| 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 |
1,886.8 |
1,884.7 |
-2.1 |
-0.1% |
1,867.9 |
| High |
1,904.2 |
1,954.8 |
50.6 |
2.7% |
1,895.2 |
| Low |
1,867.3 |
1,870.1 |
2.8 |
0.1% |
1,845.6 |
| Close |
1,884.0 |
1,950.4 |
66.4 |
3.5% |
1,882.1 |
| Range |
36.9 |
84.7 |
47.8 |
129.5% |
49.6 |
| ATR |
33.3 |
36.9 |
3.7 |
11.1% |
0.0 |
| Volume |
191,436 |
120,491 |
-70,945 |
-37.1% |
1,280,008 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.2 |
2,149.5 |
1,997.0 |
|
| R3 |
2,094.5 |
2,064.8 |
1,973.7 |
|
| R2 |
2,009.8 |
2,009.8 |
1,965.9 |
|
| R1 |
1,980.1 |
1,980.1 |
1,958.2 |
1,995.0 |
| PP |
1,925.1 |
1,925.1 |
1,925.1 |
1,932.5 |
| S1 |
1,895.4 |
1,895.4 |
1,942.6 |
1,910.3 |
| S2 |
1,840.4 |
1,840.4 |
1,934.9 |
|
| S3 |
1,755.7 |
1,810.7 |
1,927.1 |
|
| S4 |
1,671.0 |
1,726.0 |
1,903.8 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,023.1 |
2,002.2 |
1,909.4 |
|
| R3 |
1,973.5 |
1,952.6 |
1,895.7 |
|
| R2 |
1,923.9 |
1,923.9 |
1,891.2 |
|
| R1 |
1,903.0 |
1,903.0 |
1,886.6 |
1,913.5 |
| PP |
1,874.3 |
1,874.3 |
1,874.3 |
1,879.5 |
| S1 |
1,853.4 |
1,853.4 |
1,877.6 |
1,863.9 |
| S2 |
1,824.7 |
1,824.7 |
1,873.0 |
|
| S3 |
1,775.1 |
1,803.8 |
1,868.5 |
|
| S4 |
1,725.5 |
1,754.2 |
1,854.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,954.8 |
1,845.6 |
109.2 |
5.6% |
39.4 |
2.0% |
96% |
True |
False |
234,359 |
| 10 |
1,954.8 |
1,797.0 |
157.8 |
8.1% |
39.5 |
2.0% |
97% |
True |
False |
244,463 |
| 20 |
1,954.8 |
1,770.5 |
184.3 |
9.4% |
33.9 |
1.7% |
98% |
True |
False |
226,024 |
| 40 |
1,954.8 |
1,638.8 |
316.0 |
16.2% |
35.3 |
1.8% |
99% |
True |
False |
235,607 |
| 60 |
1,954.8 |
1,638.8 |
316.0 |
16.2% |
35.2 |
1.8% |
99% |
True |
False |
230,706 |
| 80 |
1,954.8 |
1,638.8 |
316.0 |
16.2% |
33.2 |
1.7% |
99% |
True |
False |
195,659 |
| 100 |
2,038.2 |
1,638.8 |
399.4 |
20.5% |
32.9 |
1.7% |
78% |
False |
False |
156,579 |
| 120 |
2,038.2 |
1,638.8 |
399.4 |
20.5% |
32.6 |
1.7% |
78% |
False |
False |
130,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,314.8 |
|
2.618 |
2,176.5 |
|
1.618 |
2,091.8 |
|
1.000 |
2,039.5 |
|
0.618 |
2,007.1 |
|
HIGH |
1,954.8 |
|
0.618 |
1,922.4 |
|
0.500 |
1,912.5 |
|
0.382 |
1,902.5 |
|
LOW |
1,870.1 |
|
0.618 |
1,817.8 |
|
1.000 |
1,785.4 |
|
1.618 |
1,733.1 |
|
2.618 |
1,648.4 |
|
4.250 |
1,510.1 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,937.8 |
1,937.3 |
| PP |
1,925.1 |
1,924.2 |
| S1 |
1,912.5 |
1,911.1 |
|