| 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 |
2,037.1 |
2,035.8 |
-1.3 |
-0.1% |
2,004.1 |
| High |
2,037.1 |
2,044.5 |
7.4 |
0.4% |
2,043.4 |
| Low |
2,030.3 |
2,033.0 |
2.7 |
0.1% |
1,975.0 |
| Close |
2,034.5 |
2,039.1 |
4.6 |
0.2% |
2,021.1 |
| Range |
6.8 |
11.5 |
4.7 |
69.1% |
68.4 |
| ATR |
26.9 |
25.8 |
-1.1 |
-4.1% |
0.0 |
| Volume |
258 |
228 |
-30 |
-11.6% |
3,495 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.4 |
2,067.7 |
2,045.4 |
|
| R3 |
2,061.9 |
2,056.2 |
2,042.3 |
|
| R2 |
2,050.4 |
2,050.4 |
2,041.2 |
|
| R1 |
2,044.7 |
2,044.7 |
2,040.2 |
2,047.6 |
| PP |
2,038.9 |
2,038.9 |
2,038.9 |
2,040.3 |
| S1 |
2,033.2 |
2,033.2 |
2,038.0 |
2,036.1 |
| S2 |
2,027.4 |
2,027.4 |
2,037.0 |
|
| S3 |
2,015.9 |
2,021.7 |
2,035.9 |
|
| S4 |
2,004.4 |
2,010.2 |
2,032.8 |
|
|
| 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 |
2,044.5 |
2,018.3 |
26.2 |
1.3% |
13.9 |
0.7% |
79% |
True |
False |
269 |
| 10 |
2,044.5 |
1,975.0 |
69.5 |
3.4% |
21.7 |
1.1% |
92% |
True |
False |
502 |
| 20 |
2,130.2 |
1,975.0 |
155.2 |
7.6% |
25.6 |
1.3% |
41% |
False |
False |
33,303 |
| 40 |
2,130.2 |
1,935.6 |
194.6 |
9.5% |
24.6 |
1.2% |
53% |
False |
False |
112,533 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
15.0% |
24.8 |
1.2% |
70% |
False |
False |
146,878 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
15.0% |
22.5 |
1.1% |
70% |
False |
False |
152,168 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
15.0% |
21.4 |
1.1% |
70% |
False |
False |
150,347 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
15.0% |
21.2 |
1.0% |
70% |
False |
False |
137,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.4 |
|
2.618 |
2,074.6 |
|
1.618 |
2,063.1 |
|
1.000 |
2,056.0 |
|
0.618 |
2,051.6 |
|
HIGH |
2,044.5 |
|
0.618 |
2,040.1 |
|
0.500 |
2,038.8 |
|
0.382 |
2,037.4 |
|
LOW |
2,033.0 |
|
0.618 |
2,025.9 |
|
1.000 |
2,021.5 |
|
1.618 |
2,014.4 |
|
2.618 |
2,002.9 |
|
4.250 |
1,984.1 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.0 |
2,037.7 |
| PP |
2,038.9 |
2,036.3 |
| S1 |
2,038.8 |
2,034.9 |
|