| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
17,000.00 |
16,985.75 |
-14.25 |
-0.1% |
16,521.75 |
| High |
17,095.50 |
17,096.25 |
0.75 |
0.0% |
17,096.25 |
| Low |
16,835.25 |
16,949.75 |
114.50 |
0.7% |
16,465.50 |
| Close |
16,962.75 |
17,031.00 |
68.25 |
0.4% |
17,031.00 |
| Range |
260.25 |
146.50 |
-113.75 |
-43.7% |
630.75 |
| ATR |
213.80 |
208.99 |
-4.81 |
-2.2% |
0.00 |
| Volume |
452 |
503 |
51 |
11.3% |
1,700 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,465.25 |
17,394.50 |
17,111.50 |
|
| R3 |
17,318.75 |
17,248.00 |
17,071.25 |
|
| R2 |
17,172.25 |
17,172.25 |
17,057.75 |
|
| R1 |
17,101.50 |
17,101.50 |
17,044.50 |
17,137.00 |
| PP |
17,025.75 |
17,025.75 |
17,025.75 |
17,043.25 |
| S1 |
16,955.00 |
16,955.00 |
17,017.50 |
16,990.50 |
| S2 |
16,879.25 |
16,879.25 |
17,004.25 |
|
| S3 |
16,732.75 |
16,808.50 |
16,990.75 |
|
| S4 |
16,586.25 |
16,662.00 |
16,950.50 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,756.50 |
18,524.50 |
17,378.00 |
|
| R3 |
18,125.75 |
17,893.75 |
17,204.50 |
|
| R2 |
17,495.00 |
17,495.00 |
17,146.75 |
|
| R1 |
17,263.00 |
17,263.00 |
17,088.75 |
17,379.00 |
| PP |
16,864.25 |
16,864.25 |
16,864.25 |
16,922.25 |
| S1 |
16,632.25 |
16,632.25 |
16,973.25 |
16,748.25 |
| S2 |
16,233.50 |
16,233.50 |
16,915.25 |
|
| S3 |
15,602.75 |
16,001.50 |
16,857.50 |
|
| S4 |
14,972.00 |
15,370.75 |
16,684.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,096.25 |
16,465.50 |
630.75 |
3.7% |
205.50 |
1.2% |
90% |
True |
False |
340 |
| 10 |
17,096.25 |
16,124.25 |
972.00 |
5.7% |
220.25 |
1.3% |
93% |
True |
False |
192 |
| 20 |
17,096.25 |
16,124.25 |
972.00 |
5.7% |
196.25 |
1.2% |
93% |
True |
False |
117 |
| 40 |
17,096.25 |
14,513.75 |
2,582.50 |
15.2% |
208.50 |
1.2% |
97% |
True |
False |
67 |
| 60 |
17,096.25 |
14,513.75 |
2,582.50 |
15.2% |
217.25 |
1.3% |
97% |
True |
False |
47 |
| 80 |
17,096.25 |
14,513.75 |
2,582.50 |
15.2% |
175.50 |
1.0% |
97% |
True |
False |
35 |
| 100 |
17,096.25 |
14,513.75 |
2,582.50 |
15.2% |
148.00 |
0.9% |
97% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,719.00 |
|
2.618 |
17,479.75 |
|
1.618 |
17,333.25 |
|
1.000 |
17,242.75 |
|
0.618 |
17,186.75 |
|
HIGH |
17,096.25 |
|
0.618 |
17,040.25 |
|
0.500 |
17,023.00 |
|
0.382 |
17,005.75 |
|
LOW |
16,949.75 |
|
0.618 |
16,859.25 |
|
1.000 |
16,803.25 |
|
1.618 |
16,712.75 |
|
2.618 |
16,566.25 |
|
4.250 |
16,327.00 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,028.25 |
17,002.00 |
| PP |
17,025.75 |
16,973.25 |
| S1 |
17,023.00 |
16,944.25 |
|