| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,093.00 |
16,240.00 |
147.00 |
0.9% |
16,022.00 |
| High |
16,248.00 |
16,389.50 |
141.50 |
0.9% |
16,118.75 |
| Low |
16,045.50 |
16,185.25 |
139.75 |
0.9% |
15,721.25 |
| Close |
16,237.00 |
16,362.75 |
125.75 |
0.8% |
16,098.25 |
| Range |
202.50 |
204.25 |
1.75 |
0.9% |
397.50 |
| ATR |
223.16 |
221.81 |
-1.35 |
-0.6% |
0.00 |
| Volume |
394,184 |
253,666 |
-140,518 |
-35.6% |
3,301,339 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,925.25 |
16,848.25 |
16,475.00 |
|
| R3 |
16,721.00 |
16,644.00 |
16,419.00 |
|
| R2 |
16,516.75 |
16,516.75 |
16,400.25 |
|
| R1 |
16,439.75 |
16,439.75 |
16,381.50 |
16,478.25 |
| PP |
16,312.50 |
16,312.50 |
16,312.50 |
16,331.75 |
| S1 |
16,235.50 |
16,235.50 |
16,344.00 |
16,274.00 |
| S2 |
16,108.25 |
16,108.25 |
16,325.25 |
|
| S3 |
15,904.00 |
16,031.25 |
16,306.50 |
|
| S4 |
15,699.75 |
15,827.00 |
16,250.50 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,172.00 |
17,032.50 |
16,317.00 |
|
| R3 |
16,774.50 |
16,635.00 |
16,207.50 |
|
| R2 |
16,377.00 |
16,377.00 |
16,171.00 |
|
| R1 |
16,237.50 |
16,237.50 |
16,134.75 |
16,307.25 |
| PP |
15,979.50 |
15,979.50 |
15,979.50 |
16,014.25 |
| S1 |
15,840.00 |
15,840.00 |
16,061.75 |
15,909.75 |
| S2 |
15,582.00 |
15,582.00 |
16,025.50 |
|
| S3 |
15,184.50 |
15,442.50 |
15,989.00 |
|
| S4 |
14,787.00 |
15,045.00 |
15,879.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,389.50 |
15,791.00 |
598.50 |
3.7% |
229.50 |
1.4% |
96% |
True |
False |
508,916 |
| 10 |
16,389.50 |
15,721.25 |
668.25 |
4.1% |
227.50 |
1.4% |
96% |
True |
False |
589,934 |
| 20 |
16,389.50 |
15,552.00 |
837.50 |
5.1% |
209.25 |
1.3% |
97% |
True |
False |
579,713 |
| 40 |
16,389.50 |
14,140.25 |
2,249.25 |
13.7% |
232.00 |
1.4% |
99% |
True |
False |
653,817 |
| 60 |
16,389.50 |
14,140.25 |
2,249.25 |
13.7% |
244.50 |
1.5% |
99% |
True |
False |
666,035 |
| 80 |
16,389.50 |
14,140.25 |
2,249.25 |
13.7% |
244.75 |
1.5% |
99% |
True |
False |
550,930 |
| 100 |
16,389.50 |
14,140.25 |
2,249.25 |
13.7% |
244.75 |
1.5% |
99% |
True |
False |
441,180 |
| 120 |
16,389.50 |
14,140.25 |
2,249.25 |
13.7% |
241.00 |
1.5% |
99% |
True |
False |
367,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,257.50 |
|
2.618 |
16,924.25 |
|
1.618 |
16,720.00 |
|
1.000 |
16,593.75 |
|
0.618 |
16,515.75 |
|
HIGH |
16,389.50 |
|
0.618 |
16,311.50 |
|
0.500 |
16,287.50 |
|
0.382 |
16,263.25 |
|
LOW |
16,185.25 |
|
0.618 |
16,059.00 |
|
1.000 |
15,981.00 |
|
1.618 |
15,854.75 |
|
2.618 |
15,650.50 |
|
4.250 |
15,317.25 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,337.50 |
16,288.00 |
| PP |
16,312.50 |
16,213.50 |
| S1 |
16,287.50 |
16,139.00 |
|