| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,070.4 |
2,052.9 |
-17.5 |
-0.8% |
2,038.8 |
| High |
2,078.9 |
2,067.4 |
-11.5 |
-0.6% |
2,082.0 |
| Low |
2,048.8 |
2,048.9 |
0.1 |
0.0% |
2,007.4 |
| Close |
2,055.2 |
2,060.1 |
4.9 |
0.2% |
2,055.2 |
| Range |
30.1 |
18.5 |
-11.6 |
-38.5% |
74.6 |
| ATR |
32.7 |
31.7 |
-1.0 |
-3.1% |
0.0 |
| Volume |
6,167 |
7,025 |
858 |
13.9% |
41,744 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.3 |
2,105.7 |
2,070.3 |
|
| R3 |
2,095.8 |
2,087.2 |
2,065.2 |
|
| R2 |
2,077.3 |
2,077.3 |
2,063.5 |
|
| R1 |
2,068.7 |
2,068.7 |
2,061.8 |
2,073.0 |
| PP |
2,058.8 |
2,058.8 |
2,058.8 |
2,061.0 |
| S1 |
2,050.2 |
2,050.2 |
2,058.4 |
2,054.5 |
| S2 |
2,040.3 |
2,040.3 |
2,056.7 |
|
| S3 |
2,021.8 |
2,031.7 |
2,055.0 |
|
| S4 |
2,003.3 |
2,013.2 |
2,049.9 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.0 |
2,238.2 |
2,096.2 |
|
| R3 |
2,197.4 |
2,163.6 |
2,075.7 |
|
| R2 |
2,122.8 |
2,122.8 |
2,068.9 |
|
| R1 |
2,089.0 |
2,089.0 |
2,062.0 |
2,105.9 |
| PP |
2,048.2 |
2,048.2 |
2,048.2 |
2,056.7 |
| S1 |
2,014.4 |
2,014.4 |
2,048.4 |
2,031.3 |
| S2 |
1,973.6 |
1,973.6 |
2,041.5 |
|
| S3 |
1,899.0 |
1,939.8 |
2,034.7 |
|
| S4 |
1,824.4 |
1,865.2 |
2,014.2 |
|
|
| 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% |
29.2 |
1.4% |
71% |
False |
False |
7,645 |
| 10 |
2,082.0 |
2,007.4 |
74.6 |
3.6% |
28.8 |
1.4% |
71% |
False |
False |
8,412 |
| 20 |
2,171.5 |
2,006.7 |
164.8 |
8.0% |
30.3 |
1.5% |
32% |
False |
False |
7,745 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
26.2 |
1.3% |
43% |
False |
False |
5,440 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
25.1 |
1.2% |
64% |
False |
False |
4,412 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.2 |
1.1% |
64% |
False |
False |
3,494 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.9 |
1.0% |
64% |
False |
False |
2,896 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.1 |
1.0% |
64% |
False |
False |
2,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,146.0 |
|
2.618 |
2,115.8 |
|
1.618 |
2,097.3 |
|
1.000 |
2,085.9 |
|
0.618 |
2,078.8 |
|
HIGH |
2,067.4 |
|
0.618 |
2,060.3 |
|
0.500 |
2,058.2 |
|
0.382 |
2,056.0 |
|
LOW |
2,048.9 |
|
0.618 |
2,037.5 |
|
1.000 |
2,030.4 |
|
1.618 |
2,019.0 |
|
2.618 |
2,000.5 |
|
4.250 |
1,970.3 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.5 |
2,065.4 |
| PP |
2,058.8 |
2,063.6 |
| S1 |
2,058.2 |
2,061.9 |
|