| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
17,106.0 |
16,941.0 |
-165.0 |
-1.0% |
17,017.0 |
| High |
17,200.0 |
17,078.0 |
-122.0 |
-0.7% |
17,200.0 |
| Low |
16,859.0 |
16,898.0 |
39.0 |
0.2% |
16,859.0 |
| Close |
16,960.0 |
16,960.0 |
0.0 |
0.0% |
16,960.0 |
| Range |
341.0 |
180.0 |
-161.0 |
-47.2% |
341.0 |
| ATR |
143.8 |
146.4 |
2.6 |
1.8% |
0.0 |
| Volume |
73,359 |
69,761 |
-3,598 |
-4.9% |
249,983 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,518.7 |
17,419.3 |
17,059.0 |
|
| R3 |
17,338.7 |
17,239.3 |
17,009.5 |
|
| R2 |
17,158.7 |
17,158.7 |
16,993.0 |
|
| R1 |
17,059.3 |
17,059.3 |
16,976.5 |
17,109.0 |
| PP |
16,978.7 |
16,978.7 |
16,978.7 |
17,003.5 |
| S1 |
16,879.3 |
16,879.3 |
16,943.5 |
16,929.0 |
| S2 |
16,798.7 |
16,798.7 |
16,927.0 |
|
| S3 |
16,618.7 |
16,699.3 |
16,910.5 |
|
| S4 |
16,438.7 |
16,519.3 |
16,861.0 |
|
|
| Weekly Pivots for week ending 15-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 |
|
|
| 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 |
16,859.0 |
341.0 |
2.0% |
176.4 |
1.0% |
30% |
False |
False |
49,996 |
| 10 |
17,200.0 |
16,588.0 |
612.0 |
3.6% |
154.7 |
0.9% |
61% |
False |
False |
26,767 |
| 20 |
17,200.0 |
16,037.0 |
1,163.0 |
6.9% |
119.2 |
0.7% |
79% |
False |
False |
13,447 |
| 40 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
118.3 |
0.7% |
90% |
False |
False |
6,738 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
111.0 |
0.7% |
90% |
False |
False |
4,502 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
94.9 |
0.6% |
90% |
False |
False |
3,377 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
82.2 |
0.5% |
90% |
False |
False |
2,702 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
68.5 |
0.4% |
90% |
False |
False |
2,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,843.0 |
|
2.618 |
17,549.2 |
|
1.618 |
17,369.2 |
|
1.000 |
17,258.0 |
|
0.618 |
17,189.2 |
|
HIGH |
17,078.0 |
|
0.618 |
17,009.2 |
|
0.500 |
16,988.0 |
|
0.382 |
16,966.8 |
|
LOW |
16,898.0 |
|
0.618 |
16,786.8 |
|
1.000 |
16,718.0 |
|
1.618 |
16,606.8 |
|
2.618 |
16,426.8 |
|
4.250 |
16,133.0 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,988.0 |
17,029.5 |
| PP |
16,978.7 |
17,006.3 |
| S1 |
16,969.3 |
16,983.2 |
|