| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,032.6 |
2,024.3 |
-8.3 |
-0.4% |
2,004.1 |
| High |
2,043.4 |
2,032.8 |
-10.6 |
-0.5% |
2,043.4 |
| Low |
2,018.3 |
2,024.0 |
5.7 |
0.3% |
1,975.0 |
| Close |
2,021.1 |
2,026.3 |
5.2 |
0.3% |
2,021.1 |
| Range |
25.1 |
8.8 |
-16.3 |
-64.9% |
68.4 |
| ATR |
30.5 |
29.1 |
-1.3 |
-4.4% |
0.0 |
| Volume |
261 |
100 |
-161 |
-61.7% |
3,495 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.1 |
2,049.0 |
2,031.1 |
|
| R3 |
2,045.3 |
2,040.2 |
2,028.7 |
|
| R2 |
2,036.5 |
2,036.5 |
2,027.9 |
|
| R1 |
2,031.4 |
2,031.4 |
2,027.1 |
2,034.0 |
| PP |
2,027.7 |
2,027.7 |
2,027.7 |
2,029.0 |
| S1 |
2,022.6 |
2,022.6 |
2,025.5 |
2,025.2 |
| S2 |
2,018.9 |
2,018.9 |
2,024.7 |
|
| S3 |
2,010.1 |
2,013.8 |
2,023.9 |
|
| S4 |
2,001.3 |
2,005.0 |
2,021.5 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.4 |
2,188.1 |
2,058.7 |
|
| R3 |
2,150.0 |
2,119.7 |
2,039.9 |
|
| R2 |
2,081.6 |
2,081.6 |
2,033.6 |
|
| R1 |
2,051.3 |
2,051.3 |
2,027.4 |
2,066.5 |
| PP |
2,013.2 |
2,013.2 |
2,013.2 |
2,020.7 |
| S1 |
1,982.9 |
1,982.9 |
2,014.8 |
1,998.1 |
| S2 |
1,944.8 |
1,944.8 |
2,008.6 |
|
| S3 |
1,876.4 |
1,914.5 |
2,002.3 |
|
| S4 |
1,808.0 |
1,846.1 |
1,983.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.4 |
1,975.0 |
68.4 |
3.4% |
23.2 |
1.1% |
75% |
False |
False |
588 |
| 10 |
2,043.4 |
1,975.0 |
68.4 |
3.4% |
23.6 |
1.2% |
75% |
False |
False |
481 |
| 20 |
2,130.2 |
1,967.2 |
163.0 |
8.0% |
27.3 |
1.3% |
36% |
False |
False |
63,618 |
| 40 |
2,130.2 |
1,935.6 |
194.6 |
9.6% |
25.6 |
1.3% |
47% |
False |
False |
128,856 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
25.3 |
1.2% |
66% |
False |
False |
157,112 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
22.8 |
1.1% |
66% |
False |
False |
157,866 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
21.8 |
1.1% |
66% |
False |
False |
155,010 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
21.5 |
1.1% |
66% |
False |
False |
137,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.2 |
|
2.618 |
2,055.8 |
|
1.618 |
2,047.0 |
|
1.000 |
2,041.6 |
|
0.618 |
2,038.2 |
|
HIGH |
2,032.8 |
|
0.618 |
2,029.4 |
|
0.500 |
2,028.4 |
|
0.382 |
2,027.4 |
|
LOW |
2,024.0 |
|
0.618 |
2,018.6 |
|
1.000 |
2,015.2 |
|
1.618 |
2,009.8 |
|
2.618 |
2,001.0 |
|
4.250 |
1,986.6 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.4 |
2,030.9 |
| PP |
2,027.7 |
2,029.3 |
| S1 |
2,027.0 |
2,027.8 |
|