Trading Metrics calculated at close of trading on 15-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
2,027.21 |
2,036.27 |
9.06 |
0.4% |
2,004.52 |
High |
2,046.78 |
2,044.13 |
-2.65 |
-0.1% |
2,046.78 |
Low |
2,025.74 |
2,016.68 |
-9.06 |
-0.4% |
1,973.95 |
Close |
2,035.91 |
2,018.68 |
-17.23 |
-0.8% |
2,018.68 |
Range |
21.04 |
27.45 |
6.41 |
30.5% |
72.83 |
ATR |
26.85 |
26.90 |
0.04 |
0.2% |
0.00 |
Volume |
5,085 |
5,336 |
251 |
4.9% |
27,162 |
|
Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,108.85 |
2,091.21 |
2,033.78 |
|
R3 |
2,081.40 |
2,063.76 |
2,026.23 |
|
R2 |
2,053.95 |
2,053.95 |
2,023.71 |
|
R1 |
2,036.31 |
2,036.31 |
2,021.20 |
2,031.41 |
PP |
2,026.50 |
2,026.50 |
2,026.50 |
2,024.04 |
S1 |
2,008.86 |
2,008.86 |
2,016.16 |
2,003.96 |
S2 |
1,999.05 |
1,999.05 |
2,013.65 |
|
S3 |
1,971.60 |
1,981.41 |
2,011.13 |
|
S4 |
1,944.15 |
1,953.96 |
2,003.58 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,231.63 |
2,197.98 |
2,058.74 |
|
R3 |
2,158.80 |
2,125.15 |
2,038.71 |
|
R2 |
2,085.97 |
2,085.97 |
2,032.03 |
|
R1 |
2,052.32 |
2,052.32 |
2,025.36 |
2,069.15 |
PP |
2,013.14 |
2,013.14 |
2,013.14 |
2,021.55 |
S1 |
1,979.49 |
1,979.49 |
2,012.00 |
1,996.32 |
S2 |
1,940.31 |
1,940.31 |
2,005.33 |
|
S3 |
1,867.48 |
1,906.66 |
1,998.65 |
|
S4 |
1,794.65 |
1,833.83 |
1,978.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,046.78 |
1,973.95 |
72.83 |
3.6% |
29.17 |
1.4% |
61% |
False |
False |
5,432 |
10 |
2,122.65 |
1,973.95 |
148.70 |
7.4% |
34.45 |
1.7% |
30% |
False |
False |
5,292 |
20 |
2,122.65 |
1,966.26 |
156.39 |
7.7% |
26.98 |
1.3% |
34% |
False |
False |
5,383 |
40 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
23.52 |
1.2% |
45% |
False |
False |
5,487 |
60 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
23.06 |
1.1% |
66% |
False |
False |
5,518 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
20.47 |
1.0% |
66% |
False |
False |
5,623 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
19.57 |
1.0% |
66% |
False |
False |
5,623 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
19.11 |
0.9% |
66% |
False |
False |
5,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,160.79 |
2.618 |
2,115.99 |
1.618 |
2,088.54 |
1.000 |
2,071.58 |
0.618 |
2,061.09 |
HIGH |
2,044.13 |
0.618 |
2,033.64 |
0.500 |
2,030.41 |
0.382 |
2,027.17 |
LOW |
2,016.68 |
0.618 |
1,999.72 |
1.000 |
1,989.23 |
1.618 |
1,972.27 |
2.618 |
1,944.82 |
4.250 |
1,900.02 |
|
|
Fisher Pivots for day following 15-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,030.41 |
2,015.91 |
PP |
2,026.50 |
2,013.14 |
S1 |
2,022.59 |
2,010.37 |
|