| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,820.25 |
16,917.00 |
96.75 |
0.6% |
16,301.25 |
| High |
16,974.00 |
17,029.50 |
55.50 |
0.3% |
16,887.25 |
| Low |
16,802.25 |
16,910.75 |
108.50 |
0.6% |
16,256.25 |
| Close |
16,939.75 |
17,023.00 |
83.25 |
0.5% |
16,820.25 |
| Range |
171.75 |
118.75 |
-53.00 |
-30.9% |
631.00 |
| ATR |
216.05 |
209.10 |
-6.95 |
-3.2% |
0.00 |
| Volume |
463,438 |
496,518 |
33,080 |
7.1% |
3,283,288 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,344.00 |
17,302.25 |
17,088.25 |
|
| R3 |
17,225.25 |
17,183.50 |
17,055.75 |
|
| R2 |
17,106.50 |
17,106.50 |
17,044.75 |
|
| R1 |
17,064.75 |
17,064.75 |
17,034.00 |
17,085.50 |
| PP |
16,987.75 |
16,987.75 |
16,987.75 |
16,998.25 |
| S1 |
16,946.00 |
16,946.00 |
17,012.00 |
16,967.00 |
| S2 |
16,869.00 |
16,869.00 |
17,001.25 |
|
| S3 |
16,750.25 |
16,827.25 |
16,990.25 |
|
| S4 |
16,631.50 |
16,708.50 |
16,957.75 |
|
|
| 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 |
17,029.50 |
16,576.00 |
453.50 |
2.7% |
186.50 |
1.1% |
99% |
True |
False |
617,523 |
| 10 |
17,029.50 |
15,994.00 |
1,035.50 |
6.1% |
208.50 |
1.2% |
99% |
True |
False |
449,327 |
| 20 |
17,029.50 |
15,920.25 |
1,109.25 |
6.5% |
201.00 |
1.2% |
99% |
True |
False |
227,258 |
| 40 |
17,029.50 |
14,322.75 |
2,706.75 |
15.9% |
218.50 |
1.3% |
100% |
True |
False |
114,261 |
| 60 |
17,029.50 |
14,322.75 |
2,706.75 |
15.9% |
238.75 |
1.4% |
100% |
True |
False |
76,492 |
| 80 |
17,029.50 |
14,322.75 |
2,706.75 |
15.9% |
231.00 |
1.4% |
100% |
True |
False |
57,467 |
| 100 |
17,029.50 |
14,322.75 |
2,706.75 |
15.9% |
236.00 |
1.4% |
100% |
True |
False |
45,990 |
| 120 |
17,029.50 |
14,322.75 |
2,706.75 |
15.9% |
218.50 |
1.3% |
100% |
True |
False |
38,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,534.25 |
|
2.618 |
17,340.50 |
|
1.618 |
17,221.75 |
|
1.000 |
17,148.25 |
|
0.618 |
17,103.00 |
|
HIGH |
17,029.50 |
|
0.618 |
16,984.25 |
|
0.500 |
16,970.00 |
|
0.382 |
16,956.00 |
|
LOW |
16,910.75 |
|
0.618 |
16,837.25 |
|
1.000 |
16,792.00 |
|
1.618 |
16,718.50 |
|
2.618 |
16,599.75 |
|
4.250 |
16,406.00 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,005.50 |
16,975.50 |
| PP |
16,987.75 |
16,928.25 |
| S1 |
16,970.00 |
16,881.00 |
|