Trading Metrics calculated at close of trading on 14-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
7,590.5 |
7,649.5 |
59.0 |
0.8% |
7,544.5 |
High |
7,633.5 |
7,758.5 |
125.0 |
1.6% |
7,615.0 |
Low |
7,573.5 |
7,636.5 |
63.0 |
0.8% |
7,496.0 |
Close |
7,586.5 |
7,679.5 |
93.0 |
1.2% |
7,589.0 |
Range |
60.0 |
122.0 |
62.0 |
103.3% |
119.0 |
ATR |
56.0 |
64.3 |
8.3 |
14.8% |
0.0 |
Volume |
175,937 |
143,895 |
-32,042 |
-18.2% |
142,040 |
|
Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,057.5 |
7,990.5 |
7,746.5 |
|
R3 |
7,935.5 |
7,868.5 |
7,713.0 |
|
R2 |
7,813.5 |
7,813.5 |
7,702.0 |
|
R1 |
7,746.5 |
7,746.5 |
7,690.5 |
7,780.0 |
PP |
7,691.5 |
7,691.5 |
7,691.5 |
7,708.0 |
S1 |
7,624.5 |
7,624.5 |
7,668.5 |
7,658.0 |
S2 |
7,569.5 |
7,569.5 |
7,657.0 |
|
S3 |
7,447.5 |
7,502.5 |
7,646.0 |
|
S4 |
7,325.5 |
7,380.5 |
7,612.5 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,923.5 |
7,875.5 |
7,654.5 |
|
R3 |
7,804.5 |
7,756.5 |
7,621.5 |
|
R2 |
7,685.5 |
7,685.5 |
7,611.0 |
|
R1 |
7,637.5 |
7,637.5 |
7,600.0 |
7,661.5 |
PP |
7,566.5 |
7,566.5 |
7,566.5 |
7,579.0 |
S1 |
7,518.5 |
7,518.5 |
7,578.0 |
7,542.5 |
S2 |
7,447.5 |
7,447.5 |
7,567.0 |
|
S3 |
7,328.5 |
7,399.5 |
7,556.5 |
|
S4 |
7,209.5 |
7,280.5 |
7,523.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,758.5 |
7,524.0 |
234.5 |
3.1% |
78.0 |
1.0% |
66% |
True |
False |
183,752 |
10 |
7,758.5 |
7,496.0 |
262.5 |
3.4% |
63.5 |
0.8% |
70% |
True |
False |
95,578 |
20 |
7,758.5 |
7,441.0 |
317.5 |
4.1% |
49.0 |
0.6% |
75% |
True |
False |
53,174 |
40 |
7,758.5 |
7,319.0 |
439.5 |
5.7% |
38.5 |
0.5% |
82% |
True |
False |
26,594 |
60 |
7,774.0 |
7,319.0 |
455.0 |
5.9% |
34.5 |
0.4% |
79% |
False |
False |
17,797 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
26.0 |
0.3% |
70% |
False |
False |
13,373 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
20.5 |
0.3% |
70% |
False |
False |
10,701 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
18.5 |
0.2% |
70% |
False |
False |
8,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,277.0 |
2.618 |
8,078.0 |
1.618 |
7,956.0 |
1.000 |
7,880.5 |
0.618 |
7,834.0 |
HIGH |
7,758.5 |
0.618 |
7,712.0 |
0.500 |
7,697.5 |
0.382 |
7,683.0 |
LOW |
7,636.5 |
0.618 |
7,561.0 |
1.000 |
7,514.5 |
1.618 |
7,439.0 |
2.618 |
7,317.0 |
4.250 |
7,118.0 |
|
|
Fisher Pivots for day following 14-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
7,697.5 |
7,675.0 |
PP |
7,691.5 |
7,670.0 |
S1 |
7,685.5 |
7,665.5 |
|