| 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 |
2,025.2 |
2,037.1 |
11.9 |
0.6% |
2,004.1 |
| High |
2,042.7 |
2,037.1 |
-5.6 |
-0.3% |
2,043.4 |
| Low |
2,025.2 |
2,030.3 |
5.1 |
0.3% |
1,975.0 |
| Close |
2,038.4 |
2,034.5 |
-3.9 |
-0.2% |
2,021.1 |
| Range |
17.5 |
6.8 |
-10.7 |
-61.1% |
68.4 |
| ATR |
28.3 |
26.9 |
-1.4 |
-5.1% |
0.0 |
| Volume |
498 |
258 |
-240 |
-48.2% |
3,495 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.4 |
2,051.2 |
2,038.2 |
|
| R3 |
2,047.6 |
2,044.4 |
2,036.4 |
|
| R2 |
2,040.8 |
2,040.8 |
2,035.7 |
|
| R1 |
2,037.6 |
2,037.6 |
2,035.1 |
2,035.8 |
| PP |
2,034.0 |
2,034.0 |
2,034.0 |
2,033.1 |
| S1 |
2,030.8 |
2,030.8 |
2,033.9 |
2,029.0 |
| S2 |
2,027.2 |
2,027.2 |
2,033.3 |
|
| S3 |
2,020.4 |
2,024.0 |
2,032.6 |
|
| S4 |
2,013.6 |
2,017.2 |
2,030.8 |
|
|
| 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 |
2,018.3 |
25.1 |
1.2% |
14.8 |
0.7% |
65% |
False |
False |
270 |
| 10 |
2,043.4 |
1,975.0 |
68.4 |
3.4% |
21.6 |
1.1% |
87% |
False |
False |
486 |
| 20 |
2,130.2 |
1,975.0 |
155.2 |
7.6% |
26.0 |
1.3% |
38% |
False |
False |
43,260 |
| 40 |
2,130.2 |
1,935.6 |
194.6 |
9.6% |
24.9 |
1.2% |
51% |
False |
False |
118,544 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
25.2 |
1.2% |
69% |
False |
False |
150,849 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
22.7 |
1.1% |
69% |
False |
False |
154,343 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
21.6 |
1.1% |
69% |
False |
False |
152,022 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.1% |
21.3 |
1.0% |
69% |
False |
False |
137,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,066.0 |
|
2.618 |
2,054.9 |
|
1.618 |
2,048.1 |
|
1.000 |
2,043.9 |
|
0.618 |
2,041.3 |
|
HIGH |
2,037.1 |
|
0.618 |
2,034.5 |
|
0.500 |
2,033.7 |
|
0.382 |
2,032.9 |
|
LOW |
2,030.3 |
|
0.618 |
2,026.1 |
|
1.000 |
2,023.5 |
|
1.618 |
2,019.3 |
|
2.618 |
2,012.5 |
|
4.250 |
2,001.4 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.2 |
2,034.1 |
| PP |
2,034.0 |
2,033.7 |
| S1 |
2,033.7 |
2,033.4 |
|