| 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 |
17,237.00 |
17,010.75 |
-226.25 |
-1.3% |
16,521.75 |
| High |
17,286.50 |
17,178.00 |
-108.50 |
-0.6% |
17,096.25 |
| Low |
16,969.75 |
17,008.75 |
39.00 |
0.2% |
16,465.50 |
| Close |
16,974.50 |
17,166.00 |
191.50 |
1.1% |
17,031.00 |
| Range |
316.75 |
169.25 |
-147.50 |
-46.6% |
630.75 |
| ATR |
208.82 |
208.44 |
-0.38 |
-0.2% |
0.00 |
| Volume |
493 |
404 |
-89 |
-18.1% |
1,700 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,625.25 |
17,565.00 |
17,259.00 |
|
| R3 |
17,456.00 |
17,395.75 |
17,212.50 |
|
| R2 |
17,286.75 |
17,286.75 |
17,197.00 |
|
| R1 |
17,226.50 |
17,226.50 |
17,181.50 |
17,256.50 |
| PP |
17,117.50 |
17,117.50 |
17,117.50 |
17,132.75 |
| S1 |
17,057.25 |
17,057.25 |
17,150.50 |
17,087.50 |
| S2 |
16,948.25 |
16,948.25 |
17,135.00 |
|
| S3 |
16,779.00 |
16,888.00 |
17,119.50 |
|
| S4 |
16,609.75 |
16,718.75 |
17,073.00 |
|
|
| 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 |
16,949.75 |
336.75 |
2.0% |
186.00 |
1.1% |
64% |
False |
False |
431 |
| 10 |
17,286.50 |
16,325.75 |
960.75 |
5.6% |
202.50 |
1.2% |
87% |
False |
False |
339 |
| 20 |
17,286.50 |
16,124.25 |
1,162.25 |
6.8% |
196.00 |
1.1% |
90% |
False |
False |
194 |
| 40 |
17,286.50 |
14,513.75 |
2,772.75 |
16.2% |
200.75 |
1.2% |
96% |
False |
False |
106 |
| 60 |
17,286.50 |
14,513.75 |
2,772.75 |
16.2% |
219.50 |
1.3% |
96% |
False |
False |
74 |
| 80 |
17,286.50 |
14,513.75 |
2,772.75 |
16.2% |
180.25 |
1.0% |
96% |
False |
False |
56 |
| 100 |
17,286.50 |
14,513.75 |
2,772.75 |
16.2% |
152.75 |
0.9% |
96% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,897.25 |
|
2.618 |
17,621.00 |
|
1.618 |
17,451.75 |
|
1.000 |
17,347.25 |
|
0.618 |
17,282.50 |
|
HIGH |
17,178.00 |
|
0.618 |
17,113.25 |
|
0.500 |
17,093.50 |
|
0.382 |
17,073.50 |
|
LOW |
17,008.75 |
|
0.618 |
16,904.25 |
|
1.000 |
16,839.50 |
|
1.618 |
16,735.00 |
|
2.618 |
16,565.75 |
|
4.250 |
16,289.50 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,141.75 |
17,153.50 |
| PP |
17,117.50 |
17,140.75 |
| S1 |
17,093.50 |
17,128.00 |
|