| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,926.0 |
16,853.0 |
-73.0 |
-0.4% |
17,017.0 |
| High |
16,936.0 |
16,967.0 |
31.0 |
0.2% |
17,200.0 |
| Low |
16,812.0 |
16,836.0 |
24.0 |
0.1% |
16,859.0 |
| Close |
16,832.0 |
16,939.0 |
107.0 |
0.6% |
16,960.0 |
| Range |
124.0 |
131.0 |
7.0 |
5.6% |
341.0 |
| ATR |
146.5 |
145.7 |
-0.8 |
-0.6% |
0.0 |
| Volume |
42,113 |
39,039 |
-3,074 |
-7.3% |
249,983 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,307.0 |
17,254.0 |
17,011.1 |
|
| R3 |
17,176.0 |
17,123.0 |
16,975.0 |
|
| R2 |
17,045.0 |
17,045.0 |
16,963.0 |
|
| R1 |
16,992.0 |
16,992.0 |
16,951.0 |
17,018.5 |
| PP |
16,914.0 |
16,914.0 |
16,914.0 |
16,927.3 |
| S1 |
16,861.0 |
16,861.0 |
16,927.0 |
16,887.5 |
| S2 |
16,783.0 |
16,783.0 |
16,915.0 |
|
| S3 |
16,652.0 |
16,730.0 |
16,903.0 |
|
| S4 |
16,521.0 |
16,599.0 |
16,867.0 |
|
|
| 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 |
16,812.0 |
388.0 |
2.3% |
188.0 |
1.1% |
33% |
False |
False |
53,300 |
| 10 |
17,200.0 |
16,735.0 |
465.0 |
2.7% |
157.8 |
0.9% |
44% |
False |
False |
34,578 |
| 20 |
17,200.0 |
16,124.0 |
1,076.0 |
6.4% |
125.4 |
0.7% |
76% |
False |
False |
17,502 |
| 40 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
118.1 |
0.7% |
89% |
False |
False |
8,765 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
113.5 |
0.7% |
89% |
False |
False |
5,853 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
97.0 |
0.6% |
89% |
False |
False |
4,392 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
84.8 |
0.5% |
89% |
False |
False |
3,514 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
70.6 |
0.4% |
89% |
False |
False |
2,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,523.8 |
|
2.618 |
17,310.0 |
|
1.618 |
17,179.0 |
|
1.000 |
17,098.0 |
|
0.618 |
17,048.0 |
|
HIGH |
16,967.0 |
|
0.618 |
16,917.0 |
|
0.500 |
16,901.5 |
|
0.382 |
16,886.0 |
|
LOW |
16,836.0 |
|
0.618 |
16,755.0 |
|
1.000 |
16,705.0 |
|
1.618 |
16,624.0 |
|
2.618 |
16,493.0 |
|
4.250 |
16,279.3 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,926.5 |
16,945.0 |
| PP |
16,914.0 |
16,943.0 |
| S1 |
16,901.5 |
16,941.0 |
|