| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,941.0 |
16,926.0 |
-15.0 |
-0.1% |
17,017.0 |
| High |
17,078.0 |
16,936.0 |
-142.0 |
-0.8% |
17,200.0 |
| Low |
16,898.0 |
16,812.0 |
-86.0 |
-0.5% |
16,859.0 |
| Close |
16,960.0 |
16,832.0 |
-128.0 |
-0.8% |
16,960.0 |
| Range |
180.0 |
124.0 |
-56.0 |
-31.1% |
341.0 |
| ATR |
146.4 |
146.5 |
0.1 |
0.1% |
0.0 |
| Volume |
69,761 |
42,113 |
-27,648 |
-39.6% |
249,983 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,232.0 |
17,156.0 |
16,900.2 |
|
| R3 |
17,108.0 |
17,032.0 |
16,866.1 |
|
| R2 |
16,984.0 |
16,984.0 |
16,854.7 |
|
| R1 |
16,908.0 |
16,908.0 |
16,843.4 |
16,884.0 |
| PP |
16,860.0 |
16,860.0 |
16,860.0 |
16,848.0 |
| S1 |
16,784.0 |
16,784.0 |
16,820.6 |
16,760.0 |
| S2 |
16,736.0 |
16,736.0 |
16,809.3 |
|
| S3 |
16,612.0 |
16,660.0 |
16,797.9 |
|
| S4 |
16,488.0 |
16,536.0 |
16,763.8 |
|
|
| 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 |
16,812.0 |
388.0 |
2.3% |
182.6 |
1.1% |
5% |
False |
True |
53,042 |
| 10 |
17,200.0 |
16,593.0 |
607.0 |
3.6% |
160.6 |
1.0% |
39% |
False |
False |
30,903 |
| 20 |
17,200.0 |
16,117.0 |
1,083.0 |
6.4% |
119.5 |
0.7% |
66% |
False |
False |
15,550 |
| 40 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
118.1 |
0.7% |
84% |
False |
False |
7,790 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
111.3 |
0.7% |
84% |
False |
False |
5,203 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
96.4 |
0.6% |
84% |
False |
False |
3,904 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
83.5 |
0.5% |
84% |
False |
False |
3,123 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
69.5 |
0.4% |
84% |
False |
False |
2,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,463.0 |
|
2.618 |
17,260.6 |
|
1.618 |
17,136.6 |
|
1.000 |
17,060.0 |
|
0.618 |
17,012.6 |
|
HIGH |
16,936.0 |
|
0.618 |
16,888.6 |
|
0.500 |
16,874.0 |
|
0.382 |
16,859.4 |
|
LOW |
16,812.0 |
|
0.618 |
16,735.4 |
|
1.000 |
16,688.0 |
|
1.618 |
16,611.4 |
|
2.618 |
16,487.4 |
|
4.250 |
16,285.0 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,874.0 |
17,006.0 |
| PP |
16,860.0 |
16,948.0 |
| S1 |
16,846.0 |
16,890.0 |
|