| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,995.1 |
2,043.2 |
48.1 |
2.4% |
2,094.4 |
| High |
2,043.3 |
2,062.9 |
19.6 |
1.0% |
2,152.3 |
| Low |
1,987.9 |
2,039.1 |
51.2 |
2.6% |
2,010.6 |
| Close |
1,997.3 |
2,044.9 |
47.6 |
2.4% |
2,014.5 |
| Range |
55.4 |
23.8 |
-31.6 |
-57.0% |
141.7 |
| ATR |
31.2 |
33.6 |
2.5 |
7.9% |
0.0 |
| Volume |
192,679 |
231,095 |
38,416 |
19.9% |
1,153,258 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.4 |
2,106.4 |
2,058.0 |
|
| R3 |
2,096.6 |
2,082.6 |
2,051.4 |
|
| R2 |
2,072.8 |
2,072.8 |
2,049.3 |
|
| R1 |
2,058.8 |
2,058.8 |
2,047.1 |
2,065.8 |
| PP |
2,049.0 |
2,049.0 |
2,049.0 |
2,052.5 |
| S1 |
2,035.0 |
2,035.0 |
2,042.7 |
2,042.0 |
| S2 |
2,025.2 |
2,025.2 |
2,040.5 |
|
| S3 |
2,001.4 |
2,011.2 |
2,038.4 |
|
| S4 |
1,977.6 |
1,987.4 |
2,031.8 |
|
|
| 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 |
2,062.9 |
1,987.9 |
75.0 |
3.7% |
34.3 |
1.7% |
76% |
True |
False |
193,933 |
| 10 |
2,152.3 |
1,987.9 |
164.4 |
8.0% |
39.9 |
2.0% |
35% |
False |
False |
212,725 |
| 20 |
2,152.3 |
1,979.3 |
173.0 |
8.5% |
30.7 |
1.5% |
38% |
False |
False |
157,856 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
27.4 |
1.3% |
45% |
False |
False |
90,433 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
25.8 |
1.3% |
65% |
False |
False |
62,524 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
23.1 |
1.1% |
65% |
False |
False |
47,437 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.0 |
1.1% |
65% |
False |
False |
38,314 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.3 |
1.0% |
65% |
False |
False |
32,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.1 |
|
2.618 |
2,125.2 |
|
1.618 |
2,101.4 |
|
1.000 |
2,086.7 |
|
0.618 |
2,077.6 |
|
HIGH |
2,062.9 |
|
0.618 |
2,053.8 |
|
0.500 |
2,051.0 |
|
0.382 |
2,048.2 |
|
LOW |
2,039.1 |
|
0.618 |
2,024.4 |
|
1.000 |
2,015.3 |
|
1.618 |
2,000.6 |
|
2.618 |
1,976.8 |
|
4.250 |
1,938.0 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.0 |
2,038.4 |
| PP |
2,049.0 |
2,031.9 |
| S1 |
2,046.9 |
2,025.4 |
|