Trading Metrics calculated at close of trading on 20-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,561.0 |
4,583.0 |
22.0 |
0.5% |
4,576.0 |
High |
4,585.0 |
4,592.0 |
7.0 |
0.2% |
4,634.0 |
Low |
4,558.0 |
4,530.0 |
-28.0 |
-0.6% |
4,553.0 |
Close |
4,576.0 |
4,574.0 |
-2.0 |
0.0% |
4,592.0 |
Range |
27.0 |
62.0 |
35.0 |
129.6% |
81.0 |
ATR |
41.6 |
43.0 |
1.5 |
3.5% |
0.0 |
Volume |
524,417 |
626,072 |
101,655 |
19.4% |
5,789,881 |
|
Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,751.3 |
4,724.7 |
4,608.1 |
|
R3 |
4,689.3 |
4,662.7 |
4,591.1 |
|
R2 |
4,627.3 |
4,627.3 |
4,585.4 |
|
R1 |
4,600.7 |
4,600.7 |
4,579.7 |
4,583.0 |
PP |
4,565.3 |
4,565.3 |
4,565.3 |
4,556.5 |
S1 |
4,538.7 |
4,538.7 |
4,568.3 |
4,521.0 |
S2 |
4,503.3 |
4,503.3 |
4,562.6 |
|
S3 |
4,441.3 |
4,476.7 |
4,557.0 |
|
S4 |
4,379.3 |
4,414.7 |
4,539.9 |
|
|
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 |
4,530.0 |
104.0 |
2.3% |
50.6 |
1.1% |
42% |
False |
True |
759,650 |
10 |
4,634.0 |
4,502.0 |
132.0 |
2.9% |
44.2 |
1.0% |
55% |
False |
False |
826,231 |
20 |
4,634.0 |
4,370.0 |
264.0 |
5.8% |
37.7 |
0.8% |
77% |
False |
False |
431,807 |
40 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
37.1 |
0.8% |
90% |
False |
False |
216,533 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
40.1 |
0.9% |
90% |
False |
False |
145,106 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
35.0 |
0.8% |
90% |
False |
False |
108,892 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
28.9 |
0.6% |
90% |
False |
False |
87,114 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
24.1 |
0.5% |
90% |
False |
False |
72,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,855.5 |
2.618 |
4,754.3 |
1.618 |
4,692.3 |
1.000 |
4,654.0 |
0.618 |
4,630.3 |
HIGH |
4,592.0 |
0.618 |
4,568.3 |
0.500 |
4,561.0 |
0.382 |
4,553.7 |
LOW |
4,530.0 |
0.618 |
4,491.7 |
1.000 |
4,468.0 |
1.618 |
4,429.7 |
2.618 |
4,367.7 |
4.250 |
4,266.5 |
|
|
Fisher Pivots for day following 20-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,569.7 |
4,569.7 |
PP |
4,565.3 |
4,565.3 |
S1 |
4,561.0 |
4,561.0 |
|