| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
17,024.00 |
16,790.25 |
-233.75 |
-1.4% |
16,301.25 |
| High |
17,073.50 |
16,970.25 |
-103.25 |
-0.6% |
16,887.25 |
| Low |
16,758.50 |
16,790.25 |
31.75 |
0.2% |
16,256.25 |
| Close |
16,766.25 |
16,956.50 |
190.25 |
1.1% |
16,820.25 |
| Range |
315.00 |
180.00 |
-135.00 |
-42.9% |
631.00 |
| ATR |
216.67 |
215.76 |
-0.90 |
-0.4% |
0.00 |
| Volume |
654,329 |
639,818 |
-14,511 |
-2.2% |
3,283,288 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,445.75 |
17,381.00 |
17,055.50 |
|
| R3 |
17,265.75 |
17,201.00 |
17,006.00 |
|
| R2 |
17,085.75 |
17,085.75 |
16,989.50 |
|
| R1 |
17,021.00 |
17,021.00 |
16,973.00 |
17,053.50 |
| PP |
16,905.75 |
16,905.75 |
16,905.75 |
16,921.75 |
| S1 |
16,841.00 |
16,841.00 |
16,940.00 |
16,873.50 |
| S2 |
16,725.75 |
16,725.75 |
16,923.50 |
|
| S3 |
16,545.75 |
16,661.00 |
16,907.00 |
|
| S4 |
16,365.75 |
16,481.00 |
16,857.50 |
|
|
| 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 |
16,732.25 |
341.25 |
2.0% |
188.00 |
1.1% |
66% |
False |
False |
584,536 |
| 10 |
17,073.50 |
16,098.00 |
975.50 |
5.8% |
206.50 |
1.2% |
88% |
False |
False |
574,271 |
| 20 |
17,073.50 |
15,920.25 |
1,153.25 |
6.8% |
204.00 |
1.2% |
90% |
False |
False |
291,808 |
| 40 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
215.25 |
1.3% |
96% |
False |
False |
146,552 |
| 60 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
238.50 |
1.4% |
96% |
False |
False |
98,025 |
| 80 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
230.50 |
1.4% |
96% |
False |
False |
73,639 |
| 100 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
238.75 |
1.4% |
96% |
False |
False |
58,932 |
| 120 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
222.25 |
1.3% |
96% |
False |
False |
49,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,735.25 |
|
2.618 |
17,441.50 |
|
1.618 |
17,261.50 |
|
1.000 |
17,150.25 |
|
0.618 |
17,081.50 |
|
HIGH |
16,970.25 |
|
0.618 |
16,901.50 |
|
0.500 |
16,880.25 |
|
0.382 |
16,859.00 |
|
LOW |
16,790.25 |
|
0.618 |
16,679.00 |
|
1.000 |
16,610.25 |
|
1.618 |
16,499.00 |
|
2.618 |
16,319.00 |
|
4.250 |
16,025.25 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,931.00 |
16,943.00 |
| PP |
16,905.75 |
16,929.50 |
| S1 |
16,880.25 |
16,916.00 |
|