| 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 |
16,301.25 |
16,453.00 |
151.75 |
0.9% |
16,220.25 |
| High |
16,460.00 |
16,600.00 |
140.00 |
0.9% |
16,329.00 |
| Low |
16,256.25 |
16,396.50 |
140.25 |
0.9% |
15,920.25 |
| Close |
16,450.00 |
16,575.50 |
125.50 |
0.8% |
16,308.75 |
| Range |
203.75 |
203.50 |
-0.25 |
-0.1% |
408.75 |
| ATR |
222.58 |
221.21 |
-1.36 |
-0.6% |
0.00 |
| Volume |
541,149 |
614,476 |
73,327 |
13.6% |
283,661 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,134.50 |
17,058.50 |
16,687.50 |
|
| R3 |
16,931.00 |
16,855.00 |
16,631.50 |
|
| R2 |
16,727.50 |
16,727.50 |
16,612.75 |
|
| R1 |
16,651.50 |
16,651.50 |
16,594.25 |
16,689.50 |
| PP |
16,524.00 |
16,524.00 |
16,524.00 |
16,543.00 |
| S1 |
16,448.00 |
16,448.00 |
16,556.75 |
16,486.00 |
| S2 |
16,320.50 |
16,320.50 |
16,538.25 |
|
| S3 |
16,117.00 |
16,244.50 |
16,519.50 |
|
| S4 |
15,913.50 |
16,041.00 |
16,463.50 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,412.25 |
17,269.25 |
16,533.50 |
|
| R3 |
17,003.50 |
16,860.50 |
16,421.25 |
|
| R2 |
16,594.75 |
16,594.75 |
16,383.75 |
|
| R1 |
16,451.75 |
16,451.75 |
16,346.25 |
16,523.25 |
| PP |
16,186.00 |
16,186.00 |
16,186.00 |
16,221.75 |
| S1 |
16,043.00 |
16,043.00 |
16,271.25 |
16,114.50 |
| S2 |
15,777.25 |
15,777.25 |
16,233.75 |
|
| S3 |
15,368.50 |
15,634.25 |
16,196.25 |
|
| S4 |
14,959.75 |
15,225.50 |
16,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,600.00 |
15,994.00 |
606.00 |
3.7% |
230.50 |
1.4% |
96% |
True |
False |
281,131 |
| 10 |
16,600.00 |
15,920.25 |
679.75 |
4.1% |
227.75 |
1.4% |
96% |
True |
False |
144,982 |
| 20 |
16,600.00 |
15,750.50 |
849.50 |
5.1% |
208.50 |
1.3% |
97% |
True |
False |
73,136 |
| 40 |
16,600.00 |
14,322.75 |
2,277.25 |
13.7% |
230.00 |
1.4% |
99% |
True |
False |
37,190 |
| 60 |
16,600.00 |
14,322.75 |
2,277.25 |
13.7% |
243.00 |
1.5% |
99% |
True |
False |
25,100 |
| 80 |
16,600.00 |
14,322.75 |
2,277.25 |
13.7% |
240.75 |
1.5% |
99% |
True |
False |
18,878 |
| 100 |
16,600.00 |
14,322.75 |
2,277.25 |
13.7% |
235.00 |
1.4% |
99% |
True |
False |
15,114 |
| 120 |
16,600.00 |
14,322.75 |
2,277.25 |
13.7% |
212.00 |
1.3% |
99% |
True |
False |
12,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,465.00 |
|
2.618 |
17,132.75 |
|
1.618 |
16,929.25 |
|
1.000 |
16,803.50 |
|
0.618 |
16,725.75 |
|
HIGH |
16,600.00 |
|
0.618 |
16,522.25 |
|
0.500 |
16,498.25 |
|
0.382 |
16,474.25 |
|
LOW |
16,396.50 |
|
0.618 |
16,270.75 |
|
1.000 |
16,193.00 |
|
1.618 |
16,067.25 |
|
2.618 |
15,863.75 |
|
4.250 |
15,531.50 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,549.75 |
16,500.00 |
| PP |
16,524.00 |
16,424.50 |
| S1 |
16,498.25 |
16,349.00 |
|