| 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 |
2,091.6 |
2,083.0 |
-8.6 |
-0.4% |
2,057.7 |
| High |
2,095.6 |
2,096.6 |
1.0 |
0.0% |
2,100.6 |
| Low |
2,080.0 |
2,083.0 |
3.0 |
0.1% |
2,027.3 |
| Close |
2,086.7 |
2,090.4 |
3.7 |
0.2% |
2,074.6 |
| Range |
15.6 |
13.6 |
-2.0 |
-12.8% |
73.3 |
| ATR |
29.3 |
28.2 |
-1.1 |
-3.8% |
0.0 |
| Volume |
1,611 |
1,722 |
111 |
6.9% |
19,978 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.8 |
2,124.2 |
2,097.9 |
|
| R3 |
2,117.2 |
2,110.6 |
2,094.1 |
|
| R2 |
2,103.6 |
2,103.6 |
2,092.9 |
|
| R1 |
2,097.0 |
2,097.0 |
2,091.6 |
2,100.3 |
| PP |
2,090.0 |
2,090.0 |
2,090.0 |
2,091.7 |
| S1 |
2,083.4 |
2,083.4 |
2,089.2 |
2,086.7 |
| S2 |
2,076.4 |
2,076.4 |
2,087.9 |
|
| S3 |
2,062.8 |
2,069.8 |
2,086.7 |
|
| S4 |
2,049.2 |
2,056.2 |
2,082.9 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.4 |
2,254.3 |
2,114.9 |
|
| R3 |
2,214.1 |
2,181.0 |
2,094.8 |
|
| R2 |
2,140.8 |
2,140.8 |
2,088.0 |
|
| R1 |
2,107.7 |
2,107.7 |
2,081.3 |
2,124.3 |
| PP |
2,067.5 |
2,067.5 |
2,067.5 |
2,075.8 |
| S1 |
2,034.4 |
2,034.4 |
2,067.9 |
2,051.0 |
| S2 |
1,994.2 |
1,994.2 |
2,061.2 |
|
| S3 |
1,920.9 |
1,961.1 |
2,054.4 |
|
| S4 |
1,847.6 |
1,887.8 |
2,034.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.9 |
2,068.7 |
31.2 |
1.5% |
19.5 |
0.9% |
70% |
False |
False |
2,086 |
| 10 |
2,100.6 |
2,027.3 |
73.3 |
3.5% |
26.1 |
1.3% |
86% |
False |
False |
3,239 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.8% |
28.5 |
1.4% |
38% |
False |
False |
3,066 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
25.4 |
1.2% |
49% |
False |
False |
2,953 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
24.6 |
1.2% |
68% |
False |
False |
2,471 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
21.8 |
1.0% |
68% |
False |
False |
1,999 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
20.3 |
1.0% |
68% |
False |
False |
1,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.4 |
|
2.618 |
2,132.2 |
|
1.618 |
2,118.6 |
|
1.000 |
2,110.2 |
|
0.618 |
2,105.0 |
|
HIGH |
2,096.6 |
|
0.618 |
2,091.4 |
|
0.500 |
2,089.8 |
|
0.382 |
2,088.2 |
|
LOW |
2,083.0 |
|
0.618 |
2,074.6 |
|
1.000 |
2,069.4 |
|
1.618 |
2,061.0 |
|
2.618 |
2,047.4 |
|
4.250 |
2,025.2 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.2 |
2,089.5 |
| PP |
2,090.0 |
2,088.6 |
| S1 |
2,089.8 |
2,087.7 |
|