| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1,971.9 |
2,017.5 |
45.6 |
2.3% |
1,901.8 |
| High |
2,036.4 |
2,045.3 |
8.9 |
0.4% |
2,045.3 |
| Low |
1,970.0 |
1,994.1 |
24.1 |
1.2% |
1,887.2 |
| Close |
2,022.5 |
2,005.4 |
-17.1 |
-0.8% |
2,005.4 |
| Range |
66.4 |
51.2 |
-15.2 |
-22.9% |
158.1 |
| ATR |
38.6 |
39.5 |
0.9 |
2.3% |
0.0 |
| Volume |
458,204 |
376,062 |
-82,142 |
-17.9% |
1,888,118 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.5 |
2,138.2 |
2,033.6 |
|
| R3 |
2,117.3 |
2,087.0 |
2,019.5 |
|
| R2 |
2,066.1 |
2,066.1 |
2,014.8 |
|
| R1 |
2,035.8 |
2,035.8 |
2,010.1 |
2,025.4 |
| PP |
2,014.9 |
2,014.9 |
2,014.9 |
2,009.7 |
| S1 |
1,984.6 |
1,984.6 |
2,000.7 |
1,974.2 |
| S2 |
1,963.7 |
1,963.7 |
1,996.0 |
|
| S3 |
1,912.5 |
1,933.4 |
1,991.3 |
|
| S4 |
1,861.3 |
1,882.2 |
1,977.2 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.6 |
2,387.6 |
2,092.4 |
|
| R3 |
2,295.5 |
2,229.5 |
2,048.9 |
|
| R2 |
2,137.4 |
2,137.4 |
2,034.4 |
|
| R1 |
2,071.4 |
2,071.4 |
2,019.9 |
2,104.4 |
| PP |
1,979.3 |
1,979.3 |
1,979.3 |
1,995.8 |
| S1 |
1,913.3 |
1,913.3 |
1,990.9 |
1,946.3 |
| S2 |
1,821.2 |
1,821.2 |
1,976.4 |
|
| S3 |
1,663.1 |
1,755.2 |
1,961.9 |
|
| S4 |
1,505.0 |
1,597.1 |
1,918.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,045.3 |
1,887.2 |
158.1 |
7.9% |
51.7 |
2.6% |
75% |
True |
False |
377,623 |
| 10 |
2,045.3 |
1,865.5 |
179.8 |
9.0% |
42.0 |
2.1% |
78% |
True |
False |
213,658 |
| 20 |
2,045.3 |
1,799.2 |
246.1 |
12.3% |
35.2 |
1.8% |
84% |
True |
False |
107,227 |
| 40 |
2,045.3 |
1,656.1 |
389.2 |
19.4% |
35.4 |
1.8% |
90% |
True |
False |
53,729 |
| 60 |
2,045.3 |
1,656.1 |
389.2 |
19.4% |
35.1 |
1.8% |
90% |
True |
False |
35,870 |
| 80 |
2,045.3 |
1,656.1 |
389.2 |
19.4% |
31.1 |
1.6% |
90% |
True |
False |
26,914 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
19.8% |
29.2 |
1.5% |
88% |
False |
False |
21,531 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
19.8% |
27.1 |
1.3% |
88% |
False |
False |
17,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.9 |
|
2.618 |
2,179.3 |
|
1.618 |
2,128.1 |
|
1.000 |
2,096.5 |
|
0.618 |
2,076.9 |
|
HIGH |
2,045.3 |
|
0.618 |
2,025.7 |
|
0.500 |
2,019.7 |
|
0.382 |
2,013.7 |
|
LOW |
1,994.1 |
|
0.618 |
1,962.5 |
|
1.000 |
1,942.9 |
|
1.618 |
1,911.3 |
|
2.618 |
1,860.1 |
|
4.250 |
1,776.5 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.7 |
1,992.8 |
| PP |
2,014.9 |
1,980.2 |
| S1 |
2,010.2 |
1,967.7 |
|