Trading Metrics calculated at close of trading on 22-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,543.0 |
4,569.0 |
26.0 |
0.6% |
4,580.0 |
High |
4,573.0 |
4,569.0 |
-4.0 |
-0.1% |
4,592.0 |
Low |
4,537.0 |
4,539.0 |
2.0 |
0.0% |
4,530.0 |
Close |
4,559.0 |
4,557.0 |
-2.0 |
0.0% |
4,557.0 |
Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
62.0 |
ATR |
42.6 |
41.7 |
-0.9 |
-2.1% |
0.0 |
Volume |
546,146 |
439,410 |
-106,736 |
-19.5% |
2,680,216 |
|
Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,645.0 |
4,631.0 |
4,573.5 |
|
R3 |
4,615.0 |
4,601.0 |
4,565.3 |
|
R2 |
4,585.0 |
4,585.0 |
4,562.5 |
|
R1 |
4,571.0 |
4,571.0 |
4,559.8 |
4,563.0 |
PP |
4,555.0 |
4,555.0 |
4,555.0 |
4,551.0 |
S1 |
4,541.0 |
4,541.0 |
4,554.3 |
4,533.0 |
S2 |
4,525.0 |
4,525.0 |
4,551.5 |
|
S3 |
4,495.0 |
4,511.0 |
4,548.8 |
|
S4 |
4,465.0 |
4,481.0 |
4,540.5 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,745.7 |
4,713.3 |
4,591.1 |
|
R3 |
4,683.7 |
4,651.3 |
4,574.1 |
|
R2 |
4,621.7 |
4,621.7 |
4,568.4 |
|
R1 |
4,589.3 |
4,589.3 |
4,562.7 |
4,574.5 |
PP |
4,559.7 |
4,559.7 |
4,559.7 |
4,552.3 |
S1 |
4,527.3 |
4,527.3 |
4,551.3 |
4,512.5 |
S2 |
4,497.7 |
4,497.7 |
4,545.6 |
|
S3 |
4,435.7 |
4,465.3 |
4,540.0 |
|
S4 |
4,373.7 |
4,403.3 |
4,522.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,592.0 |
4,530.0 |
62.0 |
1.4% |
38.0 |
0.8% |
44% |
False |
False |
536,043 |
10 |
4,634.0 |
4,530.0 |
104.0 |
2.3% |
42.9 |
0.9% |
26% |
False |
False |
847,009 |
20 |
4,634.0 |
4,370.0 |
264.0 |
5.8% |
38.6 |
0.8% |
71% |
False |
False |
480,612 |
40 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
37.1 |
0.8% |
87% |
False |
False |
240,995 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
40.1 |
0.9% |
87% |
False |
False |
161,529 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
35.8 |
0.8% |
87% |
False |
False |
121,212 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
29.6 |
0.6% |
87% |
False |
False |
96,969 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
24.6 |
0.5% |
87% |
False |
False |
80,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,696.5 |
2.618 |
4,647.5 |
1.618 |
4,617.5 |
1.000 |
4,599.0 |
0.618 |
4,587.5 |
HIGH |
4,569.0 |
0.618 |
4,557.5 |
0.500 |
4,554.0 |
0.382 |
4,550.5 |
LOW |
4,539.0 |
0.618 |
4,520.5 |
1.000 |
4,509.0 |
1.618 |
4,490.5 |
2.618 |
4,460.5 |
4.250 |
4,411.5 |
|
|
Fisher Pivots for day following 22-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,556.0 |
4,561.0 |
PP |
4,555.0 |
4,559.7 |
S1 |
4,554.0 |
4,558.3 |
|