| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,240.00 |
16,383.00 |
143.00 |
0.9% |
16,022.00 |
| High |
16,389.50 |
16,593.00 |
203.50 |
1.2% |
16,118.75 |
| Low |
16,185.25 |
16,365.50 |
180.25 |
1.1% |
15,721.25 |
| Close |
16,362.75 |
16,563.75 |
201.00 |
1.2% |
16,098.25 |
| Range |
204.25 |
227.50 |
23.25 |
11.4% |
397.50 |
| ATR |
221.81 |
222.41 |
0.60 |
0.3% |
0.00 |
| Volume |
253,666 |
155,141 |
-98,525 |
-38.8% |
3,301,339 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,190.00 |
17,104.25 |
16,689.00 |
|
| R3 |
16,962.50 |
16,876.75 |
16,626.25 |
|
| R2 |
16,735.00 |
16,735.00 |
16,605.50 |
|
| R1 |
16,649.25 |
16,649.25 |
16,584.50 |
16,692.00 |
| PP |
16,507.50 |
16,507.50 |
16,507.50 |
16,528.75 |
| S1 |
16,421.75 |
16,421.75 |
16,543.00 |
16,464.50 |
| S2 |
16,280.00 |
16,280.00 |
16,522.00 |
|
| S3 |
16,052.50 |
16,194.25 |
16,501.25 |
|
| S4 |
15,825.00 |
15,966.75 |
16,438.50 |
|
|
| 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 |
16,593.00 |
15,791.00 |
802.00 |
4.8% |
228.00 |
1.4% |
96% |
True |
False |
404,848 |
| 10 |
16,593.00 |
15,721.25 |
871.75 |
5.3% |
230.75 |
1.4% |
97% |
True |
False |
542,015 |
| 20 |
16,593.00 |
15,721.25 |
871.75 |
5.3% |
202.50 |
1.2% |
97% |
True |
False |
554,665 |
| 40 |
16,593.00 |
14,140.25 |
2,452.75 |
14.8% |
231.25 |
1.4% |
99% |
True |
False |
638,156 |
| 60 |
16,593.00 |
14,140.25 |
2,452.75 |
14.8% |
245.00 |
1.5% |
99% |
True |
False |
659,420 |
| 80 |
16,593.00 |
14,140.25 |
2,452.75 |
14.8% |
244.00 |
1.5% |
99% |
True |
False |
552,843 |
| 100 |
16,593.00 |
14,140.25 |
2,452.75 |
14.8% |
245.75 |
1.5% |
99% |
True |
False |
442,721 |
| 120 |
16,593.00 |
14,140.25 |
2,452.75 |
14.8% |
241.00 |
1.5% |
99% |
True |
False |
369,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,560.00 |
|
2.618 |
17,188.50 |
|
1.618 |
16,961.00 |
|
1.000 |
16,820.50 |
|
0.618 |
16,733.50 |
|
HIGH |
16,593.00 |
|
0.618 |
16,506.00 |
|
0.500 |
16,479.25 |
|
0.382 |
16,452.50 |
|
LOW |
16,365.50 |
|
0.618 |
16,225.00 |
|
1.000 |
16,138.00 |
|
1.618 |
15,997.50 |
|
2.618 |
15,770.00 |
|
4.250 |
15,398.50 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,535.50 |
16,482.25 |
| PP |
16,507.50 |
16,400.75 |
| S1 |
16,479.25 |
16,319.25 |
|