| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,035.8 |
2,055.7 |
19.9 |
1.0% |
2,024.3 |
| High |
2,044.5 |
2,068.7 |
24.2 |
1.2% |
2,068.7 |
| Low |
2,033.0 |
2,052.2 |
19.2 |
0.9% |
2,024.0 |
| Close |
2,039.1 |
2,057.1 |
18.0 |
0.9% |
2,057.1 |
| Range |
11.5 |
16.5 |
5.0 |
43.5% |
44.7 |
| ATR |
25.8 |
26.0 |
0.3 |
1.1% |
0.0 |
| Volume |
228 |
202 |
-26 |
-11.4% |
1,286 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.8 |
2,099.5 |
2,066.2 |
|
| R3 |
2,092.3 |
2,083.0 |
2,061.6 |
|
| R2 |
2,075.8 |
2,075.8 |
2,060.1 |
|
| R1 |
2,066.5 |
2,066.5 |
2,058.6 |
2,071.2 |
| PP |
2,059.3 |
2,059.3 |
2,059.3 |
2,061.7 |
| S1 |
2,050.0 |
2,050.0 |
2,055.6 |
2,054.7 |
| S2 |
2,042.8 |
2,042.8 |
2,054.1 |
|
| S3 |
2,026.3 |
2,033.5 |
2,052.6 |
|
| S4 |
2,009.8 |
2,017.0 |
2,048.0 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.0 |
2,165.3 |
2,081.7 |
|
| R3 |
2,139.3 |
2,120.6 |
2,069.4 |
|
| R2 |
2,094.6 |
2,094.6 |
2,065.3 |
|
| R1 |
2,075.9 |
2,075.9 |
2,061.2 |
2,085.3 |
| PP |
2,049.9 |
2,049.9 |
2,049.9 |
2,054.6 |
| S1 |
2,031.2 |
2,031.2 |
2,053.0 |
2,040.6 |
| S2 |
2,005.2 |
2,005.2 |
2,048.9 |
|
| S3 |
1,960.5 |
1,986.5 |
2,044.8 |
|
| S4 |
1,915.8 |
1,941.8 |
2,032.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.7 |
2,024.0 |
44.7 |
2.2% |
12.2 |
0.6% |
74% |
True |
False |
257 |
| 10 |
2,068.7 |
1,975.0 |
93.7 |
4.6% |
19.5 |
0.9% |
88% |
True |
False |
478 |
| 20 |
2,130.2 |
1,975.0 |
155.2 |
7.5% |
25.7 |
1.3% |
53% |
False |
False |
22,569 |
| 40 |
2,130.2 |
1,935.6 |
194.6 |
9.5% |
24.5 |
1.2% |
62% |
False |
False |
107,187 |
| 60 |
2,130.2 |
1,823.5 |
306.7 |
14.9% |
24.7 |
1.2% |
76% |
False |
False |
143,024 |
| 80 |
2,130.2 |
1,823.5 |
306.7 |
14.9% |
22.5 |
1.1% |
76% |
False |
False |
150,391 |
| 100 |
2,130.2 |
1,823.5 |
306.7 |
14.9% |
21.4 |
1.0% |
76% |
False |
False |
148,652 |
| 120 |
2,130.2 |
1,823.5 |
306.7 |
14.9% |
21.2 |
1.0% |
76% |
False |
False |
136,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.8 |
|
2.618 |
2,111.9 |
|
1.618 |
2,095.4 |
|
1.000 |
2,085.2 |
|
0.618 |
2,078.9 |
|
HIGH |
2,068.7 |
|
0.618 |
2,062.4 |
|
0.500 |
2,060.5 |
|
0.382 |
2,058.5 |
|
LOW |
2,052.2 |
|
0.618 |
2,042.0 |
|
1.000 |
2,035.7 |
|
1.618 |
2,025.5 |
|
2.618 |
2,009.0 |
|
4.250 |
1,982.1 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.5 |
2,054.6 |
| PP |
2,059.3 |
2,052.0 |
| S1 |
2,058.2 |
2,049.5 |
|