| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,016.8 |
2,014.5 |
-2.3 |
-0.1% |
2,114.1 |
| High |
2,031.3 |
2,062.5 |
31.2 |
1.5% |
2,171.5 |
| Low |
2,012.3 |
2,007.4 |
-4.9 |
-0.2% |
2,029.9 |
| Close |
2,012.5 |
2,016.7 |
4.2 |
0.2% |
2,033.9 |
| Range |
19.0 |
55.1 |
36.1 |
190.0% |
141.6 |
| ATR |
28.5 |
30.4 |
1.9 |
6.6% |
0.0 |
| Volume |
5,787 |
10,033 |
4,246 |
73.4% |
54,819 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.2 |
2,160.5 |
2,047.0 |
|
| R3 |
2,139.1 |
2,105.4 |
2,031.9 |
|
| R2 |
2,084.0 |
2,084.0 |
2,026.8 |
|
| R1 |
2,050.3 |
2,050.3 |
2,021.8 |
2,067.2 |
| PP |
2,028.9 |
2,028.9 |
2,028.9 |
2,037.3 |
| S1 |
1,995.2 |
1,995.2 |
2,011.6 |
2,012.1 |
| S2 |
1,973.8 |
1,973.8 |
2,006.6 |
|
| S3 |
1,918.7 |
1,940.1 |
2,001.5 |
|
| S4 |
1,863.6 |
1,885.0 |
1,986.4 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.2 |
2,410.2 |
2,111.8 |
|
| R3 |
2,361.6 |
2,268.6 |
2,072.8 |
|
| R2 |
2,220.0 |
2,220.0 |
2,059.9 |
|
| R1 |
2,127.0 |
2,127.0 |
2,046.9 |
2,102.7 |
| PP |
2,078.4 |
2,078.4 |
2,078.4 |
2,066.3 |
| S1 |
1,985.4 |
1,985.4 |
2,020.9 |
1,961.1 |
| S2 |
1,936.8 |
1,936.8 |
2,007.9 |
|
| S3 |
1,795.2 |
1,843.8 |
1,995.0 |
|
| S4 |
1,653.6 |
1,702.2 |
1,956.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,076.5 |
2,007.4 |
69.1 |
3.4% |
33.4 |
1.7% |
13% |
False |
True |
8,988 |
| 10 |
2,171.5 |
2,007.4 |
164.1 |
8.1% |
38.8 |
1.9% |
6% |
False |
True |
9,431 |
| 20 |
2,171.5 |
1,999.6 |
171.9 |
8.5% |
29.8 |
1.5% |
10% |
False |
False |
7,078 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
26.7 |
1.3% |
21% |
False |
False |
5,057 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
24.6 |
1.2% |
50% |
False |
False |
4,095 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
21.9 |
1.1% |
50% |
False |
False |
3,252 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
20.8 |
1.0% |
50% |
False |
False |
2,700 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
19.8 |
1.0% |
50% |
False |
False |
2,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.7 |
|
2.618 |
2,206.8 |
|
1.618 |
2,151.7 |
|
1.000 |
2,117.6 |
|
0.618 |
2,096.6 |
|
HIGH |
2,062.5 |
|
0.618 |
2,041.5 |
|
0.500 |
2,035.0 |
|
0.382 |
2,028.4 |
|
LOW |
2,007.4 |
|
0.618 |
1,973.3 |
|
1.000 |
1,952.3 |
|
1.618 |
1,918.2 |
|
2.618 |
1,863.1 |
|
4.250 |
1,773.2 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.0 |
2,035.0 |
| PP |
2,028.9 |
2,028.9 |
| S1 |
2,022.8 |
2,022.8 |
|