| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,905.2 |
1,971.9 |
66.7 |
3.5% |
1,887.3 |
| High |
1,975.7 |
2,036.4 |
60.7 |
3.1% |
1,915.1 |
| Low |
1,890.0 |
1,970.0 |
80.0 |
4.2% |
1,865.5 |
| Close |
1,971.2 |
2,022.5 |
51.3 |
2.6% |
1,902.0 |
| Range |
85.7 |
66.4 |
-19.3 |
-22.5% |
49.6 |
| ATR |
36.5 |
38.6 |
2.1 |
5.9% |
0.0 |
| Volume |
373,714 |
458,204 |
84,490 |
22.6% |
248,469 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.8 |
2,182.1 |
2,059.0 |
|
| R3 |
2,142.4 |
2,115.7 |
2,040.8 |
|
| R2 |
2,076.0 |
2,076.0 |
2,034.7 |
|
| R1 |
2,049.3 |
2,049.3 |
2,028.6 |
2,062.7 |
| PP |
2,009.6 |
2,009.6 |
2,009.6 |
2,016.3 |
| S1 |
1,982.9 |
1,982.9 |
2,016.4 |
1,996.3 |
| S2 |
1,943.2 |
1,943.2 |
2,010.3 |
|
| S3 |
1,876.8 |
1,916.5 |
2,004.2 |
|
| S4 |
1,810.4 |
1,850.1 |
1,986.0 |
|
|
| 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 |
2,036.4 |
1,879.0 |
157.4 |
7.8% |
48.0 |
2.4% |
91% |
True |
False |
340,112 |
| 10 |
2,036.4 |
1,816.4 |
220.0 |
10.9% |
44.1 |
2.2% |
94% |
True |
False |
176,371 |
| 20 |
2,036.4 |
1,789.0 |
247.4 |
12.2% |
34.8 |
1.7% |
94% |
True |
False |
88,439 |
| 40 |
2,036.4 |
1,656.1 |
380.3 |
18.8% |
35.1 |
1.7% |
96% |
True |
False |
44,333 |
| 60 |
2,036.4 |
1,656.1 |
380.3 |
18.8% |
34.7 |
1.7% |
96% |
True |
False |
29,604 |
| 80 |
2,036.4 |
1,656.1 |
380.3 |
18.8% |
30.5 |
1.5% |
96% |
True |
False |
22,213 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
19.6% |
28.8 |
1.4% |
92% |
False |
False |
17,770 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
19.6% |
26.9 |
1.3% |
92% |
False |
False |
14,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,318.6 |
|
2.618 |
2,210.2 |
|
1.618 |
2,143.8 |
|
1.000 |
2,102.8 |
|
0.618 |
2,077.4 |
|
HIGH |
2,036.4 |
|
0.618 |
2,011.0 |
|
0.500 |
2,003.2 |
|
0.382 |
1,995.4 |
|
LOW |
1,970.0 |
|
0.618 |
1,929.0 |
|
1.000 |
1,903.6 |
|
1.618 |
1,862.6 |
|
2.618 |
1,796.2 |
|
4.250 |
1,687.8 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.1 |
2,002.3 |
| PP |
2,009.6 |
1,982.0 |
| S1 |
2,003.2 |
1,961.8 |
|