Trading Metrics calculated at close of trading on 14-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,592.0 |
4,614.0 |
22.0 |
0.5% |
4,460.0 |
High |
4,613.0 |
4,634.0 |
21.0 |
0.5% |
4,573.0 |
Low |
4,562.0 |
4,553.0 |
-9.0 |
-0.2% |
4,445.0 |
Close |
4,570.0 |
4,580.0 |
10.0 |
0.2% |
4,563.0 |
Range |
51.0 |
81.0 |
30.0 |
58.8% |
128.0 |
ATR |
39.3 |
42.3 |
3.0 |
7.6% |
0.0 |
Volume |
990,603 |
1,096,949 |
106,346 |
10.7% |
1,016,649 |
|
Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,832.0 |
4,787.0 |
4,624.6 |
|
R3 |
4,751.0 |
4,706.0 |
4,602.3 |
|
R2 |
4,670.0 |
4,670.0 |
4,594.9 |
|
R1 |
4,625.0 |
4,625.0 |
4,587.4 |
4,607.0 |
PP |
4,589.0 |
4,589.0 |
4,589.0 |
4,580.0 |
S1 |
4,544.0 |
4,544.0 |
4,572.6 |
4,526.0 |
S2 |
4,508.0 |
4,508.0 |
4,565.2 |
|
S3 |
4,427.0 |
4,463.0 |
4,557.7 |
|
S4 |
4,346.0 |
4,382.0 |
4,535.5 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,911.0 |
4,865.0 |
4,633.4 |
|
R3 |
4,783.0 |
4,737.0 |
4,598.2 |
|
R2 |
4,655.0 |
4,655.0 |
4,586.5 |
|
R1 |
4,609.0 |
4,609.0 |
4,574.7 |
4,632.0 |
PP |
4,527.0 |
4,527.0 |
4,527.0 |
4,538.5 |
S1 |
4,481.0 |
4,481.0 |
4,551.3 |
4,504.0 |
S2 |
4,399.0 |
4,399.0 |
4,539.5 |
|
S3 |
4,271.0 |
4,353.0 |
4,527.8 |
|
S4 |
4,143.0 |
4,225.0 |
4,492.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,634.0 |
4,516.0 |
118.0 |
2.6% |
49.6 |
1.1% |
54% |
True |
False |
1,081,277 |
10 |
4,634.0 |
4,435.0 |
199.0 |
4.3% |
41.6 |
0.9% |
73% |
True |
False |
585,752 |
20 |
4,634.0 |
4,335.0 |
299.0 |
6.5% |
33.2 |
0.7% |
82% |
True |
False |
297,282 |
40 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
37.4 |
0.8% |
91% |
True |
False |
149,474 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
39.9 |
0.9% |
91% |
True |
False |
100,095 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
33.1 |
0.7% |
91% |
True |
False |
75,126 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
27.2 |
0.6% |
91% |
True |
False |
60,101 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
22.7 |
0.5% |
91% |
True |
False |
50,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,978.3 |
2.618 |
4,846.1 |
1.618 |
4,765.1 |
1.000 |
4,715.0 |
0.618 |
4,684.1 |
HIGH |
4,634.0 |
0.618 |
4,603.1 |
0.500 |
4,593.5 |
0.382 |
4,583.9 |
LOW |
4,553.0 |
0.618 |
4,502.9 |
1.000 |
4,472.0 |
1.618 |
4,421.9 |
2.618 |
4,340.9 |
4.250 |
4,208.8 |
|
|
Fisher Pivots for day following 14-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,593.5 |
4,593.5 |
PP |
4,589.0 |
4,589.0 |
S1 |
4,584.5 |
4,584.5 |
|