| 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 |
1,997.8 |
1,995.1 |
-2.7 |
-0.1% |
2,094.4 |
| High |
2,012.5 |
2,043.3 |
30.8 |
1.5% |
2,152.3 |
| Low |
1,992.3 |
1,987.9 |
-4.4 |
-0.2% |
2,010.6 |
| Close |
1,993.2 |
1,997.3 |
4.1 |
0.2% |
2,014.5 |
| Range |
20.2 |
55.4 |
35.2 |
174.3% |
141.7 |
| ATR |
29.3 |
31.2 |
1.9 |
6.4% |
0.0 |
| Volume |
148,532 |
192,679 |
44,147 |
29.7% |
1,153,258 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.7 |
2,141.9 |
2,027.8 |
|
| R3 |
2,120.3 |
2,086.5 |
2,012.5 |
|
| R2 |
2,064.9 |
2,064.9 |
2,007.5 |
|
| R1 |
2,031.1 |
2,031.1 |
2,002.4 |
2,048.0 |
| PP |
2,009.5 |
2,009.5 |
2,009.5 |
2,018.0 |
| S1 |
1,975.7 |
1,975.7 |
1,992.2 |
1,992.6 |
| S2 |
1,954.1 |
1,954.1 |
1,987.1 |
|
| S3 |
1,898.7 |
1,920.3 |
1,982.1 |
|
| S4 |
1,843.3 |
1,864.9 |
1,966.8 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.2 |
2,391.1 |
2,092.4 |
|
| R3 |
2,342.5 |
2,249.4 |
2,053.5 |
|
| R2 |
2,200.8 |
2,200.8 |
2,040.5 |
|
| R1 |
2,107.7 |
2,107.7 |
2,027.5 |
2,083.4 |
| PP |
2,059.1 |
2,059.1 |
2,059.1 |
2,047.0 |
| S1 |
1,966.0 |
1,966.0 |
2,001.5 |
1,941.7 |
| S2 |
1,917.4 |
1,917.4 |
1,988.5 |
|
| S3 |
1,775.7 |
1,824.3 |
1,975.5 |
|
| S4 |
1,634.0 |
1,682.6 |
1,936.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,057.2 |
1,987.9 |
69.3 |
3.5% |
33.7 |
1.7% |
14% |
False |
True |
182,509 |
| 10 |
2,152.3 |
1,987.9 |
164.4 |
8.2% |
39.2 |
2.0% |
6% |
False |
True |
204,807 |
| 20 |
2,152.3 |
1,979.0 |
173.3 |
8.7% |
30.5 |
1.5% |
11% |
False |
False |
147,159 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.9% |
27.8 |
1.4% |
21% |
False |
False |
84,890 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
25.8 |
1.3% |
50% |
False |
False |
58,738 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
23.0 |
1.1% |
50% |
False |
False |
44,585 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
21.9 |
1.1% |
50% |
False |
False |
36,030 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
21.2 |
1.1% |
50% |
False |
False |
30,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.8 |
|
2.618 |
2,188.3 |
|
1.618 |
2,132.9 |
|
1.000 |
2,098.7 |
|
0.618 |
2,077.5 |
|
HIGH |
2,043.3 |
|
0.618 |
2,022.1 |
|
0.500 |
2,015.6 |
|
0.382 |
2,009.1 |
|
LOW |
1,987.9 |
|
0.618 |
1,953.7 |
|
1.000 |
1,932.5 |
|
1.618 |
1,898.3 |
|
2.618 |
1,842.9 |
|
4.250 |
1,752.5 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.6 |
2,015.6 |
| PP |
2,009.5 |
2,009.5 |
| S1 |
2,003.4 |
2,003.4 |
|