| 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 |
16,834.0 |
16,925.0 |
91.0 |
0.5% |
16,437.0 |
| High |
16,910.0 |
17,010.0 |
100.0 |
0.6% |
16,815.0 |
| Low |
16,745.0 |
16,672.0 |
-73.0 |
-0.4% |
16,406.0 |
| Close |
16,773.0 |
16,773.0 |
0.0 |
0.0% |
16,776.0 |
| Range |
165.0 |
338.0 |
173.0 |
104.8% |
409.0 |
| ATR |
145.7 |
159.4 |
13.7 |
9.4% |
0.0 |
| Volume |
65,202 |
65,804 |
602 |
0.9% |
324,240 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,832.3 |
17,640.7 |
16,958.9 |
|
| R3 |
17,494.3 |
17,302.7 |
16,866.0 |
|
| R2 |
17,156.3 |
17,156.3 |
16,835.0 |
|
| R1 |
16,964.7 |
16,964.7 |
16,804.0 |
16,891.5 |
| PP |
16,818.3 |
16,818.3 |
16,818.3 |
16,781.8 |
| S1 |
16,626.7 |
16,626.7 |
16,742.0 |
16,553.5 |
| S2 |
16,480.3 |
16,480.3 |
16,711.0 |
|
| S3 |
16,142.3 |
16,288.7 |
16,680.1 |
|
| S4 |
15,804.3 |
15,950.7 |
16,587.1 |
|
|
| 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 |
17,010.0 |
16,645.0 |
365.0 |
2.2% |
174.0 |
1.0% |
35% |
True |
False |
70,758 |
| 10 |
17,010.0 |
16,268.0 |
742.0 |
4.4% |
158.1 |
0.9% |
68% |
True |
False |
66,745 |
| 20 |
17,010.0 |
15,760.0 |
1,250.0 |
7.5% |
135.0 |
0.8% |
81% |
True |
False |
58,473 |
| 40 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
157.1 |
0.9% |
90% |
True |
False |
61,600 |
| 60 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
175.6 |
1.0% |
90% |
True |
False |
63,757 |
| 80 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
168.4 |
1.0% |
90% |
True |
False |
52,937 |
| 100 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
151.9 |
0.9% |
90% |
True |
False |
42,355 |
| 120 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
139.8 |
0.8% |
90% |
True |
False |
35,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,446.5 |
|
2.618 |
17,894.9 |
|
1.618 |
17,556.9 |
|
1.000 |
17,348.0 |
|
0.618 |
17,218.9 |
|
HIGH |
17,010.0 |
|
0.618 |
16,880.9 |
|
0.500 |
16,841.0 |
|
0.382 |
16,801.1 |
|
LOW |
16,672.0 |
|
0.618 |
16,463.1 |
|
1.000 |
16,334.0 |
|
1.618 |
16,125.1 |
|
2.618 |
15,787.1 |
|
4.250 |
15,235.5 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,841.0 |
16,841.0 |
| PP |
16,818.3 |
16,818.3 |
| S1 |
16,795.7 |
16,795.7 |
|