| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,073.4 |
2,064.1 |
-9.3 |
-0.4% |
2,038.8 |
| High |
2,075.8 |
2,077.6 |
1.8 |
0.1% |
2,082.0 |
| Low |
2,060.3 |
2,063.1 |
2.8 |
0.1% |
2,007.4 |
| Close |
2,067.3 |
2,071.0 |
3.7 |
0.2% |
2,055.2 |
| Range |
15.5 |
14.5 |
-1.0 |
-6.5% |
74.6 |
| ATR |
30.2 |
29.1 |
-1.1 |
-3.7% |
0.0 |
| Volume |
3,735 |
3,261 |
-474 |
-12.7% |
41,744 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.1 |
2,107.0 |
2,079.0 |
|
| R3 |
2,099.6 |
2,092.5 |
2,075.0 |
|
| R2 |
2,085.1 |
2,085.1 |
2,073.7 |
|
| R1 |
2,078.0 |
2,078.0 |
2,072.3 |
2,081.6 |
| PP |
2,070.6 |
2,070.6 |
2,070.6 |
2,072.3 |
| S1 |
2,063.5 |
2,063.5 |
2,069.7 |
2,067.1 |
| S2 |
2,056.1 |
2,056.1 |
2,068.3 |
|
| S3 |
2,041.6 |
2,049.0 |
2,067.0 |
|
| S4 |
2,027.1 |
2,034.5 |
2,063.0 |
|
|
| 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 |
2,080.5 |
2,048.8 |
31.7 |
1.5% |
20.9 |
1.0% |
70% |
False |
False |
5,958 |
| 10 |
2,082.0 |
2,007.4 |
74.6 |
3.6% |
27.4 |
1.3% |
85% |
False |
False |
7,543 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.9% |
29.7 |
1.4% |
39% |
False |
False |
7,687 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
25.8 |
1.2% |
49% |
False |
False |
5,663 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
25.0 |
1.2% |
68% |
False |
False |
4,611 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.2 |
1.1% |
68% |
False |
False |
3,685 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.9 |
1.0% |
68% |
False |
False |
3,046 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.1 |
1.0% |
68% |
False |
False |
2,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.2 |
|
2.618 |
2,115.6 |
|
1.618 |
2,101.1 |
|
1.000 |
2,092.1 |
|
0.618 |
2,086.6 |
|
HIGH |
2,077.6 |
|
0.618 |
2,072.1 |
|
0.500 |
2,070.4 |
|
0.382 |
2,068.6 |
|
LOW |
2,063.1 |
|
0.618 |
2,054.1 |
|
1.000 |
2,048.6 |
|
1.618 |
2,039.6 |
|
2.618 |
2,025.1 |
|
4.250 |
2,001.5 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.8 |
2,069.8 |
| PP |
2,070.6 |
2,068.7 |
| S1 |
2,070.4 |
2,067.5 |
|