| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,033.3 |
2,041.1 |
7.8 |
0.4% |
2,020.0 |
| High |
2,048.0 |
2,061.0 |
13.0 |
0.6% |
2,062.9 |
| Low |
2,029.5 |
2,034.8 |
5.3 |
0.3% |
1,987.9 |
| Close |
2,040.5 |
2,052.1 |
11.6 |
0.6% |
2,035.7 |
| Range |
18.5 |
26.2 |
7.7 |
41.6% |
75.0 |
| ATR |
32.3 |
31.9 |
-0.4 |
-1.4% |
0.0 |
| Volume |
141,406 |
134,781 |
-6,625 |
-4.7% |
904,525 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.9 |
2,116.2 |
2,066.5 |
|
| R3 |
2,101.7 |
2,090.0 |
2,059.3 |
|
| R2 |
2,075.5 |
2,075.5 |
2,056.9 |
|
| R1 |
2,063.8 |
2,063.8 |
2,054.5 |
2,069.7 |
| PP |
2,049.3 |
2,049.3 |
2,049.3 |
2,052.2 |
| S1 |
2,037.6 |
2,037.6 |
2,049.7 |
2,043.5 |
| S2 |
2,023.1 |
2,023.1 |
2,047.3 |
|
| S3 |
1,996.9 |
2,011.4 |
2,044.9 |
|
| S4 |
1,970.7 |
1,985.2 |
2,037.7 |
|
|
| 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% |
30.9 |
1.5% |
86% |
False |
False |
174,421 |
| 10 |
2,062.9 |
1,987.9 |
75.0 |
3.7% |
28.6 |
1.4% |
86% |
False |
False |
174,619 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
8.0% |
31.0 |
1.5% |
39% |
False |
False |
175,648 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
27.3 |
1.3% |
49% |
False |
False |
100,857 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
26.4 |
1.3% |
68% |
False |
False |
69,834 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
23.4 |
1.1% |
68% |
False |
False |
52,996 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.1 |
1.1% |
68% |
False |
False |
42,732 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.5 |
1.0% |
68% |
False |
False |
35,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.4 |
|
2.618 |
2,129.6 |
|
1.618 |
2,103.4 |
|
1.000 |
2,087.2 |
|
0.618 |
2,077.2 |
|
HIGH |
2,061.0 |
|
0.618 |
2,051.0 |
|
0.500 |
2,047.9 |
|
0.382 |
2,044.8 |
|
LOW |
2,034.8 |
|
0.618 |
2,018.6 |
|
1.000 |
2,008.6 |
|
1.618 |
1,992.4 |
|
2.618 |
1,966.2 |
|
4.250 |
1,923.5 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.7 |
2,049.8 |
| PP |
2,049.3 |
2,047.4 |
| S1 |
2,047.9 |
2,045.1 |
|