| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,178.1020 |
2,249.1410 |
71.0390 |
3.3% |
2,245.4230 |
| High |
2,278.8960 |
2,343.2310 |
64.3350 |
2.8% |
2,343.2310 |
| Low |
2,177.8130 |
2,232.3600 |
54.5470 |
2.5% |
2,119.4420 |
| Close |
2,249.1410 |
2,318.2560 |
69.1150 |
3.1% |
2,318.2560 |
| Range |
101.0830 |
110.8710 |
9.7880 |
9.7% |
223.7890 |
| ATR |
104.9308 |
105.3551 |
0.4243 |
0.4% |
0.0000 |
| Volume |
217,583 |
289,006 |
71,423 |
32.8% |
956,127 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.5620 |
2,585.2800 |
2,379.2351 |
|
| R3 |
2,519.6910 |
2,474.4090 |
2,348.7455 |
|
| R2 |
2,408.8200 |
2,408.8200 |
2,338.5824 |
|
| R1 |
2,363.5380 |
2,363.5380 |
2,328.4192 |
2,386.1790 |
| PP |
2,297.9490 |
2,297.9490 |
2,297.9490 |
2,309.2695 |
| S1 |
2,252.6670 |
2,252.6670 |
2,308.0928 |
2,275.3080 |
| S2 |
2,187.0780 |
2,187.0780 |
2,297.9297 |
|
| S3 |
2,076.2070 |
2,141.7960 |
2,287.7665 |
|
| S4 |
1,965.3360 |
2,030.9250 |
2,257.2770 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.6767 |
2,848.7553 |
2,441.3400 |
|
| R3 |
2,707.8877 |
2,624.9663 |
2,379.7980 |
|
| R2 |
2,484.0987 |
2,484.0987 |
2,359.2840 |
|
| R1 |
2,401.1773 |
2,401.1773 |
2,338.7700 |
2,442.6380 |
| PP |
2,260.3097 |
2,260.3097 |
2,260.3097 |
2,281.0400 |
| S1 |
2,177.3883 |
2,177.3883 |
2,297.7420 |
2,218.8490 |
| S2 |
2,036.5207 |
2,036.5207 |
2,277.2280 |
|
| S3 |
1,812.7317 |
1,953.5993 |
2,256.7140 |
|
| S4 |
1,588.9427 |
1,729.8103 |
2,195.1721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,343.2310 |
2,119.4420 |
223.7890 |
9.7% |
115.4578 |
5.0% |
89% |
True |
False |
191,225 |
| 10 |
2,402.2510 |
2,119.4420 |
282.8090 |
12.2% |
119.2165 |
5.1% |
70% |
False |
False |
157,460 |
| 20 |
2,402.2510 |
1,986.4300 |
415.8210 |
17.9% |
106.2462 |
4.6% |
80% |
False |
False |
160,526 |
| 40 |
2,402.2510 |
1,751.1680 |
651.0830 |
28.1% |
99.0407 |
4.3% |
87% |
False |
False |
176,271 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.9% |
86.5116 |
3.7% |
90% |
False |
False |
165,635 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.9% |
76.7140 |
3.3% |
90% |
False |
False |
154,006 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.9% |
71.4517 |
3.1% |
90% |
False |
False |
153,423 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.9% |
68.5500 |
3.0% |
90% |
False |
False |
145,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.4328 |
|
2.618 |
2,633.4913 |
|
1.618 |
2,522.6203 |
|
1.000 |
2,454.1020 |
|
0.618 |
2,411.7493 |
|
HIGH |
2,343.2310 |
|
0.618 |
2,300.8783 |
|
0.500 |
2,287.7955 |
|
0.382 |
2,274.7127 |
|
LOW |
2,232.3600 |
|
0.618 |
2,163.8417 |
|
1.000 |
2,121.4890 |
|
1.618 |
2,052.9707 |
|
2.618 |
1,942.0997 |
|
4.250 |
1,761.1583 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,308.1025 |
2,296.1247 |
| PP |
2,297.9490 |
2,273.9933 |
| S1 |
2,287.7955 |
2,251.8620 |
|