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 |
2,040.33 |
2,031.21 |
-9.12 |
-0.4% |
2,004.52 |
High |
2,043.07 |
2,045.96 |
2.89 |
0.1% |
2,046.78 |
Low |
2,028.10 |
2,031.21 |
3.11 |
0.2% |
1,973.95 |
Close |
2,029.91 |
2,045.95 |
16.04 |
0.8% |
2,018.68 |
Range |
14.97 |
14.75 |
-0.22 |
-1.5% |
72.83 |
ATR |
25.10 |
24.45 |
-0.65 |
-2.6% |
0.00 |
Volume |
5,553 |
5,567 |
14 |
0.3% |
27,162 |
|
Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.29 |
2,080.37 |
2,054.06 |
|
R3 |
2,070.54 |
2,065.62 |
2,050.01 |
|
R2 |
2,055.79 |
2,055.79 |
2,048.65 |
|
R1 |
2,050.87 |
2,050.87 |
2,047.30 |
2,053.33 |
PP |
2,041.04 |
2,041.04 |
2,041.04 |
2,042.27 |
S1 |
2,036.12 |
2,036.12 |
2,044.60 |
2,038.58 |
S2 |
2,026.29 |
2,026.29 |
2,043.25 |
|
S3 |
2,011.54 |
2,021.37 |
2,041.89 |
|
S4 |
1,996.79 |
2,006.62 |
2,037.84 |
|
|
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 |
2,046.43 |
2,016.68 |
29.75 |
1.5% |
19.15 |
0.9% |
98% |
False |
False |
5,501 |
10 |
2,046.78 |
1,973.95 |
72.83 |
3.6% |
25.15 |
1.2% |
99% |
False |
False |
5,469 |
20 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
26.49 |
1.3% |
48% |
False |
False |
5,372 |
40 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
23.31 |
1.1% |
60% |
False |
False |
5,504 |
60 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
23.09 |
1.1% |
75% |
False |
False |
5,500 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
20.59 |
1.0% |
75% |
False |
False |
5,606 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.35 |
0.9% |
75% |
False |
False |
5,618 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.11 |
0.9% |
75% |
False |
False |
5,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,108.65 |
2.618 |
2,084.58 |
1.618 |
2,069.83 |
1.000 |
2,060.71 |
0.618 |
2,055.08 |
HIGH |
2,045.96 |
0.618 |
2,040.33 |
0.500 |
2,038.59 |
0.382 |
2,036.84 |
LOW |
2,031.21 |
0.618 |
2,022.09 |
1.000 |
2,016.46 |
1.618 |
2,007.34 |
2.618 |
1,992.59 |
4.250 |
1,968.52 |
|
|
Fisher Pivots for day following 21-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,043.50 |
2,042.05 |
PP |
2,041.04 |
2,038.15 |
S1 |
2,038.59 |
2,034.25 |
|