| 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 |
16,596.00 |
16,777.50 |
181.50 |
1.1% |
16,220.25 |
| High |
16,806.50 |
16,885.00 |
78.50 |
0.5% |
16,329.00 |
| Low |
16,576.00 |
16,628.00 |
52.00 |
0.3% |
15,920.25 |
| Close |
16,777.25 |
16,753.00 |
-24.25 |
-0.1% |
16,308.75 |
| Range |
230.50 |
257.00 |
26.50 |
11.5% |
408.75 |
| ATR |
221.91 |
224.42 |
2.51 |
1.1% |
0.00 |
| Volume |
672,137 |
786,948 |
114,811 |
17.1% |
283,661 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,526.25 |
17,396.75 |
16,894.25 |
|
| R3 |
17,269.25 |
17,139.75 |
16,823.75 |
|
| R2 |
17,012.25 |
17,012.25 |
16,800.00 |
|
| R1 |
16,882.75 |
16,882.75 |
16,776.50 |
16,819.00 |
| PP |
16,755.25 |
16,755.25 |
16,755.25 |
16,723.50 |
| S1 |
16,625.75 |
16,625.75 |
16,729.50 |
16,562.00 |
| S2 |
16,498.25 |
16,498.25 |
16,706.00 |
|
| S3 |
16,241.25 |
16,368.75 |
16,682.25 |
|
| S4 |
15,984.25 |
16,111.75 |
16,611.75 |
|
|
| 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 |
16,885.00 |
16,098.00 |
787.00 |
4.7% |
225.25 |
1.3% |
83% |
True |
False |
564,007 |
| 10 |
16,885.00 |
15,920.25 |
964.75 |
5.8% |
232.75 |
1.4% |
86% |
True |
False |
290,276 |
| 20 |
16,885.00 |
15,920.25 |
964.75 |
5.8% |
203.75 |
1.2% |
86% |
True |
False |
145,961 |
| 40 |
16,885.00 |
14,322.75 |
2,562.25 |
15.3% |
229.50 |
1.4% |
95% |
True |
False |
73,626 |
| 60 |
16,885.00 |
14,322.75 |
2,562.25 |
15.3% |
242.75 |
1.4% |
95% |
True |
False |
49,390 |
| 80 |
16,885.00 |
14,322.75 |
2,562.25 |
15.3% |
241.00 |
1.4% |
95% |
True |
False |
37,114 |
| 100 |
16,885.00 |
14,322.75 |
2,562.25 |
15.3% |
238.00 |
1.4% |
95% |
True |
False |
29,705 |
| 120 |
16,885.00 |
14,322.75 |
2,562.25 |
15.3% |
215.75 |
1.3% |
95% |
True |
False |
24,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,977.25 |
|
2.618 |
17,557.75 |
|
1.618 |
17,300.75 |
|
1.000 |
17,142.00 |
|
0.618 |
17,043.75 |
|
HIGH |
16,885.00 |
|
0.618 |
16,786.75 |
|
0.500 |
16,756.50 |
|
0.382 |
16,726.25 |
|
LOW |
16,628.00 |
|
0.618 |
16,469.25 |
|
1.000 |
16,371.00 |
|
1.618 |
16,212.25 |
|
2.618 |
15,955.25 |
|
4.250 |
15,535.75 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,756.50 |
16,715.50 |
| PP |
16,755.25 |
16,678.25 |
| S1 |
16,754.25 |
16,640.75 |
|