| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,739.25 |
16,820.25 |
81.00 |
0.5% |
16,301.25 |
| High |
16,887.25 |
16,974.00 |
86.75 |
0.5% |
16,887.25 |
| Low |
16,732.25 |
16,802.25 |
70.00 |
0.4% |
16,256.25 |
| Close |
16,820.25 |
16,939.75 |
119.50 |
0.7% |
16,820.25 |
| Range |
155.00 |
171.75 |
16.75 |
10.8% |
631.00 |
| ATR |
219.46 |
216.05 |
-3.41 |
-1.6% |
0.00 |
| Volume |
668,578 |
463,438 |
-205,140 |
-30.7% |
3,283,288 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,420.50 |
17,352.00 |
17,034.25 |
|
| R3 |
17,248.75 |
17,180.25 |
16,987.00 |
|
| R2 |
17,077.00 |
17,077.00 |
16,971.25 |
|
| R1 |
17,008.50 |
17,008.50 |
16,955.50 |
17,042.75 |
| PP |
16,905.25 |
16,905.25 |
16,905.25 |
16,922.50 |
| S1 |
16,836.75 |
16,836.75 |
16,924.00 |
16,871.00 |
| S2 |
16,733.50 |
16,733.50 |
16,908.25 |
|
| S3 |
16,561.75 |
16,665.00 |
16,892.50 |
|
| S4 |
16,390.00 |
16,493.25 |
16,845.25 |
|
|
| 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 |
16,974.00 |
16,396.50 |
577.50 |
3.4% |
203.50 |
1.2% |
94% |
True |
False |
641,115 |
| 10 |
16,974.00 |
15,961.00 |
1,013.00 |
6.0% |
216.75 |
1.3% |
97% |
True |
False |
401,514 |
| 20 |
16,974.00 |
15,920.25 |
1,053.75 |
6.2% |
209.00 |
1.2% |
97% |
True |
False |
202,496 |
| 40 |
16,974.00 |
14,322.75 |
2,651.25 |
15.7% |
224.00 |
1.3% |
99% |
True |
False |
101,869 |
| 60 |
16,974.00 |
14,322.75 |
2,651.25 |
15.7% |
239.75 |
1.4% |
99% |
True |
False |
68,226 |
| 80 |
16,974.00 |
14,322.75 |
2,651.25 |
15.7% |
233.00 |
1.4% |
99% |
True |
False |
51,261 |
| 100 |
16,974.00 |
14,322.75 |
2,651.25 |
15.7% |
236.25 |
1.4% |
99% |
True |
False |
41,025 |
| 120 |
16,974.00 |
14,322.75 |
2,651.25 |
15.7% |
217.50 |
1.3% |
99% |
True |
False |
34,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,704.00 |
|
2.618 |
17,423.75 |
|
1.618 |
17,252.00 |
|
1.000 |
17,145.75 |
|
0.618 |
17,080.25 |
|
HIGH |
16,974.00 |
|
0.618 |
16,908.50 |
|
0.500 |
16,888.00 |
|
0.382 |
16,867.75 |
|
LOW |
16,802.25 |
|
0.618 |
16,696.00 |
|
1.000 |
16,630.50 |
|
1.618 |
16,524.25 |
|
2.618 |
16,352.50 |
|
4.250 |
16,072.25 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,922.50 |
16,893.50 |
| PP |
16,905.25 |
16,847.25 |
| S1 |
16,888.00 |
16,801.00 |
|