| 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 |
16,587.00 |
16,633.91 |
46.91 |
0.3% |
16,069.62 |
| High |
16,669.77 |
16,764.32 |
94.55 |
0.6% |
16,669.77 |
| Low |
16,557.01 |
16,631.92 |
74.91 |
0.5% |
16,065.47 |
| Close |
16,623.45 |
16,729.80 |
106.35 |
0.6% |
16,623.45 |
| Range |
112.76 |
132.40 |
19.64 |
17.4% |
604.30 |
| ATR |
193.08 |
189.35 |
-3.73 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,105.88 |
17,050.24 |
16,802.62 |
|
| R3 |
16,973.48 |
16,917.84 |
16,766.21 |
|
| R2 |
16,841.08 |
16,841.08 |
16,754.07 |
|
| R1 |
16,785.44 |
16,785.44 |
16,741.94 |
16,813.26 |
| PP |
16,708.68 |
16,708.68 |
16,708.68 |
16,722.59 |
| S1 |
16,653.04 |
16,653.04 |
16,717.66 |
16,680.86 |
| S2 |
16,576.28 |
16,576.28 |
16,705.53 |
|
| S3 |
16,443.88 |
16,520.64 |
16,693.39 |
|
| S4 |
16,311.48 |
16,388.24 |
16,656.98 |
|
|
| 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 |
16,764.32 |
16,175.46 |
588.86 |
3.5% |
177.74 |
1.1% |
94% |
True |
False |
|
| 10 |
16,764.32 |
15,761.29 |
1,003.03 |
6.0% |
176.61 |
1.1% |
97% |
True |
False |
|
| 20 |
16,764.32 |
15,695.64 |
1,068.68 |
6.4% |
161.04 |
1.0% |
97% |
True |
False |
|
| 40 |
16,764.32 |
14,058.33 |
2,705.99 |
16.2% |
173.07 |
1.0% |
99% |
True |
False |
|
| 60 |
16,764.32 |
14,058.33 |
2,705.99 |
16.2% |
193.38 |
1.2% |
99% |
True |
False |
|
| 80 |
16,764.32 |
14,058.33 |
2,705.99 |
16.2% |
190.07 |
1.1% |
99% |
True |
False |
|
| 100 |
16,764.32 |
14,058.33 |
2,705.99 |
16.2% |
192.94 |
1.2% |
99% |
True |
False |
|
| 120 |
16,764.32 |
14,058.33 |
2,705.99 |
16.2% |
190.02 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,327.02 |
|
2.618 |
17,110.94 |
|
1.618 |
16,978.54 |
|
1.000 |
16,896.72 |
|
0.618 |
16,846.14 |
|
HIGH |
16,764.32 |
|
0.618 |
16,713.74 |
|
0.500 |
16,698.12 |
|
0.382 |
16,682.50 |
|
LOW |
16,631.92 |
|
0.618 |
16,550.10 |
|
1.000 |
16,499.52 |
|
1.618 |
16,417.70 |
|
2.618 |
16,285.30 |
|
4.250 |
16,069.22 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,719.24 |
16,683.80 |
| PP |
16,708.68 |
16,637.79 |
| S1 |
16,698.12 |
16,591.79 |
|