| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,051.3 |
2,033.3 |
-18.0 |
-0.9% |
2,020.0 |
| High |
2,059.6 |
2,048.0 |
-11.6 |
-0.6% |
2,062.9 |
| Low |
2,029.2 |
2,029.5 |
0.3 |
0.0% |
1,987.9 |
| Close |
2,035.7 |
2,040.5 |
4.8 |
0.2% |
2,035.7 |
| Range |
30.4 |
18.5 |
-11.9 |
-39.1% |
75.0 |
| ATR |
33.4 |
32.3 |
-1.1 |
-3.2% |
0.0 |
| Volume |
172,147 |
141,406 |
-30,741 |
-17.9% |
904,525 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.8 |
2,086.2 |
2,050.7 |
|
| R3 |
2,076.3 |
2,067.7 |
2,045.6 |
|
| R2 |
2,057.8 |
2,057.8 |
2,043.9 |
|
| R1 |
2,049.2 |
2,049.2 |
2,042.2 |
2,053.5 |
| PP |
2,039.3 |
2,039.3 |
2,039.3 |
2,041.5 |
| S1 |
2,030.7 |
2,030.7 |
2,038.8 |
2,035.0 |
| S2 |
2,020.8 |
2,020.8 |
2,037.1 |
|
| S3 |
2,002.3 |
2,012.2 |
2,035.4 |
|
| S4 |
1,983.8 |
1,993.7 |
2,030.3 |
|
|
| 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% |
29.7 |
1.5% |
70% |
False |
False |
177,171 |
| 10 |
2,062.9 |
1,987.9 |
75.0 |
3.7% |
29.1 |
1.4% |
70% |
False |
False |
182,096 |
| 20 |
2,152.3 |
1,987.3 |
165.0 |
8.1% |
30.7 |
1.5% |
32% |
False |
False |
170,694 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
27.1 |
1.3% |
43% |
False |
False |
97,716 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
26.2 |
1.3% |
64% |
False |
False |
67,626 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
23.3 |
1.1% |
64% |
False |
False |
51,331 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.0 |
1.1% |
64% |
False |
False |
41,395 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
21.4 |
1.0% |
64% |
False |
False |
34,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.6 |
|
2.618 |
2,096.4 |
|
1.618 |
2,077.9 |
|
1.000 |
2,066.5 |
|
0.618 |
2,059.4 |
|
HIGH |
2,048.0 |
|
0.618 |
2,040.9 |
|
0.500 |
2,038.8 |
|
0.382 |
2,036.6 |
|
LOW |
2,029.5 |
|
0.618 |
2,018.1 |
|
1.000 |
2,011.0 |
|
1.618 |
1,999.6 |
|
2.618 |
1,981.1 |
|
4.250 |
1,950.9 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.9 |
2,046.1 |
| PP |
2,039.3 |
2,044.2 |
| S1 |
2,038.8 |
2,042.4 |
|