| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
17,024.0 |
17,020.0 |
-4.0 |
0.0% |
16,612.0 |
| High |
17,055.0 |
17,102.0 |
47.0 |
0.3% |
17,000.0 |
| Low |
16,951.0 |
16,938.0 |
-13.0 |
-0.1% |
16,588.0 |
| Close |
17,000.0 |
16,967.0 |
-33.0 |
-0.2% |
16,963.0 |
| Range |
104.0 |
164.0 |
60.0 |
57.7% |
412.0 |
| ATR |
125.9 |
128.6 |
2.7 |
2.2% |
0.0 |
| Volume |
37,749 |
42,231 |
4,482 |
11.9% |
17,691 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,494.3 |
17,394.7 |
17,057.2 |
|
| R3 |
17,330.3 |
17,230.7 |
17,012.1 |
|
| R2 |
17,166.3 |
17,166.3 |
16,997.1 |
|
| R1 |
17,066.7 |
17,066.7 |
16,982.0 |
17,034.5 |
| PP |
17,002.3 |
17,002.3 |
17,002.3 |
16,986.3 |
| S1 |
16,902.7 |
16,902.7 |
16,952.0 |
16,870.5 |
| S2 |
16,838.3 |
16,838.3 |
16,936.9 |
|
| S3 |
16,674.3 |
16,738.7 |
16,921.9 |
|
| S4 |
16,510.3 |
16,574.7 |
16,876.8 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,086.3 |
17,936.7 |
17,189.6 |
|
| R3 |
17,674.3 |
17,524.7 |
17,076.3 |
|
| R2 |
17,262.3 |
17,262.3 |
17,038.5 |
|
| R1 |
17,112.7 |
17,112.7 |
17,000.8 |
17,187.5 |
| PP |
16,850.3 |
16,850.3 |
16,850.3 |
16,887.8 |
| S1 |
16,700.7 |
16,700.7 |
16,925.2 |
16,775.5 |
| S2 |
16,438.3 |
16,438.3 |
16,887.5 |
|
| S3 |
16,026.3 |
16,288.7 |
16,849.7 |
|
| S4 |
15,614.3 |
15,876.7 |
16,736.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,102.0 |
16,790.0 |
312.0 |
1.8% |
121.4 |
0.7% |
57% |
True |
False |
23,679 |
| 10 |
17,102.0 |
16,373.0 |
729.0 |
4.3% |
126.7 |
0.7% |
81% |
True |
False |
12,531 |
| 20 |
17,102.0 |
15,836.0 |
1,266.0 |
7.5% |
102.5 |
0.6% |
89% |
True |
False |
6,296 |
| 40 |
17,102.0 |
14,836.0 |
2,266.0 |
13.4% |
109.1 |
0.6% |
94% |
True |
False |
3,160 |
| 60 |
17,102.0 |
14,836.0 |
2,266.0 |
13.4% |
105.5 |
0.6% |
94% |
True |
False |
2,117 |
| 80 |
17,102.0 |
14,836.0 |
2,266.0 |
13.4% |
88.4 |
0.5% |
94% |
True |
False |
1,588 |
| 100 |
17,102.0 |
14,836.0 |
2,266.0 |
13.4% |
77.0 |
0.5% |
94% |
True |
False |
1,271 |
| 120 |
17,102.0 |
14,836.0 |
2,266.0 |
13.4% |
64.2 |
0.4% |
94% |
True |
False |
1,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,799.0 |
|
2.618 |
17,531.4 |
|
1.618 |
17,367.4 |
|
1.000 |
17,266.0 |
|
0.618 |
17,203.4 |
|
HIGH |
17,102.0 |
|
0.618 |
17,039.4 |
|
0.500 |
17,020.0 |
|
0.382 |
17,000.6 |
|
LOW |
16,938.0 |
|
0.618 |
16,836.6 |
|
1.000 |
16,774.0 |
|
1.618 |
16,672.6 |
|
2.618 |
16,508.6 |
|
4.250 |
16,241.0 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,020.0 |
17,019.0 |
| PP |
17,002.3 |
17,001.7 |
| S1 |
16,984.7 |
16,984.3 |
|