| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,053.8 |
2,044.4 |
-9.4 |
-0.5% |
2,020.0 |
| High |
2,056.9 |
2,058.0 |
1.1 |
0.1% |
2,062.9 |
| Low |
2,040.6 |
2,043.3 |
2.7 |
0.1% |
1,987.9 |
| Close |
2,047.7 |
2,051.3 |
3.6 |
0.2% |
2,035.7 |
| Range |
16.3 |
14.7 |
-1.6 |
-9.8% |
75.0 |
| ATR |
30.8 |
29.6 |
-1.1 |
-3.7% |
0.0 |
| Volume |
122,567 |
119,952 |
-2,615 |
-2.1% |
904,525 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.0 |
2,087.8 |
2,059.4 |
|
| R3 |
2,080.3 |
2,073.1 |
2,055.3 |
|
| R2 |
2,065.6 |
2,065.6 |
2,054.0 |
|
| R1 |
2,058.4 |
2,058.4 |
2,052.6 |
2,062.0 |
| PP |
2,050.9 |
2,050.9 |
2,050.9 |
2,052.7 |
| S1 |
2,043.7 |
2,043.7 |
2,050.0 |
2,047.3 |
| S2 |
2,036.2 |
2,036.2 |
2,048.6 |
|
| S3 |
2,021.5 |
2,029.0 |
2,047.3 |
|
| S4 |
2,006.8 |
2,014.3 |
2,043.2 |
|
|
| 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 |
2,061.0 |
2,029.2 |
31.8 |
1.6% |
21.2 |
1.0% |
69% |
False |
False |
138,170 |
| 10 |
2,062.9 |
1,987.9 |
75.0 |
3.7% |
27.8 |
1.4% |
85% |
False |
False |
166,052 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
8.0% |
30.1 |
1.5% |
39% |
False |
False |
181,090 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
26.7 |
1.3% |
49% |
False |
False |
106,421 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
26.1 |
1.3% |
67% |
False |
False |
73,707 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
23.3 |
1.1% |
67% |
False |
False |
55,985 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.9 |
1.1% |
67% |
False |
False |
45,117 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.4 |
1.0% |
67% |
False |
False |
37,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.5 |
|
2.618 |
2,096.5 |
|
1.618 |
2,081.8 |
|
1.000 |
2,072.7 |
|
0.618 |
2,067.1 |
|
HIGH |
2,058.0 |
|
0.618 |
2,052.4 |
|
0.500 |
2,050.7 |
|
0.382 |
2,048.9 |
|
LOW |
2,043.3 |
|
0.618 |
2,034.2 |
|
1.000 |
2,028.6 |
|
1.618 |
2,019.5 |
|
2.618 |
2,004.8 |
|
4.250 |
1,980.8 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.1 |
2,050.2 |
| PP |
2,050.9 |
2,049.0 |
| S1 |
2,050.7 |
2,047.9 |
|