Trading Metrics calculated at close of trading on 15-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,760.75 |
4,767.75 |
7.00 |
0.1% |
4,660.75 |
High |
4,791.75 |
4,789.00 |
-2.75 |
-0.1% |
4,791.75 |
Low |
4,746.25 |
4,757.25 |
11.00 |
0.2% |
4,652.00 |
Close |
4,774.00 |
4,768.00 |
-6.00 |
-0.1% |
4,768.00 |
Range |
45.50 |
31.75 |
-13.75 |
-30.2% |
139.75 |
ATR |
44.77 |
43.84 |
-0.93 |
-2.1% |
0.00 |
Volume |
2,265,347 |
1,801,823 |
-463,524 |
-20.5% |
10,068,577 |
|
Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,866.75 |
4,849.00 |
4,785.50 |
|
R3 |
4,835.00 |
4,817.25 |
4,776.75 |
|
R2 |
4,803.25 |
4,803.25 |
4,773.75 |
|
R1 |
4,785.50 |
4,785.50 |
4,771.00 |
4,794.50 |
PP |
4,771.50 |
4,771.50 |
4,771.50 |
4,775.75 |
S1 |
4,753.75 |
4,753.75 |
4,765.00 |
4,762.50 |
S2 |
4,739.75 |
4,739.75 |
4,762.25 |
|
S3 |
4,708.00 |
4,722.00 |
4,759.25 |
|
S4 |
4,676.25 |
4,690.25 |
4,750.50 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,156.50 |
5,102.00 |
4,844.75 |
|
R3 |
5,016.75 |
4,962.25 |
4,806.50 |
|
R2 |
4,877.00 |
4,877.00 |
4,793.50 |
|
R1 |
4,822.50 |
4,822.50 |
4,780.75 |
4,849.75 |
PP |
4,737.25 |
4,737.25 |
4,737.25 |
4,751.00 |
S1 |
4,682.75 |
4,682.75 |
4,755.25 |
4,710.00 |
S2 |
4,597.50 |
4,597.50 |
4,742.50 |
|
S3 |
4,457.75 |
4,543.00 |
4,729.50 |
|
S4 |
4,318.00 |
4,403.25 |
4,691.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,791.75 |
4,652.00 |
139.75 |
2.9% |
42.25 |
0.9% |
83% |
False |
False |
2,013,715 |
10 |
4,791.75 |
4,599.00 |
192.75 |
4.0% |
44.00 |
0.9% |
88% |
False |
False |
1,186,663 |
20 |
4,791.75 |
4,561.50 |
230.25 |
4.8% |
38.25 |
0.8% |
90% |
False |
False |
597,963 |
40 |
4,791.75 |
4,167.50 |
624.25 |
13.1% |
47.00 |
1.0% |
96% |
False |
False |
301,405 |
60 |
4,791.75 |
4,167.50 |
624.25 |
13.1% |
52.50 |
1.1% |
96% |
False |
False |
201,940 |
80 |
4,791.75 |
4,167.50 |
624.25 |
13.1% |
51.25 |
1.1% |
96% |
False |
False |
151,670 |
100 |
4,791.75 |
4,167.50 |
624.25 |
13.1% |
51.25 |
1.1% |
96% |
False |
False |
121,360 |
120 |
4,791.75 |
4,167.50 |
624.25 |
13.1% |
48.00 |
1.0% |
96% |
False |
False |
101,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,924.00 |
2.618 |
4,872.00 |
1.618 |
4,840.25 |
1.000 |
4,820.75 |
0.618 |
4,808.50 |
HIGH |
4,789.00 |
0.618 |
4,776.75 |
0.500 |
4,773.00 |
0.382 |
4,769.50 |
LOW |
4,757.25 |
0.618 |
4,737.75 |
1.000 |
4,725.50 |
1.618 |
4,706.00 |
2.618 |
4,674.25 |
4.250 |
4,622.25 |
|
|
Fisher Pivots for day following 15-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,773.00 |
4,760.00 |
PP |
4,771.50 |
4,752.25 |
S1 |
4,769.75 |
4,744.25 |
|