| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,014.5 |
2,063.0 |
48.5 |
2.4% |
2,114.1 |
| High |
2,062.5 |
2,082.0 |
19.5 |
0.9% |
2,171.5 |
| Low |
2,007.4 |
2,058.9 |
51.5 |
2.6% |
2,029.9 |
| Close |
2,016.7 |
2,064.2 |
47.5 |
2.4% |
2,033.9 |
| Range |
55.1 |
23.1 |
-32.0 |
-58.1% |
141.6 |
| ATR |
30.4 |
32.9 |
2.5 |
8.2% |
0.0 |
| Volume |
10,033 |
9,217 |
-816 |
-8.1% |
54,819 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.7 |
2,124.0 |
2,076.9 |
|
| R3 |
2,114.6 |
2,100.9 |
2,070.6 |
|
| R2 |
2,091.5 |
2,091.5 |
2,068.4 |
|
| R1 |
2,077.8 |
2,077.8 |
2,066.3 |
2,084.7 |
| PP |
2,068.4 |
2,068.4 |
2,068.4 |
2,071.8 |
| S1 |
2,054.7 |
2,054.7 |
2,062.1 |
2,061.6 |
| S2 |
2,045.3 |
2,045.3 |
2,060.0 |
|
| S3 |
2,022.2 |
2,031.6 |
2,057.8 |
|
| S4 |
1,999.1 |
2,008.5 |
2,051.5 |
|
|
| 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 |
2,082.0 |
2,007.4 |
74.6 |
3.6% |
33.9 |
1.6% |
76% |
True |
False |
9,127 |
| 10 |
2,171.5 |
2,007.4 |
164.1 |
7.9% |
39.5 |
1.9% |
35% |
False |
False |
10,088 |
| 20 |
2,171.5 |
2,000.2 |
171.3 |
8.3% |
30.0 |
1.5% |
37% |
False |
False |
7,394 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
26.3 |
1.3% |
45% |
False |
False |
5,238 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
24.7 |
1.2% |
65% |
False |
False |
4,230 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.0 |
1.1% |
65% |
False |
False |
3,349 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.0 |
1.0% |
65% |
False |
False |
2,780 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
19.9 |
1.0% |
65% |
False |
False |
2,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.2 |
|
2.618 |
2,142.5 |
|
1.618 |
2,119.4 |
|
1.000 |
2,105.1 |
|
0.618 |
2,096.3 |
|
HIGH |
2,082.0 |
|
0.618 |
2,073.2 |
|
0.500 |
2,070.5 |
|
0.382 |
2,067.7 |
|
LOW |
2,058.9 |
|
0.618 |
2,044.6 |
|
1.000 |
2,035.8 |
|
1.618 |
2,021.5 |
|
2.618 |
1,998.4 |
|
4.250 |
1,960.7 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.5 |
2,057.7 |
| PP |
2,068.4 |
2,051.2 |
| S1 |
2,066.3 |
2,044.7 |
|