Trading Metrics calculated at close of trading on 19-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,820.00 |
4,842.25 |
22.25 |
0.5% |
4,711.00 |
High |
4,854.00 |
4,873.00 |
19.00 |
0.4% |
4,841.75 |
Low |
4,819.25 |
4,840.25 |
21.00 |
0.4% |
4,704.00 |
Close |
4,845.25 |
4,872.75 |
27.50 |
0.6% |
4,820.00 |
Range |
34.75 |
32.75 |
-2.00 |
-5.8% |
137.75 |
ATR |
41.61 |
40.97 |
-0.63 |
-1.5% |
0.00 |
Volume |
1,778 |
973 |
-805 |
-45.3% |
10,514 |
|
Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,960.25 |
4,949.25 |
4,890.75 |
|
R3 |
4,927.50 |
4,916.50 |
4,881.75 |
|
R2 |
4,894.75 |
4,894.75 |
4,878.75 |
|
R1 |
4,883.75 |
4,883.75 |
4,875.75 |
4,889.25 |
PP |
4,862.00 |
4,862.00 |
4,862.00 |
4,864.75 |
S1 |
4,851.00 |
4,851.00 |
4,869.75 |
4,856.50 |
S2 |
4,829.25 |
4,829.25 |
4,866.75 |
|
S3 |
4,796.50 |
4,818.25 |
4,863.75 |
|
S4 |
4,763.75 |
4,785.50 |
4,854.75 |
|
|
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 |
4,873.00 |
4,747.75 |
125.25 |
2.6% |
41.75 |
0.9% |
100% |
True |
False |
2,279 |
10 |
4,873.00 |
4,650.00 |
223.00 |
4.6% |
41.25 |
0.8% |
100% |
True |
False |
1,400 |
20 |
4,873.00 |
4,639.00 |
234.00 |
4.8% |
36.25 |
0.7% |
100% |
True |
False |
768 |
40 |
4,873.00 |
4,215.25 |
657.75 |
13.5% |
43.00 |
0.9% |
100% |
True |
False |
535 |
60 |
4,873.00 |
4,215.25 |
657.75 |
13.5% |
49.00 |
1.0% |
100% |
True |
False |
389 |
80 |
4,873.00 |
4,215.25 |
657.75 |
13.5% |
44.50 |
0.9% |
100% |
True |
False |
334 |
100 |
4,873.00 |
4,215.25 |
657.75 |
13.5% |
39.75 |
0.8% |
100% |
True |
False |
273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,012.25 |
2.618 |
4,958.75 |
1.618 |
4,926.00 |
1.000 |
4,905.75 |
0.618 |
4,893.25 |
HIGH |
4,873.00 |
0.618 |
4,860.50 |
0.500 |
4,856.50 |
0.382 |
4,852.75 |
LOW |
4,840.25 |
0.618 |
4,820.00 |
1.000 |
4,807.50 |
1.618 |
4,787.25 |
2.618 |
4,754.50 |
4.250 |
4,701.00 |
|
|
Fisher Pivots for day following 19-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,867.50 |
4,862.25 |
PP |
4,862.00 |
4,851.75 |
S1 |
4,856.50 |
4,841.00 |
|