Trading Metrics calculated at close of trading on 19-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,770.50 |
4,790.50 |
20.00 |
0.4% |
4,660.75 |
High |
4,802.25 |
4,821.50 |
19.25 |
0.4% |
4,791.75 |
Low |
4,769.50 |
4,787.75 |
18.25 |
0.4% |
4,652.00 |
Close |
4,793.00 |
4,820.25 |
27.25 |
0.6% |
4,768.00 |
Range |
32.75 |
33.75 |
1.00 |
3.1% |
139.75 |
ATR |
43.16 |
42.48 |
-0.67 |
-1.6% |
0.00 |
Volume |
1,139,029 |
1,122,973 |
-16,056 |
-1.4% |
10,068,577 |
|
Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,911.00 |
4,899.50 |
4,838.75 |
|
R3 |
4,877.25 |
4,865.75 |
4,829.50 |
|
R2 |
4,843.50 |
4,843.50 |
4,826.50 |
|
R1 |
4,832.00 |
4,832.00 |
4,823.25 |
4,837.75 |
PP |
4,809.75 |
4,809.75 |
4,809.75 |
4,812.75 |
S1 |
4,798.25 |
4,798.25 |
4,817.25 |
4,804.00 |
S2 |
4,776.00 |
4,776.00 |
4,814.00 |
|
S3 |
4,742.25 |
4,764.50 |
4,811.00 |
|
S4 |
4,708.50 |
4,730.75 |
4,801.75 |
|
|
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 |
4,821.50 |
4,696.75 |
124.75 |
2.6% |
42.25 |
0.9% |
99% |
True |
False |
1,660,031 |
10 |
4,821.50 |
4,599.00 |
222.50 |
4.6% |
42.50 |
0.9% |
99% |
True |
False |
1,402,521 |
20 |
4,821.50 |
4,586.50 |
235.00 |
4.9% |
37.75 |
0.8% |
99% |
True |
False |
710,644 |
40 |
4,821.50 |
4,167.50 |
654.00 |
13.6% |
45.25 |
0.9% |
100% |
True |
False |
357,600 |
60 |
4,821.50 |
4,167.50 |
654.00 |
13.6% |
52.25 |
1.1% |
100% |
True |
False |
239,585 |
80 |
4,821.50 |
4,167.50 |
654.00 |
13.6% |
50.00 |
1.0% |
100% |
True |
False |
179,933 |
100 |
4,821.50 |
4,167.50 |
654.00 |
13.6% |
50.75 |
1.1% |
100% |
True |
False |
143,979 |
120 |
4,821.50 |
4,167.50 |
654.00 |
13.6% |
48.25 |
1.0% |
100% |
True |
False |
119,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,965.00 |
2.618 |
4,909.75 |
1.618 |
4,876.00 |
1.000 |
4,855.25 |
0.618 |
4,842.25 |
HIGH |
4,821.50 |
0.618 |
4,808.50 |
0.500 |
4,804.50 |
0.382 |
4,800.75 |
LOW |
4,787.75 |
0.618 |
4,767.00 |
1.000 |
4,754.00 |
1.618 |
4,733.25 |
2.618 |
4,699.50 |
4.250 |
4,644.25 |
|
|
Fisher Pivots for day following 19-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,815.00 |
4,810.00 |
PP |
4,809.75 |
4,799.75 |
S1 |
4,804.50 |
4,789.50 |
|