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 |
4,817.00 |
4,820.00 |
3.00 |
0.1% |
4,711.00 |
High |
4,839.50 |
4,854.00 |
14.50 |
0.3% |
4,841.75 |
Low |
4,809.25 |
4,819.25 |
10.00 |
0.2% |
4,704.00 |
Close |
4,820.00 |
4,845.25 |
25.25 |
0.5% |
4,820.00 |
Range |
30.25 |
34.75 |
4.50 |
14.9% |
137.75 |
ATR |
42.13 |
41.61 |
-0.53 |
-1.3% |
0.00 |
Volume |
3,227 |
1,778 |
-1,449 |
-44.9% |
10,514 |
|
Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,943.75 |
4,929.25 |
4,864.25 |
|
R3 |
4,909.00 |
4,894.50 |
4,854.75 |
|
R2 |
4,874.25 |
4,874.25 |
4,851.50 |
|
R1 |
4,859.75 |
4,859.75 |
4,848.50 |
4,867.00 |
PP |
4,839.50 |
4,839.50 |
4,839.50 |
4,843.00 |
S1 |
4,825.00 |
4,825.00 |
4,842.00 |
4,832.25 |
S2 |
4,804.75 |
4,804.75 |
4,839.00 |
|
S3 |
4,770.00 |
4,790.25 |
4,835.75 |
|
S4 |
4,735.25 |
4,755.50 |
4,826.25 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,201.75 |
5,148.75 |
4,895.75 |
|
R3 |
5,064.00 |
5,011.00 |
4,858.00 |
|
R2 |
4,926.25 |
4,926.25 |
4,845.25 |
|
R1 |
4,873.25 |
4,873.25 |
4,832.75 |
4,899.75 |
PP |
4,788.50 |
4,788.50 |
4,788.50 |
4,802.00 |
S1 |
4,735.50 |
4,735.50 |
4,807.25 |
4,762.00 |
S2 |
4,650.75 |
4,650.75 |
4,794.75 |
|
S3 |
4,513.00 |
4,597.75 |
4,782.00 |
|
S4 |
4,375.25 |
4,460.00 |
4,744.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,854.00 |
4,715.25 |
138.75 |
2.9% |
42.75 |
0.9% |
94% |
True |
False |
2,354 |
10 |
4,854.00 |
4,650.00 |
204.00 |
4.2% |
40.75 |
0.8% |
96% |
True |
False |
1,325 |
20 |
4,854.00 |
4,618.00 |
236.00 |
4.9% |
37.25 |
0.8% |
96% |
True |
False |
738 |
40 |
4,854.00 |
4,215.25 |
638.75 |
13.2% |
43.75 |
0.9% |
99% |
True |
False |
511 |
60 |
4,854.00 |
4,215.25 |
638.75 |
13.2% |
49.25 |
1.0% |
99% |
True |
False |
373 |
80 |
4,854.00 |
4,215.25 |
638.75 |
13.2% |
44.50 |
0.9% |
99% |
True |
False |
322 |
100 |
4,854.00 |
4,215.25 |
638.75 |
13.2% |
39.25 |
0.8% |
99% |
True |
False |
263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,001.75 |
2.618 |
4,945.00 |
1.618 |
4,910.25 |
1.000 |
4,888.75 |
0.618 |
4,875.50 |
HIGH |
4,854.00 |
0.618 |
4,840.75 |
0.500 |
4,836.50 |
0.382 |
4,832.50 |
LOW |
4,819.25 |
0.618 |
4,797.75 |
1.000 |
4,784.50 |
1.618 |
4,763.00 |
2.618 |
4,728.25 |
4.250 |
4,671.50 |
|
|
Fisher Pivots for day following 18-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,842.50 |
4,838.75 |
PP |
4,839.50 |
4,832.50 |
S1 |
4,836.50 |
4,826.00 |
|