| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,964.0 |
16,845.0 |
-119.0 |
-0.7% |
17,017.0 |
| High |
16,999.0 |
16,914.0 |
-85.0 |
-0.5% |
17,200.0 |
| Low |
16,795.0 |
16,803.0 |
8.0 |
0.0% |
16,859.0 |
| Close |
16,931.0 |
16,869.0 |
-62.0 |
-0.4% |
16,960.0 |
| Range |
204.0 |
111.0 |
-93.0 |
-45.6% |
341.0 |
| ATR |
149.8 |
148.3 |
-1.6 |
-1.0% |
0.0 |
| Volume |
49,806 |
43,098 |
-6,708 |
-13.5% |
249,983 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,195.0 |
17,143.0 |
16,930.1 |
|
| R3 |
17,084.0 |
17,032.0 |
16,899.5 |
|
| R2 |
16,973.0 |
16,973.0 |
16,889.4 |
|
| R1 |
16,921.0 |
16,921.0 |
16,879.2 |
16,947.0 |
| PP |
16,862.0 |
16,862.0 |
16,862.0 |
16,875.0 |
| S1 |
16,810.0 |
16,810.0 |
16,858.8 |
16,836.0 |
| S2 |
16,751.0 |
16,751.0 |
16,848.7 |
|
| S3 |
16,640.0 |
16,699.0 |
16,838.5 |
|
| S4 |
16,529.0 |
16,588.0 |
16,808.0 |
|
|
| 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 |
17,078.0 |
16,795.0 |
283.0 |
1.7% |
150.0 |
0.9% |
26% |
False |
False |
48,763 |
| 10 |
17,200.0 |
16,795.0 |
405.0 |
2.4% |
162.4 |
1.0% |
18% |
False |
False |
43,319 |
| 20 |
17,200.0 |
16,133.0 |
1,067.0 |
6.3% |
137.1 |
0.8% |
69% |
False |
False |
22,141 |
| 40 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
121.5 |
0.7% |
86% |
False |
False |
11,085 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
116.3 |
0.7% |
86% |
False |
False |
7,401 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
100.6 |
0.6% |
86% |
False |
False |
5,553 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
87.9 |
0.5% |
86% |
False |
False |
4,443 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
73.3 |
0.4% |
86% |
False |
False |
3,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,385.8 |
|
2.618 |
17,204.6 |
|
1.618 |
17,093.6 |
|
1.000 |
17,025.0 |
|
0.618 |
16,982.6 |
|
HIGH |
16,914.0 |
|
0.618 |
16,871.6 |
|
0.500 |
16,858.5 |
|
0.382 |
16,845.4 |
|
LOW |
16,803.0 |
|
0.618 |
16,734.4 |
|
1.000 |
16,692.0 |
|
1.618 |
16,623.4 |
|
2.618 |
16,512.4 |
|
4.250 |
16,331.3 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,865.5 |
16,897.0 |
| PP |
16,862.0 |
16,887.7 |
| S1 |
16,858.5 |
16,878.3 |
|