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 |
4,751.00 |
4,795.75 |
44.75 |
0.9% |
4,770.50 |
High |
4,798.25 |
4,821.75 |
23.50 |
0.5% |
4,830.75 |
Low |
4,751.00 |
4,784.75 |
33.75 |
0.7% |
4,743.25 |
Close |
4,796.75 |
4,805.25 |
8.50 |
0.2% |
4,805.25 |
Range |
47.25 |
37.00 |
-10.25 |
-21.7% |
87.50 |
ATR |
45.90 |
45.26 |
-0.64 |
-1.4% |
0.00 |
Volume |
1,687,065 |
1,326,697 |
-360,368 |
-21.4% |
7,024,909 |
|
Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,915.00 |
4,897.00 |
4,825.50 |
|
R3 |
4,878.00 |
4,860.00 |
4,815.50 |
|
R2 |
4,841.00 |
4,841.00 |
4,812.00 |
|
R1 |
4,823.00 |
4,823.00 |
4,808.75 |
4,832.00 |
PP |
4,804.00 |
4,804.00 |
4,804.00 |
4,808.50 |
S1 |
4,786.00 |
4,786.00 |
4,801.75 |
4,795.00 |
S2 |
4,767.00 |
4,767.00 |
4,798.50 |
|
S3 |
4,730.00 |
4,749.00 |
4,795.00 |
|
S4 |
4,693.00 |
4,712.00 |
4,785.00 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,055.50 |
5,018.00 |
4,853.50 |
|
R3 |
4,968.00 |
4,930.50 |
4,829.25 |
|
R2 |
4,880.50 |
4,880.50 |
4,821.25 |
|
R1 |
4,843.00 |
4,843.00 |
4,813.25 |
4,861.75 |
PP |
4,793.00 |
4,793.00 |
4,793.00 |
4,802.50 |
S1 |
4,755.50 |
4,755.50 |
4,797.25 |
4,774.25 |
S2 |
4,705.50 |
4,705.50 |
4,789.25 |
|
S3 |
4,618.00 |
4,668.00 |
4,781.25 |
|
S4 |
4,530.50 |
4,580.50 |
4,757.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,830.75 |
4,743.25 |
87.50 |
1.8% |
47.75 |
1.0% |
71% |
False |
False |
1,404,981 |
10 |
4,830.75 |
4,652.00 |
178.75 |
3.7% |
45.00 |
0.9% |
86% |
False |
False |
1,709,348 |
20 |
4,830.75 |
4,594.00 |
236.75 |
4.9% |
42.25 |
0.9% |
89% |
False |
False |
948,014 |
40 |
4,830.75 |
4,167.50 |
663.25 |
13.8% |
45.25 |
0.9% |
96% |
False |
False |
476,253 |
60 |
4,830.75 |
4,167.50 |
663.25 |
13.8% |
52.00 |
1.1% |
96% |
False |
False |
318,801 |
80 |
4,830.75 |
4,167.50 |
663.25 |
13.8% |
50.50 |
1.1% |
96% |
False |
False |
239,459 |
100 |
4,830.75 |
4,167.50 |
663.25 |
13.8% |
51.25 |
1.1% |
96% |
False |
False |
191,607 |
120 |
4,830.75 |
4,167.50 |
663.25 |
13.8% |
48.75 |
1.0% |
96% |
False |
False |
159,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,979.00 |
2.618 |
4,918.50 |
1.618 |
4,881.50 |
1.000 |
4,858.75 |
0.618 |
4,844.50 |
HIGH |
4,821.75 |
0.618 |
4,807.50 |
0.500 |
4,803.25 |
0.382 |
4,799.00 |
LOW |
4,784.75 |
0.618 |
4,762.00 |
1.000 |
4,747.75 |
1.618 |
4,725.00 |
2.618 |
4,688.00 |
4.250 |
4,627.50 |
|
|
Fisher Pivots for day following 22-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,804.50 |
4,799.25 |
PP |
4,804.00 |
4,793.00 |
S1 |
4,803.25 |
4,787.00 |
|