| 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 |
16,774.59 |
16,733.21 |
-41.38 |
-0.2% |
16,069.62 |
| High |
16,860.68 |
16,768.02 |
-92.66 |
-0.5% |
16,669.77 |
| Low |
16,552.06 |
16,621.52 |
69.46 |
0.4% |
16,065.47 |
| Close |
16,554.16 |
16,757.41 |
203.25 |
1.2% |
16,623.45 |
| Range |
308.62 |
146.50 |
-162.12 |
-52.5% |
604.30 |
| ATR |
190.83 |
192.48 |
1.64 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,155.15 |
17,102.78 |
16,837.99 |
|
| R3 |
17,008.65 |
16,956.28 |
16,797.70 |
|
| R2 |
16,862.15 |
16,862.15 |
16,784.27 |
|
| R1 |
16,809.78 |
16,809.78 |
16,770.84 |
16,835.97 |
| PP |
16,715.65 |
16,715.65 |
16,715.65 |
16,728.74 |
| S1 |
16,663.28 |
16,663.28 |
16,743.98 |
16,689.47 |
| S2 |
16,569.15 |
16,569.15 |
16,730.55 |
|
| S3 |
16,422.65 |
16,516.78 |
16,717.12 |
|
| S4 |
16,276.15 |
16,370.28 |
16,676.84 |
|
|
| 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 |
16,860.68 |
16,552.06 |
308.62 |
1.8% |
153.70 |
0.9% |
67% |
False |
False |
|
| 10 |
16,860.68 |
15,937.58 |
923.10 |
5.5% |
174.21 |
1.0% |
89% |
False |
False |
|
| 20 |
16,860.68 |
15,695.64 |
1,165.04 |
7.0% |
164.48 |
1.0% |
91% |
False |
False |
|
| 40 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
166.95 |
1.0% |
96% |
False |
False |
|
| 60 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
192.89 |
1.2% |
96% |
False |
False |
|
| 80 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
186.86 |
1.1% |
96% |
False |
False |
|
| 100 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
194.39 |
1.2% |
96% |
False |
False |
|
| 120 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
191.75 |
1.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,390.65 |
|
2.618 |
17,151.56 |
|
1.618 |
17,005.06 |
|
1.000 |
16,914.52 |
|
0.618 |
16,858.56 |
|
HIGH |
16,768.02 |
|
0.618 |
16,712.06 |
|
0.500 |
16,694.77 |
|
0.382 |
16,677.48 |
|
LOW |
16,621.52 |
|
0.618 |
16,530.98 |
|
1.000 |
16,475.02 |
|
1.618 |
16,384.48 |
|
2.618 |
16,237.98 |
|
4.250 |
15,998.90 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,736.53 |
16,740.40 |
| PP |
16,715.65 |
16,723.38 |
| S1 |
16,694.77 |
16,706.37 |
|