| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,004.2 |
2,042.7 |
38.5 |
1.9% |
1,901.8 |
| High |
2,047.9 |
2,064.4 |
16.5 |
0.8% |
2,045.3 |
| Low |
2,000.2 |
2,002.0 |
1.8 |
0.1% |
1,887.2 |
| Close |
2,044.8 |
2,003.6 |
-41.2 |
-2.0% |
2,005.4 |
| Range |
47.7 |
62.4 |
14.7 |
30.8% |
158.1 |
| ATR |
38.9 |
40.6 |
1.7 |
4.3% |
0.0 |
| Volume |
216,779 |
299,243 |
82,464 |
38.0% |
1,888,118 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.5 |
2,169.5 |
2,037.9 |
|
| R3 |
2,148.1 |
2,107.1 |
2,020.8 |
|
| R2 |
2,085.7 |
2,085.7 |
2,015.0 |
|
| R1 |
2,044.7 |
2,044.7 |
2,009.3 |
2,034.0 |
| PP |
2,023.3 |
2,023.3 |
2,023.3 |
2,018.0 |
| S1 |
1,982.3 |
1,982.3 |
1,997.9 |
1,971.6 |
| S2 |
1,960.9 |
1,960.9 |
1,992.2 |
|
| S3 |
1,898.5 |
1,919.9 |
1,986.4 |
|
| S4 |
1,836.1 |
1,857.5 |
1,969.3 |
|
|
| 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 |
2,064.4 |
1,970.0 |
94.4 |
4.7% |
49.8 |
2.5% |
36% |
True |
False |
310,533 |
| 10 |
2,064.4 |
1,865.5 |
198.9 |
9.9% |
44.8 |
2.2% |
69% |
True |
False |
282,664 |
| 20 |
2,064.4 |
1,806.5 |
257.9 |
12.9% |
38.0 |
1.9% |
76% |
True |
False |
143,096 |
| 40 |
2,064.4 |
1,656.1 |
408.3 |
20.4% |
36.8 |
1.8% |
85% |
True |
False |
71,674 |
| 60 |
2,064.4 |
1,656.1 |
408.3 |
20.4% |
36.2 |
1.8% |
85% |
True |
False |
47,839 |
| 80 |
2,064.4 |
1,656.1 |
408.3 |
20.4% |
32.0 |
1.6% |
85% |
True |
False |
35,893 |
| 100 |
2,064.4 |
1,656.1 |
408.3 |
20.4% |
29.6 |
1.5% |
85% |
True |
False |
28,715 |
| 120 |
2,064.4 |
1,656.1 |
408.3 |
20.4% |
28.0 |
1.4% |
85% |
True |
False |
23,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,329.6 |
|
2.618 |
2,227.8 |
|
1.618 |
2,165.4 |
|
1.000 |
2,126.8 |
|
0.618 |
2,103.0 |
|
HIGH |
2,064.4 |
|
0.618 |
2,040.6 |
|
0.500 |
2,033.2 |
|
0.382 |
2,025.8 |
|
LOW |
2,002.0 |
|
0.618 |
1,963.4 |
|
1.000 |
1,939.6 |
|
1.618 |
1,901.0 |
|
2.618 |
1,838.6 |
|
4.250 |
1,736.8 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.2 |
2,032.3 |
| PP |
2,023.3 |
2,022.7 |
| S1 |
2,013.5 |
2,013.2 |
|