| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,383.00 |
16,561.50 |
178.50 |
1.1% |
16,022.00 |
| High |
16,593.00 |
16,674.50 |
81.50 |
0.5% |
16,118.75 |
| Low |
16,365.50 |
16,418.75 |
53.25 |
0.3% |
15,721.25 |
| Close |
16,563.75 |
16,541.50 |
-22.25 |
-0.1% |
16,098.25 |
| Range |
227.50 |
255.75 |
28.25 |
12.4% |
397.50 |
| ATR |
222.41 |
224.80 |
2.38 |
1.1% |
0.00 |
| Volume |
155,141 |
131,883 |
-23,258 |
-15.0% |
3,301,339 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,312.25 |
17,182.50 |
16,682.25 |
|
| R3 |
17,056.50 |
16,926.75 |
16,611.75 |
|
| R2 |
16,800.75 |
16,800.75 |
16,588.50 |
|
| R1 |
16,671.00 |
16,671.00 |
16,565.00 |
16,608.00 |
| PP |
16,545.00 |
16,545.00 |
16,545.00 |
16,513.50 |
| S1 |
16,415.25 |
16,415.25 |
16,518.00 |
16,352.25 |
| S2 |
16,289.25 |
16,289.25 |
16,494.50 |
|
| S3 |
16,033.50 |
16,159.50 |
16,471.25 |
|
| S4 |
15,777.75 |
15,903.75 |
16,400.75 |
|
|
| 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 |
16,674.50 |
15,888.25 |
786.25 |
4.8% |
224.00 |
1.4% |
83% |
True |
False |
304,760 |
| 10 |
16,674.50 |
15,721.25 |
953.25 |
5.8% |
232.25 |
1.4% |
86% |
True |
False |
485,792 |
| 20 |
16,674.50 |
15,721.25 |
953.25 |
5.8% |
204.25 |
1.2% |
86% |
True |
False |
527,006 |
| 40 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
231.00 |
1.4% |
95% |
True |
False |
620,113 |
| 60 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
244.25 |
1.5% |
95% |
True |
False |
651,530 |
| 80 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
244.75 |
1.5% |
95% |
True |
False |
554,468 |
| 100 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
246.50 |
1.5% |
95% |
True |
False |
444,023 |
| 120 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
240.50 |
1.5% |
95% |
True |
False |
370,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,761.50 |
|
2.618 |
17,344.00 |
|
1.618 |
17,088.25 |
|
1.000 |
16,930.25 |
|
0.618 |
16,832.50 |
|
HIGH |
16,674.50 |
|
0.618 |
16,576.75 |
|
0.500 |
16,546.50 |
|
0.382 |
16,516.50 |
|
LOW |
16,418.75 |
|
0.618 |
16,260.75 |
|
1.000 |
16,163.00 |
|
1.618 |
16,005.00 |
|
2.618 |
15,749.25 |
|
4.250 |
15,331.75 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,546.50 |
16,504.25 |
| PP |
16,545.00 |
16,467.00 |
| S1 |
16,543.25 |
16,430.00 |
|