| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,017.5 |
2,010.2 |
-7.3 |
-0.4% |
1,901.8 |
| High |
2,045.3 |
2,022.6 |
-22.7 |
-1.1% |
2,045.3 |
| Low |
1,994.1 |
2,001.2 |
7.1 |
0.4% |
1,887.2 |
| Close |
2,005.4 |
2,005.6 |
0.2 |
0.0% |
2,005.4 |
| Range |
51.2 |
21.4 |
-29.8 |
-58.2% |
158.1 |
| ATR |
39.5 |
38.2 |
-1.3 |
-3.3% |
0.0 |
| Volume |
376,062 |
202,380 |
-173,682 |
-46.2% |
1,888,118 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.0 |
2,061.2 |
2,017.4 |
|
| R3 |
2,052.6 |
2,039.8 |
2,011.5 |
|
| R2 |
2,031.2 |
2,031.2 |
2,009.5 |
|
| R1 |
2,018.4 |
2,018.4 |
2,007.6 |
2,014.1 |
| PP |
2,009.8 |
2,009.8 |
2,009.8 |
2,007.7 |
| S1 |
1,997.0 |
1,997.0 |
2,003.6 |
1,992.7 |
| S2 |
1,988.4 |
1,988.4 |
2,001.7 |
|
| S3 |
1,967.0 |
1,975.6 |
1,999.7 |
|
| S4 |
1,945.6 |
1,954.2 |
1,993.8 |
|
|
| 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% |
52.5 |
2.6% |
75% |
False |
False |
344,269 |
| 10 |
2,045.3 |
1,865.5 |
179.8 |
9.0% |
41.2 |
2.1% |
78% |
False |
False |
233,279 |
| 20 |
2,045.3 |
1,804.7 |
240.6 |
12.0% |
35.1 |
1.7% |
83% |
False |
False |
117,332 |
| 40 |
2,045.3 |
1,656.1 |
389.2 |
19.4% |
35.3 |
1.8% |
90% |
False |
False |
58,784 |
| 60 |
2,045.3 |
1,656.1 |
389.2 |
19.4% |
35.2 |
1.8% |
90% |
False |
False |
39,241 |
| 80 |
2,045.3 |
1,656.1 |
389.2 |
19.4% |
31.0 |
1.5% |
90% |
False |
False |
29,443 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
19.8% |
29.0 |
1.4% |
88% |
False |
False |
23,555 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
19.8% |
27.1 |
1.4% |
88% |
False |
False |
19,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.6 |
|
2.618 |
2,078.6 |
|
1.618 |
2,057.2 |
|
1.000 |
2,044.0 |
|
0.618 |
2,035.8 |
|
HIGH |
2,022.6 |
|
0.618 |
2,014.4 |
|
0.500 |
2,011.9 |
|
0.382 |
2,009.4 |
|
LOW |
2,001.2 |
|
0.618 |
1,988.0 |
|
1.000 |
1,979.8 |
|
1.618 |
1,966.6 |
|
2.618 |
1,945.2 |
|
4.250 |
1,910.3 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,011.9 |
2,007.7 |
| PP |
2,009.8 |
2,007.0 |
| S1 |
2,007.7 |
2,006.3 |
|