Trading Metrics calculated at close of trading on 21-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,583.0 |
4,543.0 |
-40.0 |
-0.9% |
4,576.0 |
High |
4,592.0 |
4,573.0 |
-19.0 |
-0.4% |
4,634.0 |
Low |
4,530.0 |
4,537.0 |
7.0 |
0.2% |
4,553.0 |
Close |
4,574.0 |
4,559.0 |
-15.0 |
-0.3% |
4,592.0 |
Range |
62.0 |
36.0 |
-26.0 |
-41.9% |
81.0 |
ATR |
43.0 |
42.6 |
-0.4 |
-1.0% |
0.0 |
Volume |
626,072 |
546,146 |
-79,926 |
-12.8% |
5,789,881 |
|
Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,664.3 |
4,647.7 |
4,578.8 |
|
R3 |
4,628.3 |
4,611.7 |
4,568.9 |
|
R2 |
4,592.3 |
4,592.3 |
4,565.6 |
|
R1 |
4,575.7 |
4,575.7 |
4,562.3 |
4,584.0 |
PP |
4,556.3 |
4,556.3 |
4,556.3 |
4,560.5 |
S1 |
4,539.7 |
4,539.7 |
4,555.7 |
4,548.0 |
S2 |
4,520.3 |
4,520.3 |
4,552.4 |
|
S3 |
4,484.3 |
4,503.7 |
4,549.1 |
|
S4 |
4,448.3 |
4,467.7 |
4,539.2 |
|
|
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 |
4,618.0 |
4,530.0 |
88.0 |
1.9% |
41.6 |
0.9% |
33% |
False |
False |
649,489 |
10 |
4,634.0 |
4,516.0 |
118.0 |
2.6% |
45.6 |
1.0% |
36% |
False |
False |
865,383 |
20 |
4,634.0 |
4,370.0 |
264.0 |
5.8% |
38.2 |
0.8% |
72% |
False |
False |
459,092 |
40 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
37.4 |
0.8% |
88% |
False |
False |
230,011 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
40.2 |
0.9% |
88% |
False |
False |
154,206 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
35.4 |
0.8% |
88% |
False |
False |
115,719 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
29.3 |
0.6% |
88% |
False |
False |
92,575 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
24.4 |
0.5% |
88% |
False |
False |
77,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,726.0 |
2.618 |
4,667.2 |
1.618 |
4,631.2 |
1.000 |
4,609.0 |
0.618 |
4,595.2 |
HIGH |
4,573.0 |
0.618 |
4,559.2 |
0.500 |
4,555.0 |
0.382 |
4,550.8 |
LOW |
4,537.0 |
0.618 |
4,514.8 |
1.000 |
4,501.0 |
1.618 |
4,478.8 |
2.618 |
4,442.8 |
4.250 |
4,384.0 |
|
|
Fisher Pivots for day following 21-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,557.7 |
4,561.0 |
PP |
4,556.3 |
4,560.3 |
S1 |
4,555.0 |
4,559.7 |
|