| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,790.25 |
16,956.00 |
165.75 |
1.0% |
16,820.25 |
| High |
16,970.25 |
17,041.50 |
71.25 |
0.4% |
17,073.50 |
| Low |
16,790.25 |
16,891.50 |
101.25 |
0.6% |
16,758.50 |
| Close |
16,956.50 |
16,980.00 |
23.50 |
0.1% |
16,980.00 |
| Range |
180.00 |
150.00 |
-30.00 |
-16.7% |
315.00 |
| ATR |
215.76 |
211.06 |
-4.70 |
-2.2% |
0.00 |
| Volume |
639,818 |
486,853 |
-152,965 |
-23.9% |
2,740,956 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,421.00 |
17,350.50 |
17,062.50 |
|
| R3 |
17,271.00 |
17,200.50 |
17,021.25 |
|
| R2 |
17,121.00 |
17,121.00 |
17,007.50 |
|
| R1 |
17,050.50 |
17,050.50 |
16,993.75 |
17,085.75 |
| PP |
16,971.00 |
16,971.00 |
16,971.00 |
16,988.50 |
| S1 |
16,900.50 |
16,900.50 |
16,966.25 |
16,935.75 |
| S2 |
16,821.00 |
16,821.00 |
16,952.50 |
|
| S3 |
16,671.00 |
16,750.50 |
16,938.75 |
|
| S4 |
16,521.00 |
16,600.50 |
16,897.50 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,882.25 |
17,746.25 |
17,153.25 |
|
| R3 |
17,567.25 |
17,431.25 |
17,066.50 |
|
| R2 |
17,252.25 |
17,252.25 |
17,037.75 |
|
| R1 |
17,116.25 |
17,116.25 |
17,009.00 |
17,184.25 |
| PP |
16,937.25 |
16,937.25 |
16,937.25 |
16,971.50 |
| S1 |
16,801.25 |
16,801.25 |
16,951.00 |
16,869.25 |
| S2 |
16,622.25 |
16,622.25 |
16,922.25 |
|
| S3 |
16,307.25 |
16,486.25 |
16,893.50 |
|
| S4 |
15,992.25 |
16,171.25 |
16,806.75 |
|
|
| 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 |
16,758.50 |
315.00 |
1.9% |
187.00 |
1.1% |
70% |
False |
False |
548,191 |
| 10 |
17,073.50 |
16,256.25 |
817.25 |
4.8% |
198.50 |
1.2% |
89% |
False |
False |
602,424 |
| 20 |
17,073.50 |
15,920.25 |
1,153.25 |
6.8% |
206.25 |
1.2% |
92% |
False |
False |
316,126 |
| 40 |
17,073.50 |
14,392.00 |
2,681.50 |
15.8% |
211.00 |
1.2% |
97% |
False |
False |
158,675 |
| 60 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
236.25 |
1.4% |
97% |
False |
False |
106,124 |
| 80 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
230.50 |
1.4% |
97% |
False |
False |
79,724 |
| 100 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
236.50 |
1.4% |
97% |
False |
False |
63,800 |
| 120 |
17,073.50 |
14,322.75 |
2,750.75 |
16.2% |
222.50 |
1.3% |
97% |
False |
False |
53,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,679.00 |
|
2.618 |
17,434.25 |
|
1.618 |
17,284.25 |
|
1.000 |
17,191.50 |
|
0.618 |
17,134.25 |
|
HIGH |
17,041.50 |
|
0.618 |
16,984.25 |
|
0.500 |
16,966.50 |
|
0.382 |
16,948.75 |
|
LOW |
16,891.50 |
|
0.618 |
16,798.75 |
|
1.000 |
16,741.50 |
|
1.618 |
16,648.75 |
|
2.618 |
16,498.75 |
|
4.250 |
16,254.00 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,975.50 |
16,958.75 |
| PP |
16,971.00 |
16,937.25 |
| S1 |
16,966.50 |
16,916.00 |
|