| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,845.0 |
16,899.0 |
54.0 |
0.3% |
16,926.0 |
| High |
16,914.0 |
16,916.0 |
2.0 |
0.0% |
16,999.0 |
| Low |
16,803.0 |
16,830.0 |
27.0 |
0.2% |
16,795.0 |
| Close |
16,869.0 |
16,891.0 |
22.0 |
0.1% |
16,891.0 |
| Range |
111.0 |
86.0 |
-25.0 |
-22.5% |
204.0 |
| ATR |
148.3 |
143.8 |
-4.4 |
-3.0% |
0.0 |
| Volume |
43,098 |
32,322 |
-10,776 |
-25.0% |
206,378 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,137.0 |
17,100.0 |
16,938.3 |
|
| R3 |
17,051.0 |
17,014.0 |
16,914.7 |
|
| R2 |
16,965.0 |
16,965.0 |
16,906.8 |
|
| R1 |
16,928.0 |
16,928.0 |
16,898.9 |
16,903.5 |
| PP |
16,879.0 |
16,879.0 |
16,879.0 |
16,866.8 |
| S1 |
16,842.0 |
16,842.0 |
16,883.1 |
16,817.5 |
| S2 |
16,793.0 |
16,793.0 |
16,875.2 |
|
| S3 |
16,707.0 |
16,756.0 |
16,867.4 |
|
| S4 |
16,621.0 |
16,670.0 |
16,843.7 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,507.0 |
17,403.0 |
17,003.2 |
|
| R3 |
17,303.0 |
17,199.0 |
16,947.1 |
|
| R2 |
17,099.0 |
17,099.0 |
16,928.4 |
|
| R1 |
16,995.0 |
16,995.0 |
16,909.7 |
16,945.0 |
| PP |
16,895.0 |
16,895.0 |
16,895.0 |
16,870.0 |
| S1 |
16,791.0 |
16,791.0 |
16,872.3 |
16,741.0 |
| S2 |
16,691.0 |
16,691.0 |
16,853.6 |
|
| S3 |
16,487.0 |
16,587.0 |
16,834.9 |
|
| S4 |
16,283.0 |
16,383.0 |
16,778.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,999.0 |
16,795.0 |
204.0 |
1.2% |
131.2 |
0.8% |
47% |
False |
False |
41,275 |
| 10 |
17,200.0 |
16,795.0 |
405.0 |
2.4% |
153.8 |
0.9% |
24% |
False |
False |
45,636 |
| 20 |
17,200.0 |
16,133.0 |
1,067.0 |
6.3% |
138.7 |
0.8% |
71% |
False |
False |
23,753 |
| 40 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
121.8 |
0.7% |
87% |
False |
False |
11,893 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
114.3 |
0.7% |
87% |
False |
False |
7,940 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
101.7 |
0.6% |
87% |
False |
False |
5,957 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
88.8 |
0.5% |
87% |
False |
False |
4,766 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
74.0 |
0.4% |
87% |
False |
False |
3,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,281.5 |
|
2.618 |
17,141.1 |
|
1.618 |
17,055.1 |
|
1.000 |
17,002.0 |
|
0.618 |
16,969.1 |
|
HIGH |
16,916.0 |
|
0.618 |
16,883.1 |
|
0.500 |
16,873.0 |
|
0.382 |
16,862.9 |
|
LOW |
16,830.0 |
|
0.618 |
16,776.9 |
|
1.000 |
16,744.0 |
|
1.618 |
16,690.9 |
|
2.618 |
16,604.9 |
|
4.250 |
16,464.5 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,885.0 |
16,897.0 |
| PP |
16,879.0 |
16,895.0 |
| S1 |
16,873.0 |
16,893.0 |
|