| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,917.00 |
17,024.00 |
107.00 |
0.6% |
16,301.25 |
| High |
17,029.50 |
17,073.50 |
44.00 |
0.3% |
16,887.25 |
| Low |
16,910.75 |
16,758.50 |
-152.25 |
-0.9% |
16,256.25 |
| Close |
17,023.00 |
16,766.25 |
-256.75 |
-1.5% |
16,820.25 |
| Range |
118.75 |
315.00 |
196.25 |
165.3% |
631.00 |
| ATR |
209.10 |
216.67 |
7.56 |
3.6% |
0.00 |
| Volume |
496,518 |
654,329 |
157,811 |
31.8% |
3,283,288 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,811.00 |
17,603.75 |
16,939.50 |
|
| R3 |
17,496.00 |
17,288.75 |
16,853.00 |
|
| R2 |
17,181.00 |
17,181.00 |
16,824.00 |
|
| R1 |
16,973.75 |
16,973.75 |
16,795.00 |
16,920.00 |
| PP |
16,866.00 |
16,866.00 |
16,866.00 |
16,839.25 |
| S1 |
16,658.75 |
16,658.75 |
16,737.50 |
16,605.00 |
| S2 |
16,551.00 |
16,551.00 |
16,708.50 |
|
| S3 |
16,236.00 |
16,343.75 |
16,679.50 |
|
| S4 |
15,921.00 |
16,028.75 |
16,593.00 |
|
|
| 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 |
17,073.50 |
16,628.00 |
445.50 |
2.7% |
203.50 |
1.2% |
31% |
True |
False |
613,962 |
| 10 |
17,073.50 |
15,994.00 |
1,079.50 |
6.4% |
216.50 |
1.3% |
72% |
True |
False |
513,575 |
| 20 |
17,073.50 |
15,920.25 |
1,153.25 |
6.9% |
206.50 |
1.2% |
73% |
True |
False |
259,906 |
| 40 |
17,073.50 |
14,322.75 |
2,750.75 |
16.4% |
221.00 |
1.3% |
89% |
True |
False |
130,589 |
| 60 |
17,073.50 |
14,322.75 |
2,750.75 |
16.4% |
239.50 |
1.4% |
89% |
True |
False |
87,383 |
| 80 |
17,073.50 |
14,322.75 |
2,750.75 |
16.4% |
233.00 |
1.4% |
89% |
True |
False |
65,645 |
| 100 |
17,073.50 |
14,322.75 |
2,750.75 |
16.4% |
238.25 |
1.4% |
89% |
True |
False |
52,533 |
| 120 |
17,073.50 |
14,322.75 |
2,750.75 |
16.4% |
221.00 |
1.3% |
89% |
True |
False |
43,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,412.25 |
|
2.618 |
17,898.25 |
|
1.618 |
17,583.25 |
|
1.000 |
17,388.50 |
|
0.618 |
17,268.25 |
|
HIGH |
17,073.50 |
|
0.618 |
16,953.25 |
|
0.500 |
16,916.00 |
|
0.382 |
16,878.75 |
|
LOW |
16,758.50 |
|
0.618 |
16,563.75 |
|
1.000 |
16,443.50 |
|
1.618 |
16,248.75 |
|
2.618 |
15,933.75 |
|
4.250 |
15,419.75 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,916.00 |
16,916.00 |
| PP |
16,866.00 |
16,866.00 |
| S1 |
16,816.25 |
16,816.25 |
|