| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
17,000.75 |
17,126.50 |
125.75 |
0.7% |
16,521.75 |
| High |
17,184.50 |
17,239.00 |
54.50 |
0.3% |
17,096.25 |
| Low |
17,000.75 |
17,125.25 |
124.50 |
0.7% |
16,465.50 |
| Close |
17,152.75 |
17,234.75 |
82.00 |
0.5% |
17,031.00 |
| Range |
183.75 |
113.75 |
-70.00 |
-38.1% |
630.75 |
| ATR |
207.19 |
200.52 |
-6.67 |
-3.2% |
0.00 |
| Volume |
358 |
400 |
42 |
11.7% |
1,700 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,541.00 |
17,501.50 |
17,297.25 |
|
| R3 |
17,427.25 |
17,387.75 |
17,266.00 |
|
| R2 |
17,313.50 |
17,313.50 |
17,255.50 |
|
| R1 |
17,274.00 |
17,274.00 |
17,245.25 |
17,293.75 |
| PP |
17,199.75 |
17,199.75 |
17,199.75 |
17,209.50 |
| S1 |
17,160.25 |
17,160.25 |
17,224.25 |
17,180.00 |
| S2 |
17,086.00 |
17,086.00 |
17,214.00 |
|
| S3 |
16,972.25 |
17,046.50 |
17,203.50 |
|
| S4 |
16,858.50 |
16,932.75 |
17,172.25 |
|
|
| 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 |
17,239.00 |
16,792.25 |
446.75 |
2.6% |
184.50 |
1.1% |
99% |
True |
False |
421 |
| 10 |
17,239.00 |
16,205.75 |
1,033.25 |
6.0% |
204.25 |
1.2% |
100% |
True |
False |
261 |
| 20 |
17,239.00 |
16,124.25 |
1,114.75 |
6.5% |
192.50 |
1.1% |
100% |
True |
False |
153 |
| 40 |
17,239.00 |
14,513.75 |
2,725.25 |
15.8% |
202.75 |
1.2% |
100% |
True |
False |
85 |
| 60 |
17,239.00 |
14,513.75 |
2,725.25 |
15.8% |
217.50 |
1.3% |
100% |
True |
False |
59 |
| 80 |
17,239.00 |
14,513.75 |
2,725.25 |
15.8% |
174.00 |
1.0% |
100% |
True |
False |
45 |
| 100 |
17,239.00 |
14,513.75 |
2,725.25 |
15.8% |
148.75 |
0.9% |
100% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,722.50 |
|
2.618 |
17,536.75 |
|
1.618 |
17,423.00 |
|
1.000 |
17,352.75 |
|
0.618 |
17,309.25 |
|
HIGH |
17,239.00 |
|
0.618 |
17,195.50 |
|
0.500 |
17,182.00 |
|
0.382 |
17,168.75 |
|
LOW |
17,125.25 |
|
0.618 |
17,055.00 |
|
1.000 |
17,011.50 |
|
1.618 |
16,941.25 |
|
2.618 |
16,827.50 |
|
4.250 |
16,641.75 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,217.25 |
17,188.00 |
| PP |
17,199.75 |
17,141.25 |
| S1 |
17,182.00 |
17,094.50 |
|