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 |
4,870.00 |
4,807.25 |
-62.75 |
-1.3% |
4,711.00 |
High |
4,882.25 |
4,849.00 |
-33.25 |
-0.7% |
4,841.75 |
Low |
4,794.25 |
4,806.50 |
12.25 |
0.3% |
4,704.00 |
Close |
4,800.75 |
4,848.50 |
47.75 |
1.0% |
4,820.00 |
Range |
88.00 |
42.50 |
-45.50 |
-51.7% |
137.75 |
ATR |
44.33 |
44.61 |
0.28 |
0.6% |
0.00 |
Volume |
1,211 |
835 |
-376 |
-31.0% |
10,514 |
|
Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,962.25 |
4,947.75 |
4,872.00 |
|
R3 |
4,919.75 |
4,905.25 |
4,860.25 |
|
R2 |
4,877.25 |
4,877.25 |
4,856.25 |
|
R1 |
4,862.75 |
4,862.75 |
4,852.50 |
4,870.00 |
PP |
4,834.75 |
4,834.75 |
4,834.75 |
4,838.25 |
S1 |
4,820.25 |
4,820.25 |
4,844.50 |
4,827.50 |
S2 |
4,792.25 |
4,792.25 |
4,840.75 |
|
S3 |
4,749.75 |
4,777.75 |
4,836.75 |
|
S4 |
4,707.25 |
4,735.25 |
4,825.00 |
|
|
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 |
4,882.25 |
4,794.25 |
88.00 |
1.8% |
45.75 |
0.9% |
62% |
False |
False |
1,604 |
10 |
4,882.25 |
4,668.25 |
214.00 |
4.4% |
45.25 |
0.9% |
84% |
False |
False |
1,558 |
20 |
4,882.25 |
4,645.75 |
236.50 |
4.9% |
39.50 |
0.8% |
86% |
False |
False |
862 |
40 |
4,882.25 |
4,215.25 |
667.00 |
13.8% |
43.75 |
0.9% |
95% |
False |
False |
563 |
60 |
4,882.25 |
4,215.25 |
667.00 |
13.8% |
49.25 |
1.0% |
95% |
False |
False |
419 |
80 |
4,882.25 |
4,215.25 |
667.00 |
13.8% |
45.25 |
0.9% |
95% |
False |
False |
357 |
100 |
4,882.25 |
4,215.25 |
667.00 |
13.8% |
41.00 |
0.8% |
95% |
False |
False |
292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,029.50 |
2.618 |
4,960.25 |
1.618 |
4,917.75 |
1.000 |
4,891.50 |
0.618 |
4,875.25 |
HIGH |
4,849.00 |
0.618 |
4,832.75 |
0.500 |
4,827.75 |
0.382 |
4,822.75 |
LOW |
4,806.50 |
0.618 |
4,780.25 |
1.000 |
4,764.00 |
1.618 |
4,737.75 |
2.618 |
4,695.25 |
4.250 |
4,626.00 |
|
|
Fisher Pivots for day following 21-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,841.50 |
4,845.00 |
PP |
4,834.75 |
4,841.75 |
S1 |
4,827.75 |
4,838.25 |
|