| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,853.0 |
16,964.0 |
111.0 |
0.7% |
17,017.0 |
| High |
16,967.0 |
16,999.0 |
32.0 |
0.2% |
17,200.0 |
| Low |
16,836.0 |
16,795.0 |
-41.0 |
-0.2% |
16,859.0 |
| Close |
16,939.0 |
16,931.0 |
-8.0 |
0.0% |
16,960.0 |
| Range |
131.0 |
204.0 |
73.0 |
55.7% |
341.0 |
| ATR |
145.7 |
149.8 |
4.2 |
2.9% |
0.0 |
| Volume |
39,039 |
49,806 |
10,767 |
27.6% |
249,983 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,520.3 |
17,429.7 |
17,043.2 |
|
| R3 |
17,316.3 |
17,225.7 |
16,987.1 |
|
| R2 |
17,112.3 |
17,112.3 |
16,968.4 |
|
| R1 |
17,021.7 |
17,021.7 |
16,949.7 |
16,965.0 |
| PP |
16,908.3 |
16,908.3 |
16,908.3 |
16,880.0 |
| S1 |
16,817.7 |
16,817.7 |
16,912.3 |
16,761.0 |
| S2 |
16,704.3 |
16,704.3 |
16,893.6 |
|
| S3 |
16,500.3 |
16,613.7 |
16,874.9 |
|
| S4 |
16,296.3 |
16,409.7 |
16,818.8 |
|
|
| 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 |
16,795.0 |
405.0 |
2.4% |
196.0 |
1.2% |
34% |
False |
True |
54,815 |
| 10 |
17,200.0 |
16,790.0 |
410.0 |
2.4% |
158.7 |
0.9% |
34% |
False |
False |
39,247 |
| 20 |
17,200.0 |
16,133.0 |
1,067.0 |
6.3% |
134.1 |
0.8% |
75% |
False |
False |
19,991 |
| 40 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
120.9 |
0.7% |
89% |
False |
False |
10,010 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
114.4 |
0.7% |
89% |
False |
False |
6,683 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
99.2 |
0.6% |
89% |
False |
False |
5,014 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
86.8 |
0.5% |
89% |
False |
False |
4,012 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
72.3 |
0.4% |
89% |
False |
False |
3,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,866.0 |
|
2.618 |
17,533.1 |
|
1.618 |
17,329.1 |
|
1.000 |
17,203.0 |
|
0.618 |
17,125.1 |
|
HIGH |
16,999.0 |
|
0.618 |
16,921.1 |
|
0.500 |
16,897.0 |
|
0.382 |
16,872.9 |
|
LOW |
16,795.0 |
|
0.618 |
16,668.9 |
|
1.000 |
16,591.0 |
|
1.618 |
16,464.9 |
|
2.618 |
16,260.9 |
|
4.250 |
15,928.0 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,919.7 |
16,919.7 |
| PP |
16,908.3 |
16,908.3 |
| S1 |
16,897.0 |
16,897.0 |
|