| 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 |
2,043.2 |
2,051.3 |
8.1 |
0.4% |
2,020.0 |
| High |
2,062.9 |
2,059.6 |
-3.3 |
-0.2% |
2,062.9 |
| Low |
2,039.1 |
2,029.2 |
-9.9 |
-0.5% |
1,987.9 |
| Close |
2,044.9 |
2,035.7 |
-9.2 |
-0.4% |
2,035.7 |
| Range |
23.8 |
30.4 |
6.6 |
27.7% |
75.0 |
| ATR |
33.6 |
33.4 |
-0.2 |
-0.7% |
0.0 |
| Volume |
231,095 |
172,147 |
-58,948 |
-25.5% |
904,525 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.7 |
2,114.6 |
2,052.4 |
|
| R3 |
2,102.3 |
2,084.2 |
2,044.1 |
|
| R2 |
2,071.9 |
2,071.9 |
2,041.3 |
|
| R1 |
2,053.8 |
2,053.8 |
2,038.5 |
2,047.7 |
| PP |
2,041.5 |
2,041.5 |
2,041.5 |
2,038.4 |
| S1 |
2,023.4 |
2,023.4 |
2,032.9 |
2,017.3 |
| S2 |
2,011.1 |
2,011.1 |
2,030.1 |
|
| S3 |
1,980.7 |
1,993.0 |
2,027.3 |
|
| S4 |
1,950.3 |
1,962.6 |
2,019.0 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,253.8 |
2,219.8 |
2,077.0 |
|
| R3 |
2,178.8 |
2,144.8 |
2,056.3 |
|
| R2 |
2,103.8 |
2,103.8 |
2,049.5 |
|
| R1 |
2,069.8 |
2,069.8 |
2,042.6 |
2,086.8 |
| PP |
2,028.8 |
2,028.8 |
2,028.8 |
2,037.4 |
| S1 |
1,994.8 |
1,994.8 |
2,028.8 |
2,011.8 |
| S2 |
1,953.8 |
1,953.8 |
2,022.0 |
|
| S3 |
1,878.8 |
1,919.8 |
2,015.1 |
|
| S4 |
1,803.8 |
1,844.8 |
1,994.5 |
|
|
| 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% |
32.5 |
1.6% |
64% |
False |
False |
180,905 |
| 10 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
38.7 |
1.9% |
29% |
False |
False |
205,778 |
| 20 |
2,152.3 |
1,987.3 |
165.0 |
8.1% |
30.6 |
1.5% |
29% |
False |
False |
164,616 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
27.3 |
1.3% |
41% |
False |
False |
94,533 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
26.0 |
1.3% |
62% |
False |
False |
65,297 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
23.2 |
1.1% |
62% |
False |
False |
49,576 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.2 |
1.1% |
62% |
False |
False |
40,000 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
21.4 |
1.0% |
62% |
False |
False |
33,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.8 |
|
2.618 |
2,139.2 |
|
1.618 |
2,108.8 |
|
1.000 |
2,090.0 |
|
0.618 |
2,078.4 |
|
HIGH |
2,059.6 |
|
0.618 |
2,048.0 |
|
0.500 |
2,044.4 |
|
0.382 |
2,040.8 |
|
LOW |
2,029.2 |
|
0.618 |
2,010.4 |
|
1.000 |
1,998.8 |
|
1.618 |
1,980.0 |
|
2.618 |
1,949.6 |
|
4.250 |
1,900.0 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.4 |
2,032.3 |
| PP |
2,041.5 |
2,028.8 |
| S1 |
2,038.6 |
2,025.4 |
|