Trading Metrics calculated at close of trading on 19-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,580.0 |
4,561.0 |
-19.0 |
-0.4% |
4,576.0 |
High |
4,584.0 |
4,585.0 |
1.0 |
0.0% |
4,634.0 |
Low |
4,549.0 |
4,558.0 |
9.0 |
0.2% |
4,553.0 |
Close |
4,558.0 |
4,576.0 |
18.0 |
0.4% |
4,592.0 |
Range |
35.0 |
27.0 |
-8.0 |
-22.9% |
81.0 |
ATR |
42.7 |
41.6 |
-1.1 |
-2.6% |
0.0 |
Volume |
544,171 |
524,417 |
-19,754 |
-3.6% |
5,789,881 |
|
Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.0 |
4,642.0 |
4,590.9 |
|
R3 |
4,627.0 |
4,615.0 |
4,583.4 |
|
R2 |
4,600.0 |
4,600.0 |
4,581.0 |
|
R1 |
4,588.0 |
4,588.0 |
4,578.5 |
4,594.0 |
PP |
4,573.0 |
4,573.0 |
4,573.0 |
4,576.0 |
S1 |
4,561.0 |
4,561.0 |
4,573.5 |
4,567.0 |
S2 |
4,546.0 |
4,546.0 |
4,571.1 |
|
S3 |
4,519.0 |
4,534.0 |
4,568.6 |
|
S4 |
4,492.0 |
4,507.0 |
4,561.2 |
|
|
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% |
48.4 |
1.1% |
32% |
False |
False |
832,556 |
10 |
4,634.0 |
4,499.0 |
135.0 |
3.0% |
41.7 |
0.9% |
57% |
False |
False |
773,739 |
20 |
4,634.0 |
4,370.0 |
264.0 |
5.8% |
35.7 |
0.8% |
78% |
False |
False |
400,725 |
40 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
37.4 |
0.8% |
90% |
False |
False |
200,882 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
39.6 |
0.9% |
90% |
False |
False |
134,673 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
34.2 |
0.7% |
90% |
False |
False |
101,066 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
28.3 |
0.6% |
90% |
False |
False |
80,853 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
23.6 |
0.5% |
90% |
False |
False |
67,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,699.8 |
2.618 |
4,655.7 |
1.618 |
4,628.7 |
1.000 |
4,612.0 |
0.618 |
4,601.7 |
HIGH |
4,585.0 |
0.618 |
4,574.7 |
0.500 |
4,571.5 |
0.382 |
4,568.3 |
LOW |
4,558.0 |
0.618 |
4,541.3 |
1.000 |
4,531.0 |
1.618 |
4,514.3 |
2.618 |
4,487.3 |
4.250 |
4,443.3 |
|
|
Fisher Pivots for day following 19-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,574.5 |
4,583.5 |
PP |
4,573.0 |
4,581.0 |
S1 |
4,571.5 |
4,578.5 |
|