| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,925.0 |
16,761.0 |
-164.0 |
-1.0% |
16,815.0 |
| High |
17,010.0 |
16,892.0 |
-118.0 |
-0.7% |
17,010.0 |
| Low |
16,672.0 |
16,756.0 |
84.0 |
0.5% |
16,672.0 |
| Close |
16,773.0 |
16,796.2 |
23.2 |
0.1% |
16,796.2 |
| Range |
338.0 |
136.0 |
-202.0 |
-59.8% |
338.0 |
| ATR |
159.4 |
157.8 |
-1.7 |
-1.1% |
0.0 |
| Volume |
65,804 |
4,294 |
-61,510 |
-93.5% |
285,071 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,222.7 |
17,145.5 |
16,871.0 |
|
| R3 |
17,086.7 |
17,009.5 |
16,833.6 |
|
| R2 |
16,950.7 |
16,950.7 |
16,821.1 |
|
| R1 |
16,873.5 |
16,873.5 |
16,808.7 |
16,912.1 |
| PP |
16,814.7 |
16,814.7 |
16,814.7 |
16,834.1 |
| S1 |
16,737.5 |
16,737.5 |
16,783.7 |
16,776.1 |
| S2 |
16,678.7 |
16,678.7 |
16,771.3 |
|
| S3 |
16,542.7 |
16,601.5 |
16,758.8 |
|
| S4 |
16,406.7 |
16,465.5 |
16,721.4 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,840.1 |
17,656.1 |
16,982.1 |
|
| R3 |
17,502.1 |
17,318.1 |
16,889.2 |
|
| R2 |
17,164.1 |
17,164.1 |
16,858.2 |
|
| R1 |
16,980.1 |
16,980.1 |
16,827.2 |
16,903.1 |
| PP |
16,826.1 |
16,826.1 |
16,826.1 |
16,787.6 |
| S1 |
16,642.1 |
16,642.1 |
16,765.2 |
16,565.1 |
| S2 |
16,488.1 |
16,488.1 |
16,734.2 |
|
| S3 |
16,150.1 |
16,304.1 |
16,703.3 |
|
| S4 |
15,812.1 |
15,966.1 |
16,610.3 |
|
|
| 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 |
16,672.0 |
338.0 |
2.0% |
167.2 |
1.0% |
37% |
False |
False |
57,014 |
| 10 |
17,010.0 |
16,406.0 |
604.0 |
3.6% |
151.7 |
0.9% |
65% |
False |
False |
60,931 |
| 20 |
17,010.0 |
15,862.0 |
1,148.0 |
6.8% |
133.5 |
0.8% |
81% |
False |
False |
55,842 |
| 40 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
156.5 |
0.9% |
91% |
False |
False |
59,978 |
| 60 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
174.2 |
1.0% |
91% |
False |
False |
62,589 |
| 80 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
168.9 |
1.0% |
91% |
False |
False |
52,990 |
| 100 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
152.2 |
0.9% |
91% |
False |
False |
42,398 |
| 120 |
17,010.0 |
14,666.0 |
2,344.0 |
14.0% |
140.3 |
0.8% |
91% |
False |
False |
35,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,470.0 |
|
2.618 |
17,248.0 |
|
1.618 |
17,112.0 |
|
1.000 |
17,028.0 |
|
0.618 |
16,976.0 |
|
HIGH |
16,892.0 |
|
0.618 |
16,840.0 |
|
0.500 |
16,824.0 |
|
0.382 |
16,808.0 |
|
LOW |
16,756.0 |
|
0.618 |
16,672.0 |
|
1.000 |
16,620.0 |
|
1.618 |
16,536.0 |
|
2.618 |
16,400.0 |
|
4.250 |
16,178.0 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,824.0 |
16,841.0 |
| PP |
16,814.7 |
16,826.1 |
| S1 |
16,805.5 |
16,811.1 |
|