| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,041.1 |
2,053.8 |
12.7 |
0.6% |
2,020.0 |
| High |
2,061.0 |
2,056.9 |
-4.1 |
-0.2% |
2,062.9 |
| Low |
2,034.8 |
2,040.6 |
5.8 |
0.3% |
1,987.9 |
| Close |
2,052.1 |
2,047.7 |
-4.4 |
-0.2% |
2,035.7 |
| Range |
26.2 |
16.3 |
-9.9 |
-37.8% |
75.0 |
| ATR |
31.9 |
30.8 |
-1.1 |
-3.5% |
0.0 |
| Volume |
134,781 |
122,567 |
-12,214 |
-9.1% |
904,525 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.3 |
2,088.8 |
2,056.7 |
|
| R3 |
2,081.0 |
2,072.5 |
2,052.2 |
|
| R2 |
2,064.7 |
2,064.7 |
2,050.7 |
|
| R1 |
2,056.2 |
2,056.2 |
2,049.2 |
2,052.3 |
| PP |
2,048.4 |
2,048.4 |
2,048.4 |
2,046.5 |
| S1 |
2,039.9 |
2,039.9 |
2,046.2 |
2,036.0 |
| S2 |
2,032.1 |
2,032.1 |
2,044.7 |
|
| S3 |
2,015.8 |
2,023.6 |
2,043.2 |
|
| S4 |
1,999.5 |
2,007.3 |
2,038.7 |
|
|
| 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 |
2,029.2 |
33.7 |
1.6% |
23.0 |
1.1% |
55% |
False |
False |
160,399 |
| 10 |
2,062.9 |
1,987.9 |
75.0 |
3.7% |
28.4 |
1.4% |
80% |
False |
False |
171,454 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
8.0% |
30.4 |
1.5% |
36% |
False |
False |
178,664 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
27.0 |
1.3% |
47% |
False |
False |
103,709 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
26.4 |
1.3% |
66% |
False |
False |
71,811 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
23.4 |
1.1% |
66% |
False |
False |
54,511 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.0 |
1.1% |
66% |
False |
False |
43,938 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.4 |
1.0% |
66% |
False |
False |
36,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.2 |
|
2.618 |
2,099.6 |
|
1.618 |
2,083.3 |
|
1.000 |
2,073.2 |
|
0.618 |
2,067.0 |
|
HIGH |
2,056.9 |
|
0.618 |
2,050.7 |
|
0.500 |
2,048.8 |
|
0.382 |
2,046.8 |
|
LOW |
2,040.6 |
|
0.618 |
2,030.5 |
|
1.000 |
2,024.3 |
|
1.618 |
2,014.2 |
|
2.618 |
1,997.9 |
|
4.250 |
1,971.3 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.8 |
2,046.9 |
| PP |
2,048.4 |
2,046.1 |
| S1 |
2,048.1 |
2,045.3 |
|