| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,985.75 |
17,000.75 |
15.00 |
0.1% |
16,521.75 |
| High |
17,096.25 |
17,184.50 |
88.25 |
0.5% |
17,096.25 |
| Low |
16,949.75 |
17,000.75 |
51.00 |
0.3% |
16,465.50 |
| Close |
17,031.00 |
17,152.75 |
121.75 |
0.7% |
17,031.00 |
| Range |
146.50 |
183.75 |
37.25 |
25.4% |
630.75 |
| ATR |
208.99 |
207.19 |
-1.80 |
-0.9% |
0.00 |
| Volume |
503 |
358 |
-145 |
-28.8% |
1,700 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,664.00 |
17,592.00 |
17,253.75 |
|
| R3 |
17,480.25 |
17,408.25 |
17,203.25 |
|
| R2 |
17,296.50 |
17,296.50 |
17,186.50 |
|
| R1 |
17,224.50 |
17,224.50 |
17,169.50 |
17,260.50 |
| PP |
17,112.75 |
17,112.75 |
17,112.75 |
17,130.50 |
| S1 |
17,040.75 |
17,040.75 |
17,136.00 |
17,076.75 |
| S2 |
16,929.00 |
16,929.00 |
17,119.00 |
|
| S3 |
16,745.25 |
16,857.00 |
17,102.25 |
|
| S4 |
16,561.50 |
16,673.25 |
17,051.75 |
|
|
| 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 |
17,184.50 |
16,612.75 |
571.75 |
3.3% |
201.00 |
1.2% |
94% |
True |
False |
399 |
| 10 |
17,184.50 |
16,171.25 |
1,013.25 |
5.9% |
211.75 |
1.2% |
97% |
True |
False |
223 |
| 20 |
17,184.50 |
16,124.25 |
1,060.25 |
6.2% |
200.25 |
1.2% |
97% |
True |
False |
134 |
| 40 |
17,184.50 |
14,513.75 |
2,670.75 |
15.6% |
207.75 |
1.2% |
99% |
True |
False |
75 |
| 60 |
17,184.50 |
14,513.75 |
2,670.75 |
15.6% |
218.00 |
1.3% |
99% |
True |
False |
53 |
| 80 |
17,184.50 |
14,513.75 |
2,670.75 |
15.6% |
172.75 |
1.0% |
99% |
True |
False |
40 |
| 100 |
17,184.50 |
14,513.75 |
2,670.75 |
15.6% |
147.50 |
0.9% |
99% |
True |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,965.50 |
|
2.618 |
17,665.50 |
|
1.618 |
17,481.75 |
|
1.000 |
17,368.25 |
|
0.618 |
17,298.00 |
|
HIGH |
17,184.50 |
|
0.618 |
17,114.25 |
|
0.500 |
17,092.50 |
|
0.382 |
17,071.00 |
|
LOW |
17,000.75 |
|
0.618 |
16,887.25 |
|
1.000 |
16,817.00 |
|
1.618 |
16,703.50 |
|
2.618 |
16,519.75 |
|
4.250 |
16,219.75 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,132.75 |
17,105.00 |
| PP |
17,112.75 |
17,057.50 |
| S1 |
17,092.50 |
17,010.00 |
|