Trading Metrics calculated at close of trading on 15-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,614.0 |
4,578.0 |
-36.0 |
-0.8% |
4,576.0 |
High |
4,634.0 |
4,618.0 |
-16.0 |
-0.3% |
4,634.0 |
Low |
4,553.0 |
4,570.0 |
17.0 |
0.4% |
4,553.0 |
Close |
4,580.0 |
4,592.0 |
12.0 |
0.3% |
4,592.0 |
Range |
81.0 |
48.0 |
-33.0 |
-40.7% |
81.0 |
ATR |
42.3 |
42.7 |
0.4 |
1.0% |
0.0 |
Volume |
1,096,949 |
1,006,641 |
-90,308 |
-8.2% |
5,789,881 |
|
Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,737.3 |
4,712.7 |
4,618.4 |
|
R3 |
4,689.3 |
4,664.7 |
4,605.2 |
|
R2 |
4,641.3 |
4,641.3 |
4,600.8 |
|
R1 |
4,616.7 |
4,616.7 |
4,596.4 |
4,629.0 |
PP |
4,593.3 |
4,593.3 |
4,593.3 |
4,599.5 |
S1 |
4,568.7 |
4,568.7 |
4,587.6 |
4,581.0 |
S2 |
4,545.3 |
4,545.3 |
4,583.2 |
|
S3 |
4,497.3 |
4,520.7 |
4,578.8 |
|
S4 |
4,449.3 |
4,472.7 |
4,565.6 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,836.0 |
4,795.0 |
4,636.6 |
|
R3 |
4,755.0 |
4,714.0 |
4,614.3 |
|
R2 |
4,674.0 |
4,674.0 |
4,606.9 |
|
R1 |
4,633.0 |
4,633.0 |
4,599.4 |
4,653.5 |
PP |
4,593.0 |
4,593.0 |
4,593.0 |
4,603.3 |
S1 |
4,552.0 |
4,552.0 |
4,584.6 |
4,572.5 |
S2 |
4,512.0 |
4,512.0 |
4,577.2 |
|
S3 |
4,431.0 |
4,471.0 |
4,569.7 |
|
S4 |
4,350.0 |
4,390.0 |
4,547.5 |
|
|
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 |
4,553.0 |
81.0 |
1.8% |
47.8 |
1.0% |
48% |
False |
False |
1,157,976 |
10 |
4,634.0 |
4,445.0 |
189.0 |
4.1% |
43.0 |
0.9% |
78% |
False |
False |
680,653 |
20 |
4,634.0 |
4,367.0 |
267.0 |
5.8% |
34.3 |
0.7% |
84% |
False |
False |
347,308 |
40 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
37.6 |
0.8% |
93% |
False |
False |
174,586 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
39.7 |
0.9% |
93% |
False |
False |
116,870 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
33.7 |
0.7% |
93% |
False |
False |
87,709 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
27.7 |
0.6% |
93% |
False |
False |
70,167 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
23.1 |
0.5% |
93% |
False |
False |
58,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,822.0 |
2.618 |
4,743.7 |
1.618 |
4,695.7 |
1.000 |
4,666.0 |
0.618 |
4,647.7 |
HIGH |
4,618.0 |
0.618 |
4,599.7 |
0.500 |
4,594.0 |
0.382 |
4,588.3 |
LOW |
4,570.0 |
0.618 |
4,540.3 |
1.000 |
4,522.0 |
1.618 |
4,492.3 |
2.618 |
4,444.3 |
4.250 |
4,366.0 |
|
|
Fisher Pivots for day following 15-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,594.0 |
4,593.5 |
PP |
4,593.3 |
4,593.0 |
S1 |
4,592.7 |
4,592.5 |
|