| 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 |
16,603.54 |
16,587.00 |
-16.54 |
-0.1% |
16,069.62 |
| High |
16,660.71 |
16,669.77 |
9.06 |
0.1% |
16,669.77 |
| Low |
16,419.26 |
16,557.01 |
137.75 |
0.8% |
16,065.47 |
| Close |
16,537.83 |
16,623.45 |
85.62 |
0.5% |
16,623.45 |
| Range |
241.45 |
112.76 |
-128.69 |
-53.3% |
604.30 |
| ATR |
197.78 |
193.08 |
-4.70 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,955.02 |
16,902.00 |
16,685.47 |
|
| R3 |
16,842.26 |
16,789.24 |
16,654.46 |
|
| R2 |
16,729.50 |
16,729.50 |
16,644.12 |
|
| R1 |
16,676.48 |
16,676.48 |
16,633.79 |
16,702.99 |
| PP |
16,616.74 |
16,616.74 |
16,616.74 |
16,630.00 |
| S1 |
16,563.72 |
16,563.72 |
16,613.11 |
16,590.23 |
| S2 |
16,503.98 |
16,503.98 |
16,602.78 |
|
| S3 |
16,391.22 |
16,450.96 |
16,592.44 |
|
| S4 |
16,278.46 |
16,338.20 |
16,561.43 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,265.80 |
18,048.92 |
16,955.82 |
|
| R3 |
17,661.50 |
17,444.62 |
16,789.63 |
|
| R2 |
17,057.20 |
17,057.20 |
16,734.24 |
|
| R1 |
16,840.32 |
16,840.32 |
16,678.84 |
16,948.76 |
| PP |
16,452.90 |
16,452.90 |
16,452.90 |
16,507.12 |
| S1 |
16,236.02 |
16,236.02 |
16,568.06 |
16,344.46 |
| S2 |
15,848.60 |
15,848.60 |
16,512.66 |
|
| S3 |
15,244.30 |
15,631.72 |
16,457.27 |
|
| S4 |
14,640.00 |
15,027.42 |
16,291.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,669.77 |
16,065.47 |
604.30 |
3.6% |
184.62 |
1.1% |
92% |
True |
False |
|
| 10 |
16,669.77 |
15,695.64 |
974.13 |
5.9% |
179.05 |
1.1% |
95% |
True |
False |
|
| 20 |
16,669.77 |
15,695.64 |
974.13 |
5.9% |
159.91 |
1.0% |
95% |
True |
False |
|
| 40 |
16,669.77 |
14,058.33 |
2,611.44 |
15.7% |
175.49 |
1.1% |
98% |
True |
False |
|
| 60 |
16,669.77 |
14,058.33 |
2,611.44 |
15.7% |
194.00 |
1.2% |
98% |
True |
False |
|
| 80 |
16,669.77 |
14,058.33 |
2,611.44 |
15.7% |
194.17 |
1.2% |
98% |
True |
False |
|
| 100 |
16,669.77 |
14,058.33 |
2,611.44 |
15.7% |
195.41 |
1.2% |
98% |
True |
False |
|
| 120 |
16,669.77 |
14,058.33 |
2,611.44 |
15.7% |
190.44 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,149.00 |
|
2.618 |
16,964.98 |
|
1.618 |
16,852.22 |
|
1.000 |
16,782.53 |
|
0.618 |
16,739.46 |
|
HIGH |
16,669.77 |
|
0.618 |
16,626.70 |
|
0.500 |
16,613.39 |
|
0.382 |
16,600.08 |
|
LOW |
16,557.01 |
|
0.618 |
16,487.32 |
|
1.000 |
16,444.25 |
|
1.618 |
16,374.56 |
|
2.618 |
16,261.80 |
|
4.250 |
16,077.78 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,620.10 |
16,586.80 |
| PP |
16,616.74 |
16,550.14 |
| S1 |
16,613.39 |
16,513.49 |
|