False |
156,295 |
| 40 |
2,402.2510 |
1,751.1680 |
651.0830 |
28.9% |
98.7974 |
4.4% |
76% |
False |
False |
175,840 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
85.9073 |
3.8% |
83% |
False |
False |
164,472 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
75.7968 |
3.4% |
83% |
False |
False |
152,043 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
70.9033 |
3.2% |
83% |
False |
False |
152,311 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.1% |
68.0188 |
3.0% |
83% |
False |
False |
144,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.4988 |
|
2.618 |
2,543.5313 |
|
1.618 |
2,442.4483 |
|
1.000 |
2,379.9790 |
|
0.618 |
2,341.3653 |
|
HIGH |
2,278.8960 |
|
0.618 |
2,240.2823 |
|
0.500 |
2,228.3545 |
|
0.382 |
2,216.4267 |
|
LOW |
2,177.8130 |
|
0.618 |
2,115.3437 |
|
1.000 |
2,076.7300 |
|
1.618 |
2,014.2607 |
|
2.618 |
1,913.1777 |
|
4.250 |
1,748.2103 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,242.2122 |
2,235.1547 |
| PP |
2,235.2833 |
2,221.1683 |
| S1 |
2,228.3545 |
2,207.1820 |
|