| 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 |
2,042.7 |
2,010.6 |
-32.1 |
-1.6% |
1,901.8 |
| High |
2,064.4 |
2,039.7 |
-24.7 |
-1.2% |
2,045.3 |
| Low |
2,002.0 |
2,010.0 |
8.0 |
0.4% |
1,887.2 |
| Close |
2,003.6 |
2,039.2 |
35.6 |
1.8% |
2,005.4 |
| Range |
62.4 |
29.7 |
-32.7 |
-52.4% |
158.1 |
| ATR |
40.6 |
40.3 |
-0.3 |
-0.8% |
0.0 |
| Volume |
299,243 |
218,909 |
-80,334 |
-26.8% |
1,888,118 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.7 |
2,108.7 |
2,055.5 |
|
| R3 |
2,089.0 |
2,079.0 |
2,047.4 |
|
| R2 |
2,059.3 |
2,059.3 |
2,044.6 |
|
| R1 |
2,049.3 |
2,049.3 |
2,041.9 |
2,054.3 |
| PP |
2,029.6 |
2,029.6 |
2,029.6 |
2,032.2 |
| S1 |
2,019.6 |
2,019.6 |
2,036.5 |
2,024.6 |
| S2 |
1,999.9 |
1,999.9 |
2,033.8 |
|
| S3 |
1,970.2 |
1,989.9 |
2,031.0 |
|
| S4 |
1,940.5 |
1,960.2 |
2,022.9 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.6 |
2,387.6 |
2,092.4 |
|
| R3 |
2,295.5 |
2,229.5 |
2,048.9 |
|
| R2 |
2,137.4 |
2,137.4 |
2,034.4 |
|
| R1 |
2,071.4 |
2,071.4 |
2,019.9 |
2,104.4 |
| PP |
1,979.3 |
1,979.3 |
1,979.3 |
1,995.8 |
| S1 |
1,913.3 |
1,913.3 |
1,990.9 |
1,946.3 |
| S2 |
1,821.2 |
1,821.2 |
1,976.4 |
|
| S3 |
1,663.1 |
1,755.2 |
1,961.9 |
|
| S4 |
1,505.0 |
1,597.1 |
1,918.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,064.4 |
1,994.1 |
70.3 |
3.4% |
42.5 |
2.1% |
64% |
False |
False |
262,674 |
| 10 |
2,064.4 |
1,879.0 |
185.4 |
9.1% |
45.3 |
2.2% |
86% |
False |
False |
301,393 |
| 20 |
2,064.4 |
1,808.0 |
256.4 |
12.6% |
38.4 |
1.9% |
90% |
False |
False |
154,018 |
| 40 |
2,064.4 |
1,656.1 |
408.3 |
20.0% |
36.8 |
1.8% |
94% |
False |
False |
77,143 |
| 60 |
2,064.4 |
1,656.1 |
408.3 |
20.0% |
36.3 |
1.8% |
94% |
False |
False |
51,485 |
| 80 |
2,064.4 |
1,656.1 |
408.3 |
20.0% |
31.9 |
1.6% |
94% |
False |
False |
38,630 |
| 100 |
2,064.4 |
1,656.1 |
408.3 |
20.0% |
29.8 |
1.5% |
94% |
False |
False |
30,904 |
| 120 |
2,064.4 |
1,656.1 |
408.3 |
20.0% |
28.1 |
1.4% |
94% |
False |
False |
25,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.9 |
|
2.618 |
2,117.5 |
|
1.618 |
2,087.8 |
|
1.000 |
2,069.4 |
|
0.618 |
2,058.1 |
|
HIGH |
2,039.7 |
|
0.618 |
2,028.4 |
|
0.500 |
2,024.9 |
|
0.382 |
2,021.3 |
|
LOW |
2,010.0 |
|
0.618 |
1,991.6 |
|
1.000 |
1,980.3 |
|
1.618 |
1,961.9 |
|
2.618 |
1,932.2 |
|
4.250 |
1,883.8 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.4 |
2,036.9 |
| PP |
2,029.6 |
2,034.6 |
| S1 |
2,024.9 |
2,032.3 |
|