| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
17,020.0 |
17,106.0 |
86.0 |
0.5% |
16,612.0 |
| High |
17,102.0 |
17,200.0 |
98.0 |
0.6% |
17,000.0 |
| Low |
16,938.0 |
16,859.0 |
-79.0 |
-0.5% |
16,588.0 |
| Close |
16,967.0 |
16,960.0 |
-7.0 |
0.0% |
16,963.0 |
| Range |
164.0 |
341.0 |
177.0 |
107.9% |
412.0 |
| ATR |
128.6 |
143.8 |
15.2 |
11.8% |
0.0 |
| Volume |
42,231 |
73,359 |
31,128 |
73.7% |
17,691 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,029.3 |
17,835.7 |
17,147.6 |
|
| R3 |
17,688.3 |
17,494.7 |
17,053.8 |
|
| R2 |
17,347.3 |
17,347.3 |
17,022.5 |
|
| R1 |
17,153.7 |
17,153.7 |
16,991.3 |
17,080.0 |
| PP |
17,006.3 |
17,006.3 |
17,006.3 |
16,969.5 |
| S1 |
16,812.7 |
16,812.7 |
16,928.7 |
16,739.0 |
| S2 |
16,665.3 |
16,665.3 |
16,897.5 |
|
| S3 |
16,324.3 |
16,471.7 |
16,866.2 |
|
| S4 |
15,983.3 |
16,130.7 |
16,772.5 |
|
|
| 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 |
17,200.0 |
16,828.0 |
372.0 |
2.2% |
174.8 |
1.0% |
35% |
True |
False |
37,874 |
| 10 |
17,200.0 |
16,472.0 |
728.0 |
4.3% |
153.1 |
0.9% |
67% |
True |
False |
19,841 |
| 20 |
17,200.0 |
15,993.0 |
1,207.0 |
7.1% |
112.6 |
0.7% |
80% |
True |
False |
9,961 |
| 40 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
115.1 |
0.7% |
90% |
True |
False |
4,994 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
110.5 |
0.7% |
90% |
True |
False |
3,339 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
92.6 |
0.5% |
90% |
True |
False |
2,505 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
80.4 |
0.5% |
90% |
True |
False |
2,005 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
67.0 |
0.4% |
90% |
True |
False |
1,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,649.3 |
|
2.618 |
18,092.7 |
|
1.618 |
17,751.7 |
|
1.000 |
17,541.0 |
|
0.618 |
17,410.7 |
|
HIGH |
17,200.0 |
|
0.618 |
17,069.7 |
|
0.500 |
17,029.5 |
|
0.382 |
16,989.3 |
|
LOW |
16,859.0 |
|
0.618 |
16,648.3 |
|
1.000 |
16,518.0 |
|
1.618 |
16,307.3 |
|
2.618 |
15,966.3 |
|
4.250 |
15,409.8 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,029.5 |
17,029.5 |
| PP |
17,006.3 |
17,006.3 |
| S1 |
16,983.2 |
16,983.2 |
|