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 |
7,680.5 |
7,697.5 |
17.0 |
0.2% |
7,593.0 |
High |
7,795.0 |
7,742.0 |
-53.0 |
-0.7% |
7,758.5 |
Low |
7,676.0 |
7,688.0 |
12.0 |
0.2% |
7,524.0 |
Close |
7,752.0 |
7,723.5 |
-28.5 |
-0.4% |
7,604.5 |
Range |
119.0 |
54.0 |
-65.0 |
-54.6% |
234.5 |
ATR |
72.2 |
71.6 |
-0.6 |
-0.8% |
0.0 |
Volume |
120,387 |
72,605 |
-47,782 |
-39.7% |
958,458 |
|
Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,880.0 |
7,855.5 |
7,753.0 |
|
R3 |
7,826.0 |
7,801.5 |
7,738.5 |
|
R2 |
7,772.0 |
7,772.0 |
7,733.5 |
|
R1 |
7,747.5 |
7,747.5 |
7,728.5 |
7,760.0 |
PP |
7,718.0 |
7,718.0 |
7,718.0 |
7,724.0 |
S1 |
7,693.5 |
7,693.5 |
7,718.5 |
7,706.0 |
S2 |
7,664.0 |
7,664.0 |
7,713.5 |
|
S3 |
7,610.0 |
7,639.5 |
7,708.5 |
|
S4 |
7,556.0 |
7,585.5 |
7,694.0 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,332.5 |
8,203.0 |
7,733.5 |
|
R3 |
8,098.0 |
7,968.5 |
7,669.0 |
|
R2 |
7,863.5 |
7,863.5 |
7,647.5 |
|
R1 |
7,734.0 |
7,734.0 |
7,626.0 |
7,799.0 |
PP |
7,629.0 |
7,629.0 |
7,629.0 |
7,661.5 |
S1 |
7,499.5 |
7,499.5 |
7,583.0 |
7,564.0 |
S2 |
7,394.5 |
7,394.5 |
7,561.5 |
|
S3 |
7,160.0 |
7,265.0 |
7,540.0 |
|
S4 |
6,925.5 |
7,030.5 |
7,475.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,795.0 |
7,577.0 |
218.0 |
2.8% |
86.0 |
1.1% |
67% |
False |
False |
98,045 |
10 |
7,795.0 |
7,524.0 |
271.0 |
3.5% |
82.0 |
1.1% |
74% |
False |
False |
140,899 |
20 |
7,795.0 |
7,441.0 |
354.0 |
4.6% |
63.5 |
0.8% |
80% |
False |
False |
77,594 |
40 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
44.0 |
0.6% |
85% |
False |
False |
38,847 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
40.5 |
0.5% |
85% |
False |
False |
25,968 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
31.5 |
0.4% |
79% |
False |
False |
19,501 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
25.0 |
0.3% |
79% |
False |
False |
15,601 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
21.0 |
0.3% |
79% |
False |
False |
13,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,971.5 |
2.618 |
7,883.5 |
1.618 |
7,829.5 |
1.000 |
7,796.0 |
0.618 |
7,775.5 |
HIGH |
7,742.0 |
0.618 |
7,721.5 |
0.500 |
7,715.0 |
0.382 |
7,708.5 |
LOW |
7,688.0 |
0.618 |
7,654.5 |
1.000 |
7,634.0 |
1.618 |
7,600.5 |
2.618 |
7,546.5 |
4.250 |
7,458.5 |
|
|
Fisher Pivots for day following 21-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
7,720.5 |
7,720.0 |
PP |
7,718.0 |
7,716.5 |
S1 |
7,715.0 |
7,713.0 |
|