| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,010.2 |
2,004.2 |
-6.0 |
-0.3% |
1,901.8 |
| High |
2,022.6 |
2,047.9 |
25.3 |
1.3% |
2,045.3 |
| Low |
2,001.2 |
2,000.2 |
-1.0 |
0.0% |
1,887.2 |
| Close |
2,005.6 |
2,044.8 |
39.2 |
2.0% |
2,005.4 |
| Range |
21.4 |
47.7 |
26.3 |
122.9% |
158.1 |
| ATR |
38.2 |
38.9 |
0.7 |
1.8% |
0.0 |
| Volume |
202,380 |
216,779 |
14,399 |
7.1% |
1,888,118 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.1 |
2,157.1 |
2,071.0 |
|
| R3 |
2,126.4 |
2,109.4 |
2,057.9 |
|
| R2 |
2,078.7 |
2,078.7 |
2,053.5 |
|
| R1 |
2,061.7 |
2,061.7 |
2,049.2 |
2,070.2 |
| PP |
2,031.0 |
2,031.0 |
2,031.0 |
2,035.2 |
| S1 |
2,014.0 |
2,014.0 |
2,040.4 |
2,022.5 |
| S2 |
1,983.3 |
1,983.3 |
2,036.1 |
|
| S3 |
1,935.6 |
1,966.3 |
2,031.7 |
|
| S4 |
1,887.9 |
1,918.6 |
2,018.6 |
|
|
| 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 |
2,047.9 |
1,890.0 |
157.9 |
7.7% |
54.5 |
2.7% |
98% |
True |
False |
325,427 |
| 10 |
2,047.9 |
1,865.5 |
182.4 |
8.9% |
42.8 |
2.1% |
98% |
True |
False |
253,764 |
| 20 |
2,047.9 |
1,804.7 |
243.2 |
11.9% |
36.4 |
1.8% |
99% |
True |
False |
128,145 |
| 40 |
2,047.9 |
1,656.1 |
391.8 |
19.2% |
35.8 |
1.8% |
99% |
True |
False |
64,194 |
| 60 |
2,047.9 |
1,656.1 |
391.8 |
19.2% |
35.6 |
1.7% |
99% |
True |
False |
42,854 |
| 80 |
2,047.9 |
1,656.1 |
391.8 |
19.2% |
31.3 |
1.5% |
99% |
True |
False |
32,153 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
19.4% |
29.2 |
1.4% |
98% |
False |
False |
25,723 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
19.4% |
27.5 |
1.3% |
98% |
False |
False |
21,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.6 |
|
2.618 |
2,172.8 |
|
1.618 |
2,125.1 |
|
1.000 |
2,095.6 |
|
0.618 |
2,077.4 |
|
HIGH |
2,047.9 |
|
0.618 |
2,029.7 |
|
0.500 |
2,024.1 |
|
0.382 |
2,018.4 |
|
LOW |
2,000.2 |
|
0.618 |
1,970.7 |
|
1.000 |
1,952.5 |
|
1.618 |
1,923.0 |
|
2.618 |
1,875.3 |
|
4.250 |
1,797.5 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.9 |
2,036.9 |
| PP |
2,031.0 |
2,028.9 |
| S1 |
2,024.1 |
2,021.0 |
|