| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,733.21 |
16,799.02 |
65.81 |
0.4% |
16,633.91 |
| High |
16,768.02 |
16,839.25 |
71.23 |
0.4% |
16,860.68 |
| Low |
16,621.52 |
16,703.57 |
82.05 |
0.5% |
16,552.06 |
| Close |
16,757.41 |
16,777.40 |
19.99 |
0.1% |
16,777.40 |
| Range |
146.50 |
135.68 |
-10.82 |
-7.4% |
308.62 |
| ATR |
192.48 |
188.42 |
-4.06 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,180.45 |
17,114.60 |
16,852.02 |
|
| R3 |
17,044.77 |
16,978.92 |
16,814.71 |
|
| R2 |
16,909.09 |
16,909.09 |
16,802.27 |
|
| R1 |
16,843.24 |
16,843.24 |
16,789.84 |
16,808.33 |
| PP |
16,773.41 |
16,773.41 |
16,773.41 |
16,755.95 |
| S1 |
16,707.56 |
16,707.56 |
16,764.96 |
16,672.65 |
| S2 |
16,637.73 |
16,637.73 |
16,752.53 |
|
| S3 |
16,502.05 |
16,571.88 |
16,740.09 |
|
| S4 |
16,366.37 |
16,436.20 |
16,702.78 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,655.91 |
17,525.27 |
16,947.14 |
|
| R3 |
17,347.29 |
17,216.65 |
16,862.27 |
|
| R2 |
17,038.67 |
17,038.67 |
16,833.98 |
|
| R1 |
16,908.03 |
16,908.03 |
16,805.69 |
16,973.35 |
| PP |
16,730.05 |
16,730.05 |
16,730.05 |
16,762.71 |
| S1 |
16,599.41 |
16,599.41 |
16,749.11 |
16,664.73 |
| S2 |
16,421.43 |
16,421.43 |
16,720.82 |
|
| S3 |
16,112.81 |
16,290.79 |
16,692.53 |
|
| S4 |
15,804.19 |
15,982.17 |
16,607.66 |
|
|
| 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% |
158.29 |
0.9% |
73% |
False |
False |
|
| 10 |
16,860.68 |
16,065.47 |
795.21 |
4.7% |
171.45 |
1.0% |
90% |
False |
False |
|
| 20 |
16,860.68 |
15,695.64 |
1,165.04 |
6.9% |
167.92 |
1.0% |
93% |
False |
False |
|
| 40 |
16,860.68 |
14,130.37 |
2,730.31 |
16.3% |
162.49 |
1.0% |
97% |
False |
False |
|
| 60 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
190.53 |
1.1% |
97% |
False |
False |
|
| 80 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
186.85 |
1.1% |
97% |
False |
False |
|
| 100 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
193.36 |
1.2% |
97% |
False |
False |
|
| 120 |
16,860.68 |
14,058.33 |
2,802.35 |
16.7% |
191.95 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,415.89 |
|
2.618 |
17,194.46 |
|
1.618 |
17,058.78 |
|
1.000 |
16,974.93 |
|
0.618 |
16,923.10 |
|
HIGH |
16,839.25 |
|
0.618 |
16,787.42 |
|
0.500 |
16,771.41 |
|
0.382 |
16,755.40 |
|
LOW |
16,703.57 |
|
0.618 |
16,619.72 |
|
1.000 |
16,567.89 |
|
1.618 |
16,484.04 |
|
2.618 |
16,348.36 |
|
4.250 |
16,126.93 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,775.40 |
16,753.72 |
| PP |
16,773.41 |
16,730.05 |
| S1 |
16,771.41 |
16,706.37 |
|