| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,984.2 |
1,978.5 |
-5.7 |
-0.3% |
2,075.3 |
| High |
1,994.2 |
2,024.8 |
30.6 |
1.5% |
2,130.2 |
| Low |
1,977.8 |
1,975.0 |
-2.8 |
-0.1% |
1,995.0 |
| Close |
1,977.8 |
1,982.3 |
4.5 |
0.2% |
1,998.3 |
| Range |
16.4 |
49.8 |
33.4 |
203.7% |
135.2 |
| ATR |
27.2 |
28.8 |
1.6 |
5.9% |
0.0 |
| Volume |
95 |
2,252 |
2,157 |
2,270.5% |
2,293 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.4 |
2,112.7 |
2,009.7 |
|
| R3 |
2,093.6 |
2,062.9 |
1,996.0 |
|
| R2 |
2,043.8 |
2,043.8 |
1,991.4 |
|
| R1 |
2,013.1 |
2,013.1 |
1,986.9 |
2,028.5 |
| PP |
1,994.0 |
1,994.0 |
1,994.0 |
2,001.7 |
| S1 |
1,963.3 |
1,963.3 |
1,977.7 |
1,978.7 |
| S2 |
1,944.2 |
1,944.2 |
1,973.2 |
|
| S3 |
1,894.4 |
1,913.5 |
1,968.6 |
|
| S4 |
1,844.6 |
1,863.7 |
1,954.9 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.8 |
2,357.7 |
2,072.7 |
|
| R3 |
2,311.6 |
2,222.5 |
2,035.5 |
|
| R2 |
2,176.4 |
2,176.4 |
2,023.1 |
|
| R1 |
2,087.3 |
2,087.3 |
2,010.7 |
2,064.3 |
| PP |
2,041.2 |
2,041.2 |
2,041.2 |
2,029.6 |
| S1 |
1,952.1 |
1,952.1 |
1,985.9 |
1,929.1 |
| S2 |
1,906.0 |
1,906.0 |
1,973.5 |
|
| S3 |
1,770.8 |
1,816.9 |
1,961.1 |
|
| S4 |
1,635.6 |
1,681.7 |
1,923.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,034.9 |
1,975.0 |
59.9 |
3.0% |
28.4 |
1.4% |
12% |
False |
True |
702 |
| 10 |
2,130.2 |
1,975.0 |
155.2 |
7.8% |
34.6 |
1.7% |
5% |
False |
True |
841 |
| 20 |
2,130.2 |
1,958.8 |
171.4 |
8.6% |
28.2 |
1.4% |
14% |
False |
False |
86,731 |
| 40 |
2,130.2 |
1,935.6 |
194.6 |
9.8% |
26.8 |
1.4% |
24% |
False |
False |
149,440 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
25.3 |
1.3% |
52% |
False |
False |
166,882 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
22.8 |
1.2% |
52% |
False |
False |
163,340 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
22.0 |
1.1% |
52% |
False |
False |
158,771 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.5% |
21.4 |
1.1% |
52% |
False |
False |
137,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.5 |
|
2.618 |
2,155.2 |
|
1.618 |
2,105.4 |
|
1.000 |
2,074.6 |
|
0.618 |
2,055.6 |
|
HIGH |
2,024.8 |
|
0.618 |
2,005.8 |
|
0.500 |
1,999.9 |
|
0.382 |
1,994.0 |
|
LOW |
1,975.0 |
|
0.618 |
1,944.2 |
|
1.000 |
1,925.2 |
|
1.618 |
1,894.4 |
|
2.618 |
1,844.6 |
|
4.250 |
1,763.4 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.9 |
1,999.9 |
| PP |
1,994.0 |
1,994.0 |
| S1 |
1,988.2 |
1,988.2 |
|