| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,907.0 |
1,905.2 |
-1.8 |
-0.1% |
1,887.3 |
| High |
1,924.8 |
1,975.7 |
50.9 |
2.6% |
1,915.1 |
| Low |
1,887.2 |
1,890.0 |
2.8 |
0.1% |
1,865.5 |
| Close |
1,904.2 |
1,971.2 |
67.0 |
3.5% |
1,902.0 |
| Range |
37.6 |
85.7 |
48.1 |
127.9% |
49.6 |
| ATR |
32.7 |
36.5 |
3.8 |
11.6% |
0.0 |
| Volume |
310,988 |
373,714 |
62,726 |
20.2% |
248,469 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.7 |
2,172.7 |
2,018.3 |
|
| R3 |
2,117.0 |
2,087.0 |
1,994.8 |
|
| R2 |
2,031.3 |
2,031.3 |
1,986.9 |
|
| R1 |
2,001.3 |
2,001.3 |
1,979.1 |
2,016.3 |
| PP |
1,945.6 |
1,945.6 |
1,945.6 |
1,953.2 |
| S1 |
1,915.6 |
1,915.6 |
1,963.3 |
1,930.6 |
| S2 |
1,859.9 |
1,859.9 |
1,955.5 |
|
| S3 |
1,774.2 |
1,829.9 |
1,947.6 |
|
| S4 |
1,688.5 |
1,744.2 |
1,924.1 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.0 |
2,022.1 |
1,929.3 |
|
| R3 |
1,993.4 |
1,972.5 |
1,915.6 |
|
| R2 |
1,943.8 |
1,943.8 |
1,911.1 |
|
| R1 |
1,922.9 |
1,922.9 |
1,906.5 |
1,933.4 |
| PP |
1,894.2 |
1,894.2 |
1,894.2 |
1,899.4 |
| S1 |
1,873.3 |
1,873.3 |
1,897.5 |
1,883.8 |
| S2 |
1,844.6 |
1,844.6 |
1,892.9 |
|
| S3 |
1,795.0 |
1,823.7 |
1,888.4 |
|
| S4 |
1,745.4 |
1,774.1 |
1,874.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,975.7 |
1,865.5 |
110.2 |
5.6% |
39.8 |
2.0% |
96% |
True |
False |
254,795 |
| 10 |
1,975.7 |
1,816.4 |
159.3 |
8.1% |
39.5 |
2.0% |
97% |
True |
False |
130,715 |
| 20 |
1,975.7 |
1,789.0 |
186.7 |
9.5% |
33.3 |
1.7% |
98% |
True |
False |
65,546 |
| 40 |
1,975.7 |
1,656.1 |
319.6 |
16.2% |
34.5 |
1.7% |
99% |
True |
False |
32,879 |
| 60 |
1,975.7 |
1,656.1 |
319.6 |
16.2% |
34.2 |
1.7% |
99% |
True |
False |
21,968 |
| 80 |
1,975.7 |
1,656.1 |
319.6 |
16.2% |
29.8 |
1.5% |
99% |
True |
False |
16,486 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
20.1% |
28.2 |
1.4% |
79% |
False |
False |
13,188 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
20.1% |
26.5 |
1.3% |
79% |
False |
False |
10,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,339.9 |
|
2.618 |
2,200.1 |
|
1.618 |
2,114.4 |
|
1.000 |
2,061.4 |
|
0.618 |
2,028.7 |
|
HIGH |
1,975.7 |
|
0.618 |
1,943.0 |
|
0.500 |
1,932.9 |
|
0.382 |
1,922.7 |
|
LOW |
1,890.0 |
|
0.618 |
1,837.0 |
|
1.000 |
1,804.3 |
|
1.618 |
1,751.3 |
|
2.618 |
1,665.6 |
|
4.250 |
1,525.8 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.4 |
1,958.0 |
| PP |
1,945.6 |
1,944.7 |
| S1 |
1,932.9 |
1,931.5 |
|