Trading Metrics calculated at close of trading on 18-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,578.0 |
4,580.0 |
2.0 |
0.0% |
4,576.0 |
High |
4,618.0 |
4,584.0 |
-34.0 |
-0.7% |
4,634.0 |
Low |
4,570.0 |
4,549.0 |
-21.0 |
-0.5% |
4,553.0 |
Close |
4,592.0 |
4,558.0 |
-34.0 |
-0.7% |
4,592.0 |
Range |
48.0 |
35.0 |
-13.0 |
-27.1% |
81.0 |
ATR |
42.7 |
42.7 |
0.0 |
0.1% |
0.0 |
Volume |
1,006,641 |
544,171 |
-462,470 |
-45.9% |
5,789,881 |
|
Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.7 |
4,648.3 |
4,577.3 |
|
R3 |
4,633.7 |
4,613.3 |
4,567.6 |
|
R2 |
4,598.7 |
4,598.7 |
4,564.4 |
|
R1 |
4,578.3 |
4,578.3 |
4,561.2 |
4,571.0 |
PP |
4,563.7 |
4,563.7 |
4,563.7 |
4,560.0 |
S1 |
4,543.3 |
4,543.3 |
4,554.8 |
4,536.0 |
S2 |
4,528.7 |
4,528.7 |
4,551.6 |
|
S3 |
4,493.7 |
4,508.3 |
4,548.4 |
|
S4 |
4,458.7 |
4,473.3 |
4,538.8 |
|
|
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 |
4,549.0 |
85.0 |
1.9% |
48.6 |
1.1% |
11% |
False |
True |
993,840 |
10 |
4,634.0 |
4,447.0 |
187.0 |
4.1% |
44.3 |
1.0% |
59% |
False |
False |
731,996 |
20 |
4,634.0 |
4,370.0 |
264.0 |
5.8% |
35.1 |
0.8% |
71% |
False |
False |
374,508 |
40 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
37.7 |
0.8% |
87% |
False |
False |
188,031 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
40.1 |
0.9% |
87% |
False |
False |
125,939 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
33.9 |
0.7% |
87% |
False |
False |
94,511 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
28.0 |
0.6% |
87% |
False |
False |
75,609 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
23.4 |
0.5% |
87% |
False |
False |
63,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,732.8 |
2.618 |
4,675.6 |
1.618 |
4,640.6 |
1.000 |
4,619.0 |
0.618 |
4,605.6 |
HIGH |
4,584.0 |
0.618 |
4,570.6 |
0.500 |
4,566.5 |
0.382 |
4,562.4 |
LOW |
4,549.0 |
0.618 |
4,527.4 |
1.000 |
4,514.0 |
1.618 |
4,492.4 |
2.618 |
4,457.4 |
4.250 |
4,400.3 |
|
|
Fisher Pivots for day following 18-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,566.5 |
4,591.5 |
PP |
4,563.7 |
4,580.3 |
S1 |
4,560.8 |
4,569.2 |
|