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 |
2,027.24 |
2,040.33 |
13.09 |
0.6% |
2,004.52 |
High |
2,046.43 |
2,043.07 |
-3.36 |
-0.2% |
2,046.78 |
Low |
2,022.07 |
2,028.10 |
6.03 |
0.3% |
1,973.95 |
Close |
2,040.49 |
2,029.91 |
-10.58 |
-0.5% |
2,018.68 |
Range |
24.36 |
14.97 |
-9.39 |
-38.5% |
72.83 |
ATR |
25.87 |
25.10 |
-0.78 |
-3.0% |
0.00 |
Volume |
5,618 |
5,553 |
-65 |
-1.2% |
27,162 |
|
Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,078.60 |
2,069.23 |
2,038.14 |
|
R3 |
2,063.63 |
2,054.26 |
2,034.03 |
|
R2 |
2,048.66 |
2,048.66 |
2,032.65 |
|
R1 |
2,039.29 |
2,039.29 |
2,031.28 |
2,036.49 |
PP |
2,033.69 |
2,033.69 |
2,033.69 |
2,032.30 |
S1 |
2,024.32 |
2,024.32 |
2,028.54 |
2,021.52 |
S2 |
2,018.72 |
2,018.72 |
2,027.17 |
|
S3 |
2,003.75 |
2,009.35 |
2,025.79 |
|
S4 |
1,988.78 |
1,994.38 |
2,021.68 |
|
|
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 |
2,016.68 |
30.10 |
1.5% |
20.40 |
1.0% |
44% |
False |
False |
5,404 |
10 |
2,046.78 |
1,973.95 |
72.83 |
3.6% |
25.39 |
1.3% |
77% |
False |
False |
5,453 |
20 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
26.63 |
1.3% |
38% |
False |
False |
5,375 |
40 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
23.32 |
1.1% |
51% |
False |
False |
5,503 |
60 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
23.33 |
1.1% |
70% |
False |
False |
5,504 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.69 |
1.0% |
70% |
False |
False |
5,611 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.39 |
1.0% |
70% |
False |
False |
5,619 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.17 |
0.9% |
70% |
False |
False |
5,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,106.69 |
2.618 |
2,082.26 |
1.618 |
2,067.29 |
1.000 |
2,058.04 |
0.618 |
2,052.32 |
HIGH |
2,043.07 |
0.618 |
2,037.35 |
0.500 |
2,035.59 |
0.382 |
2,033.82 |
LOW |
2,028.10 |
0.618 |
2,018.85 |
1.000 |
2,013.13 |
1.618 |
2,003.88 |
2.618 |
1,988.91 |
4.250 |
1,964.48 |
|
|
Fisher Pivots for day following 20-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,035.59 |
2,031.68 |
PP |
2,033.69 |
2,031.09 |
S1 |
2,031.80 |
2,030.50 |
|