Trading Metrics calculated at close of trading on 18-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,767.75 |
4,770.50 |
2.75 |
0.1% |
4,660.75 |
High |
4,789.00 |
4,802.25 |
13.25 |
0.3% |
4,791.75 |
Low |
4,757.25 |
4,769.50 |
12.25 |
0.3% |
4,652.00 |
Close |
4,768.00 |
4,793.00 |
25.00 |
0.5% |
4,768.00 |
Range |
31.75 |
32.75 |
1.00 |
3.1% |
139.75 |
ATR |
43.84 |
43.16 |
-0.69 |
-1.6% |
0.00 |
Volume |
1,801,823 |
1,139,029 |
-662,794 |
-36.8% |
10,068,577 |
|
Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,886.50 |
4,872.50 |
4,811.00 |
|
R3 |
4,853.75 |
4,839.75 |
4,802.00 |
|
R2 |
4,821.00 |
4,821.00 |
4,799.00 |
|
R1 |
4,807.00 |
4,807.00 |
4,796.00 |
4,814.00 |
PP |
4,788.25 |
4,788.25 |
4,788.25 |
4,791.75 |
S1 |
4,774.25 |
4,774.25 |
4,790.00 |
4,781.25 |
S2 |
4,755.50 |
4,755.50 |
4,787.00 |
|
S3 |
4,722.75 |
4,741.50 |
4,784.00 |
|
S4 |
4,690.00 |
4,708.75 |
4,775.00 |
|
|
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 |
4,802.25 |
4,662.25 |
140.00 |
2.9% |
43.50 |
0.9% |
93% |
True |
False |
1,807,661 |
10 |
4,802.25 |
4,599.00 |
203.25 |
4.2% |
42.00 |
0.9% |
95% |
True |
False |
1,297,012 |
20 |
4,802.25 |
4,569.25 |
233.00 |
4.9% |
38.50 |
0.8% |
96% |
True |
False |
654,736 |
40 |
4,802.25 |
4,167.50 |
634.75 |
13.2% |
46.25 |
1.0% |
99% |
True |
False |
329,680 |
60 |
4,802.25 |
4,167.50 |
634.75 |
13.2% |
52.50 |
1.1% |
99% |
True |
False |
220,895 |
80 |
4,802.25 |
4,167.50 |
634.75 |
13.2% |
50.50 |
1.1% |
99% |
True |
False |
165,902 |
100 |
4,802.25 |
4,167.50 |
634.75 |
13.2% |
51.00 |
1.1% |
99% |
True |
False |
132,750 |
120 |
4,802.25 |
4,167.50 |
634.75 |
13.2% |
48.25 |
1.0% |
99% |
True |
False |
110,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,941.50 |
2.618 |
4,888.00 |
1.618 |
4,855.25 |
1.000 |
4,835.00 |
0.618 |
4,822.50 |
HIGH |
4,802.25 |
0.618 |
4,789.75 |
0.500 |
4,786.00 |
0.382 |
4,782.00 |
LOW |
4,769.50 |
0.618 |
4,749.25 |
1.000 |
4,736.75 |
1.618 |
4,716.50 |
2.618 |
4,683.75 |
4.250 |
4,630.25 |
|
|
Fisher Pivots for day following 18-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,790.50 |
4,786.75 |
PP |
4,788.25 |
4,780.50 |
S1 |
4,786.00 |
4,774.25 |
|