| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
17,126.50 |
17,237.00 |
110.50 |
0.6% |
16,521.75 |
| High |
17,239.00 |
17,286.50 |
47.50 |
0.3% |
17,096.25 |
| Low |
17,125.25 |
16,969.75 |
-155.50 |
-0.9% |
16,465.50 |
| Close |
17,234.75 |
16,974.50 |
-260.25 |
-1.5% |
17,031.00 |
| Range |
113.75 |
316.75 |
203.00 |
178.5% |
630.75 |
| ATR |
200.52 |
208.82 |
8.30 |
4.1% |
0.00 |
| Volume |
400 |
493 |
93 |
23.3% |
1,700 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,027.25 |
17,817.50 |
17,148.75 |
|
| R3 |
17,710.50 |
17,500.75 |
17,061.50 |
|
| R2 |
17,393.75 |
17,393.75 |
17,032.50 |
|
| R1 |
17,184.00 |
17,184.00 |
17,003.50 |
17,130.50 |
| PP |
17,077.00 |
17,077.00 |
17,077.00 |
17,050.00 |
| S1 |
16,867.25 |
16,867.25 |
16,945.50 |
16,813.75 |
| S2 |
16,760.25 |
16,760.25 |
16,916.50 |
|
| S3 |
16,443.50 |
16,550.50 |
16,887.50 |
|
| S4 |
16,126.75 |
16,233.75 |
16,800.25 |
|
|
| 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 |
17,286.50 |
16,835.25 |
451.25 |
2.7% |
204.25 |
1.2% |
31% |
True |
False |
441 |
| 10 |
17,286.50 |
16,205.75 |
1,080.75 |
6.4% |
212.00 |
1.2% |
71% |
True |
False |
306 |
| 20 |
17,286.50 |
16,124.25 |
1,162.25 |
6.8% |
198.25 |
1.2% |
73% |
True |
False |
175 |
| 40 |
17,286.50 |
14,513.75 |
2,772.75 |
16.3% |
205.00 |
1.2% |
89% |
True |
False |
97 |
| 60 |
17,286.50 |
14,513.75 |
2,772.75 |
16.3% |
220.00 |
1.3% |
89% |
True |
False |
67 |
| 80 |
17,286.50 |
14,513.75 |
2,772.75 |
16.3% |
178.00 |
1.0% |
89% |
True |
False |
51 |
| 100 |
17,286.50 |
14,513.75 |
2,772.75 |
16.3% |
151.75 |
0.9% |
89% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,632.75 |
|
2.618 |
18,115.75 |
|
1.618 |
17,799.00 |
|
1.000 |
17,603.25 |
|
0.618 |
17,482.25 |
|
HIGH |
17,286.50 |
|
0.618 |
17,165.50 |
|
0.500 |
17,128.00 |
|
0.382 |
17,090.75 |
|
LOW |
16,969.75 |
|
0.618 |
16,774.00 |
|
1.000 |
16,653.00 |
|
1.618 |
16,457.25 |
|
2.618 |
16,140.50 |
|
4.250 |
15,623.50 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,128.00 |
17,128.00 |
| PP |
17,077.00 |
17,077.00 |
| S1 |
17,025.75 |
17,025.75 |
|