| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,010.6 |
2,038.6 |
28.0 |
1.4% |
2,010.2 |
| High |
2,039.7 |
2,069.8 |
30.1 |
1.5% |
2,069.8 |
| Low |
2,010.0 |
2,030.1 |
20.1 |
1.0% |
2,000.2 |
| Close |
2,039.2 |
2,056.4 |
17.2 |
0.8% |
2,056.4 |
| Range |
29.7 |
39.7 |
10.0 |
33.7% |
69.6 |
| ATR |
40.3 |
40.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
218,909 |
201,349 |
-17,560 |
-8.0% |
1,138,660 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.2 |
2,153.5 |
2,078.2 |
|
| R3 |
2,131.5 |
2,113.8 |
2,067.3 |
|
| R2 |
2,091.8 |
2,091.8 |
2,063.7 |
|
| R1 |
2,074.1 |
2,074.1 |
2,060.0 |
2,083.0 |
| PP |
2,052.1 |
2,052.1 |
2,052.1 |
2,056.5 |
| S1 |
2,034.4 |
2,034.4 |
2,052.8 |
2,043.3 |
| S2 |
2,012.4 |
2,012.4 |
2,049.1 |
|
| S3 |
1,972.7 |
1,994.7 |
2,045.5 |
|
| S4 |
1,933.0 |
1,955.0 |
2,034.6 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.9 |
2,223.3 |
2,094.7 |
|
| R3 |
2,181.3 |
2,153.7 |
2,075.5 |
|
| R2 |
2,111.7 |
2,111.7 |
2,069.2 |
|
| R1 |
2,084.1 |
2,084.1 |
2,062.8 |
2,097.9 |
| PP |
2,042.1 |
2,042.1 |
2,042.1 |
2,049.1 |
| S1 |
2,014.5 |
2,014.5 |
2,050.0 |
2,028.3 |
| S2 |
1,972.5 |
1,972.5 |
2,043.6 |
|
| S3 |
1,902.9 |
1,944.9 |
2,037.3 |
|
| S4 |
1,833.3 |
1,875.3 |
2,018.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,069.8 |
2,000.2 |
69.6 |
3.4% |
40.2 |
2.0% |
81% |
True |
False |
227,732 |
| 10 |
2,069.8 |
1,887.2 |
182.6 |
8.9% |
45.9 |
2.2% |
93% |
True |
False |
302,677 |
| 20 |
2,069.8 |
1,808.0 |
261.8 |
12.7% |
39.4 |
1.9% |
95% |
True |
False |
164,080 |
| 40 |
2,069.8 |
1,656.1 |
413.7 |
20.1% |
37.0 |
1.8% |
97% |
True |
False |
82,171 |
| 60 |
2,069.8 |
1,656.1 |
413.7 |
20.1% |
36.4 |
1.8% |
97% |
True |
False |
54,839 |
| 80 |
2,069.8 |
1,656.1 |
413.7 |
20.1% |
32.3 |
1.6% |
97% |
True |
False |
41,146 |
| 100 |
2,069.8 |
1,656.1 |
413.7 |
20.1% |
30.1 |
1.5% |
97% |
True |
False |
32,918 |
| 120 |
2,069.8 |
1,656.1 |
413.7 |
20.1% |
28.4 |
1.4% |
97% |
True |
False |
27,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.5 |
|
2.618 |
2,173.7 |
|
1.618 |
2,134.0 |
|
1.000 |
2,109.5 |
|
0.618 |
2,094.3 |
|
HIGH |
2,069.8 |
|
0.618 |
2,054.6 |
|
0.500 |
2,050.0 |
|
0.382 |
2,045.3 |
|
LOW |
2,030.1 |
|
0.618 |
2,005.6 |
|
1.000 |
1,990.4 |
|
1.618 |
1,965.9 |
|
2.618 |
1,926.2 |
|
4.250 |
1,861.4 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.3 |
2,049.6 |
| PP |
2,052.1 |
2,042.7 |
| S1 |
2,050.0 |
2,035.9 |
|