| 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 |
16,839.0 |
16,834.0 |
-5.0 |
0.0% |
16,437.0 |
| High |
16,867.0 |
16,910.0 |
43.0 |
0.3% |
16,815.0 |
| Low |
16,765.0 |
16,745.0 |
-20.0 |
-0.1% |
16,406.0 |
| Close |
16,810.0 |
16,773.0 |
-37.0 |
-0.2% |
16,776.0 |
| Range |
102.0 |
165.0 |
63.0 |
61.8% |
409.0 |
| ATR |
144.2 |
145.7 |
1.5 |
1.0% |
0.0 |
| Volume |
78,385 |
65,202 |
-13,183 |
-16.8% |
324,240 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,304.3 |
17,203.7 |
16,863.8 |
|
| R3 |
17,139.3 |
17,038.7 |
16,818.4 |
|
| R2 |
16,974.3 |
16,974.3 |
16,803.3 |
|
| R1 |
16,873.7 |
16,873.7 |
16,788.1 |
16,841.5 |
| PP |
16,809.3 |
16,809.3 |
16,809.3 |
16,793.3 |
| S1 |
16,708.7 |
16,708.7 |
16,757.9 |
16,676.5 |
| S2 |
16,644.3 |
16,644.3 |
16,742.8 |
|
| S3 |
16,479.3 |
16,543.7 |
16,727.6 |
|
| S4 |
16,314.3 |
16,378.7 |
16,682.3 |
|
|
| 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 |
16,910.0 |
16,612.0 |
298.0 |
1.8% |
121.4 |
0.7% |
54% |
True |
False |
68,186 |
| 10 |
16,910.0 |
16,197.0 |
713.0 |
4.3% |
134.1 |
0.8% |
81% |
True |
False |
66,014 |
| 20 |
16,910.0 |
15,665.0 |
1,245.0 |
7.4% |
125.8 |
0.8% |
89% |
True |
False |
58,173 |
| 40 |
16,910.0 |
14,666.0 |
2,244.0 |
13.4% |
155.2 |
0.9% |
94% |
True |
False |
61,610 |
| 60 |
16,910.0 |
14,666.0 |
2,244.0 |
13.4% |
172.6 |
1.0% |
94% |
True |
False |
63,530 |
| 80 |
16,910.0 |
14,666.0 |
2,244.0 |
13.4% |
164.9 |
1.0% |
94% |
True |
False |
52,114 |
| 100 |
16,910.0 |
14,666.0 |
2,244.0 |
13.4% |
148.7 |
0.9% |
94% |
True |
False |
41,697 |
| 120 |
16,910.0 |
14,666.0 |
2,244.0 |
13.4% |
137.9 |
0.8% |
94% |
True |
False |
34,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,611.3 |
|
2.618 |
17,342.0 |
|
1.618 |
17,177.0 |
|
1.000 |
17,075.0 |
|
0.618 |
17,012.0 |
|
HIGH |
16,910.0 |
|
0.618 |
16,847.0 |
|
0.500 |
16,827.5 |
|
0.382 |
16,808.0 |
|
LOW |
16,745.0 |
|
0.618 |
16,643.0 |
|
1.000 |
16,580.0 |
|
1.618 |
16,478.0 |
|
2.618 |
16,313.0 |
|
4.250 |
16,043.8 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,827.5 |
16,827.5 |
| PP |
16,809.3 |
16,809.3 |
| S1 |
16,791.2 |
16,791.2 |
|