| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,951.5 |
1,995.8 |
44.3 |
2.3% |
1,880.4 |
| High |
2,014.5 |
2,023.3 |
8.8 |
0.4% |
2,023.3 |
| Low |
1,949.9 |
1,982.3 |
32.4 |
1.7% |
1,867.3 |
| Close |
2,001.7 |
2,009.3 |
7.6 |
0.4% |
2,009.3 |
| Range |
64.6 |
41.0 |
-23.6 |
-36.5% |
156.0 |
| ATR |
38.9 |
39.1 |
0.1 |
0.4% |
0.0 |
| Volume |
83,143 |
3,903 |
-79,240 |
-95.3% |
718,167 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.0 |
2,109.7 |
2,031.9 |
|
| R3 |
2,087.0 |
2,068.7 |
2,020.6 |
|
| R2 |
2,046.0 |
2,046.0 |
2,016.8 |
|
| R1 |
2,027.7 |
2,027.7 |
2,013.1 |
2,036.8 |
| PP |
2,005.0 |
2,005.0 |
2,005.0 |
2,009.6 |
| S1 |
1,986.7 |
1,986.7 |
2,005.6 |
1,995.8 |
| S2 |
1,964.0 |
1,964.0 |
2,001.8 |
|
| S3 |
1,923.0 |
1,945.7 |
1,998.1 |
|
| S4 |
1,882.0 |
1,904.7 |
1,986.8 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.6 |
2,378.0 |
2,095.1 |
|
| R3 |
2,278.6 |
2,222.0 |
2,052.2 |
|
| R2 |
2,122.6 |
2,122.6 |
2,037.9 |
|
| R1 |
2,066.0 |
2,066.0 |
2,023.6 |
2,094.3 |
| PP |
1,966.6 |
1,966.6 |
1,966.6 |
1,980.8 |
| S1 |
1,910.0 |
1,910.0 |
1,995.0 |
1,938.3 |
| S2 |
1,810.6 |
1,810.6 |
1,980.7 |
|
| S3 |
1,654.6 |
1,754.0 |
1,966.4 |
|
| S4 |
1,498.6 |
1,598.0 |
1,923.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,023.3 |
1,867.3 |
156.0 |
7.8% |
48.9 |
2.4% |
91% |
True |
False |
143,633 |
| 10 |
2,023.3 |
1,845.6 |
177.7 |
8.8% |
40.7 |
2.0% |
92% |
True |
False |
199,817 |
| 20 |
2,023.3 |
1,780.4 |
242.9 |
12.1% |
35.2 |
1.7% |
94% |
True |
False |
199,324 |
| 40 |
2,023.3 |
1,638.8 |
384.5 |
19.1% |
36.0 |
1.8% |
96% |
True |
False |
224,816 |
| 60 |
2,023.3 |
1,638.8 |
384.5 |
19.1% |
35.8 |
1.8% |
96% |
True |
False |
225,441 |
| 80 |
2,023.3 |
1,638.8 |
384.5 |
19.1% |
33.9 |
1.7% |
96% |
True |
False |
196,741 |
| 100 |
2,038.2 |
1,638.8 |
399.4 |
19.9% |
33.5 |
1.7% |
93% |
False |
False |
157,447 |
| 120 |
2,038.2 |
1,638.8 |
399.4 |
19.9% |
32.9 |
1.6% |
93% |
False |
False |
131,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.6 |
|
2.618 |
2,130.6 |
|
1.618 |
2,089.6 |
|
1.000 |
2,064.3 |
|
0.618 |
2,048.6 |
|
HIGH |
2,023.3 |
|
0.618 |
2,007.6 |
|
0.500 |
2,002.8 |
|
0.382 |
1,998.0 |
|
LOW |
1,982.3 |
|
0.618 |
1,957.0 |
|
1.000 |
1,941.3 |
|
1.618 |
1,916.0 |
|
2.618 |
1,875.0 |
|
4.250 |
1,808.1 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.2 |
1,988.5 |
| PP |
2,005.0 |
1,967.6 |
| S1 |
2,002.8 |
1,946.7 |
|