| 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 |
16,815.0 |
16,839.0 |
24.0 |
0.1% |
16,437.0 |
| High |
16,842.0 |
16,867.0 |
25.0 |
0.1% |
16,815.0 |
| Low |
16,747.0 |
16,765.0 |
18.0 |
0.1% |
16,406.0 |
| Close |
16,831.0 |
16,810.0 |
-21.0 |
-0.1% |
16,776.0 |
| Range |
95.0 |
102.0 |
7.0 |
7.4% |
409.0 |
| ATR |
147.5 |
144.2 |
-3.2 |
-2.2% |
0.0 |
| Volume |
71,386 |
78,385 |
6,999 |
9.8% |
324,240 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,120.0 |
17,067.0 |
16,866.1 |
|
| R3 |
17,018.0 |
16,965.0 |
16,838.1 |
|
| R2 |
16,916.0 |
16,916.0 |
16,828.7 |
|
| R1 |
16,863.0 |
16,863.0 |
16,819.4 |
16,838.5 |
| PP |
16,814.0 |
16,814.0 |
16,814.0 |
16,801.8 |
| S1 |
16,761.0 |
16,761.0 |
16,800.7 |
16,736.5 |
| S2 |
16,712.0 |
16,712.0 |
16,791.3 |
|
| S3 |
16,610.0 |
16,659.0 |
16,782.0 |
|
| S4 |
16,508.0 |
16,557.0 |
16,753.9 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,892.7 |
17,743.3 |
17,001.0 |
|
| R3 |
17,483.7 |
17,334.3 |
16,888.5 |
|
| R2 |
17,074.7 |
17,074.7 |
16,851.0 |
|
| R1 |
16,925.3 |
16,925.3 |
16,813.5 |
17,000.0 |
| PP |
16,665.7 |
16,665.7 |
16,665.7 |
16,703.0 |
| S1 |
16,516.3 |
16,516.3 |
16,738.5 |
16,591.0 |
| S2 |
16,256.7 |
16,256.7 |
16,701.0 |
|
| S3 |
15,847.7 |
16,107.3 |
16,663.5 |
|
| S4 |
15,438.7 |
15,698.3 |
16,551.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,867.0 |
16,555.0 |
312.0 |
1.9% |
127.8 |
0.8% |
82% |
True |
False |
69,952 |
| 10 |
16,867.0 |
16,023.0 |
844.0 |
5.0% |
139.8 |
0.8% |
93% |
True |
False |
65,905 |
| 20 |
16,867.0 |
15,387.0 |
1,480.0 |
8.8% |
132.7 |
0.8% |
96% |
True |
False |
58,594 |
| 40 |
16,867.0 |
14,666.0 |
2,201.0 |
13.1% |
155.8 |
0.9% |
97% |
True |
False |
61,565 |
| 60 |
16,867.0 |
14,666.0 |
2,201.0 |
13.1% |
171.8 |
1.0% |
97% |
True |
False |
63,295 |
| 80 |
16,867.0 |
14,666.0 |
2,201.0 |
13.1% |
164.0 |
1.0% |
97% |
True |
False |
51,301 |
| 100 |
16,867.0 |
14,666.0 |
2,201.0 |
13.1% |
147.4 |
0.9% |
97% |
True |
False |
41,045 |
| 120 |
16,867.0 |
14,666.0 |
2,201.0 |
13.1% |
137.6 |
0.8% |
97% |
True |
False |
34,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,300.5 |
|
2.618 |
17,134.0 |
|
1.618 |
17,032.0 |
|
1.000 |
16,969.0 |
|
0.618 |
16,930.0 |
|
HIGH |
16,867.0 |
|
0.618 |
16,828.0 |
|
0.500 |
16,816.0 |
|
0.382 |
16,804.0 |
|
LOW |
16,765.0 |
|
0.618 |
16,702.0 |
|
1.000 |
16,663.0 |
|
1.618 |
16,600.0 |
|
2.618 |
16,498.0 |
|
4.250 |
16,331.5 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,816.0 |
16,792.0 |
| PP |
16,814.0 |
16,774.0 |
| S1 |
16,812.0 |
16,756.0 |
|