| 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 |
16,777.50 |
16,739.25 |
-38.25 |
-0.2% |
16,301.25 |
| High |
16,885.00 |
16,887.25 |
2.25 |
0.0% |
16,887.25 |
| Low |
16,628.00 |
16,732.25 |
104.25 |
0.6% |
16,256.25 |
| Close |
16,753.00 |
16,820.25 |
67.25 |
0.4% |
16,820.25 |
| Range |
257.00 |
155.00 |
-102.00 |
-39.7% |
631.00 |
| ATR |
224.42 |
219.46 |
-4.96 |
-2.2% |
0.00 |
| Volume |
786,948 |
668,578 |
-118,370 |
-15.0% |
3,283,288 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,278.25 |
17,204.25 |
16,905.50 |
|
| R3 |
17,123.25 |
17,049.25 |
16,863.00 |
|
| R2 |
16,968.25 |
16,968.25 |
16,848.75 |
|
| R1 |
16,894.25 |
16,894.25 |
16,834.50 |
16,931.25 |
| PP |
16,813.25 |
16,813.25 |
16,813.25 |
16,831.75 |
| S1 |
16,739.25 |
16,739.25 |
16,806.00 |
16,776.25 |
| S2 |
16,658.25 |
16,658.25 |
16,791.75 |
|
| S3 |
16,503.25 |
16,584.25 |
16,777.50 |
|
| S4 |
16,348.25 |
16,429.25 |
16,735.00 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,547.50 |
18,315.00 |
17,167.25 |
|
| R3 |
17,916.50 |
17,684.00 |
16,993.75 |
|
| R2 |
17,285.50 |
17,285.50 |
16,936.00 |
|
| R1 |
17,053.00 |
17,053.00 |
16,878.00 |
17,169.25 |
| PP |
16,654.50 |
16,654.50 |
16,654.50 |
16,712.75 |
| S1 |
16,422.00 |
16,422.00 |
16,762.50 |
16,538.25 |
| S2 |
16,023.50 |
16,023.50 |
16,704.50 |
|
| S3 |
15,392.50 |
15,791.00 |
16,646.75 |
|
| S4 |
14,761.50 |
15,160.00 |
16,473.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,887.25 |
16,256.25 |
631.00 |
3.8% |
210.00 |
1.2% |
89% |
True |
False |
656,657 |
| 10 |
16,887.25 |
15,920.25 |
967.00 |
5.7% |
229.75 |
1.4% |
93% |
True |
False |
356,694 |
| 20 |
16,887.25 |
15,920.25 |
967.00 |
5.7% |
206.25 |
1.2% |
93% |
True |
False |
179,357 |
| 40 |
16,887.25 |
14,322.75 |
2,564.50 |
15.2% |
225.75 |
1.3% |
97% |
True |
False |
90,308 |
| 60 |
16,887.25 |
14,322.75 |
2,564.50 |
15.2% |
240.00 |
1.4% |
97% |
True |
False |
60,518 |
| 80 |
16,887.25 |
14,322.75 |
2,564.50 |
15.2% |
238.25 |
1.4% |
97% |
True |
False |
45,470 |
| 100 |
16,887.25 |
14,322.75 |
2,564.50 |
15.2% |
238.00 |
1.4% |
97% |
True |
False |
36,391 |
| 120 |
16,887.25 |
14,322.75 |
2,564.50 |
15.2% |
216.75 |
1.3% |
97% |
True |
False |
30,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,546.00 |
|
2.618 |
17,293.00 |
|
1.618 |
17,138.00 |
|
1.000 |
17,042.25 |
|
0.618 |
16,983.00 |
|
HIGH |
16,887.25 |
|
0.618 |
16,828.00 |
|
0.500 |
16,809.75 |
|
0.382 |
16,791.50 |
|
LOW |
16,732.25 |
|
0.618 |
16,636.50 |
|
1.000 |
16,577.25 |
|
1.618 |
16,481.50 |
|
2.618 |
16,326.50 |
|
4.250 |
16,073.50 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,816.75 |
16,790.75 |
| PP |
16,813.25 |
16,761.25 |
| S1 |
16,809.75 |
16,731.50 |
|