| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,521.75 |
16,680.00 |
158.25 |
1.0% |
16,364.00 |
| High |
16,672.00 |
16,809.50 |
137.50 |
0.8% |
16,540.00 |
| Low |
16,465.50 |
16,612.75 |
147.25 |
0.9% |
16,124.25 |
| Close |
16,661.00 |
16,789.00 |
128.00 |
0.8% |
16,512.75 |
| Range |
206.50 |
196.75 |
-9.75 |
-4.7% |
415.75 |
| ATR |
210.37 |
209.40 |
-0.97 |
-0.5% |
0.00 |
| Volume |
59 |
294 |
235 |
398.3% |
223 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,327.25 |
17,255.00 |
16,897.25 |
|
| R3 |
17,130.50 |
17,058.25 |
16,843.00 |
|
| R2 |
16,933.75 |
16,933.75 |
16,825.00 |
|
| R1 |
16,861.50 |
16,861.50 |
16,807.00 |
16,897.50 |
| PP |
16,737.00 |
16,737.00 |
16,737.00 |
16,755.25 |
| S1 |
16,664.75 |
16,664.75 |
16,771.00 |
16,701.00 |
| S2 |
16,540.25 |
16,540.25 |
16,753.00 |
|
| S3 |
16,343.50 |
16,468.00 |
16,735.00 |
|
| S4 |
16,146.75 |
16,271.25 |
16,680.75 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,639.50 |
17,492.00 |
16,741.50 |
|
| R3 |
17,223.75 |
17,076.25 |
16,627.00 |
|
| R2 |
16,808.00 |
16,808.00 |
16,589.00 |
|
| R1 |
16,660.50 |
16,660.50 |
16,550.75 |
16,734.25 |
| PP |
16,392.25 |
16,392.25 |
16,392.25 |
16,429.25 |
| S1 |
16,244.75 |
16,244.75 |
16,474.75 |
16,318.50 |
| S2 |
15,976.50 |
15,976.50 |
16,436.50 |
|
| S3 |
15,560.75 |
15,829.00 |
16,398.50 |
|
| S4 |
15,145.00 |
15,413.25 |
16,284.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,809.50 |
16,205.75 |
603.75 |
3.6% |
224.00 |
1.3% |
97% |
True |
False |
101 |
| 10 |
16,809.50 |
16,124.25 |
685.25 |
4.1% |
216.50 |
1.3% |
97% |
True |
False |
75 |
| 20 |
16,809.50 |
15,995.75 |
813.75 |
4.8% |
194.75 |
1.2% |
97% |
True |
False |
55 |
| 40 |
16,809.50 |
14,513.75 |
2,295.75 |
13.7% |
211.00 |
1.3% |
99% |
True |
False |
34 |
| 60 |
16,809.50 |
14,513.75 |
2,295.75 |
13.7% |
215.50 |
1.3% |
99% |
True |
False |
25 |
| 80 |
16,809.50 |
14,513.75 |
2,295.75 |
13.7% |
169.25 |
1.0% |
99% |
True |
False |
19 |
| 100 |
16,809.50 |
14,513.75 |
2,295.75 |
13.7% |
141.75 |
0.8% |
99% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,645.75 |
|
2.618 |
17,324.50 |
|
1.618 |
17,127.75 |
|
1.000 |
17,006.25 |
|
0.618 |
16,931.00 |
|
HIGH |
16,809.50 |
|
0.618 |
16,734.25 |
|
0.500 |
16,711.00 |
|
0.382 |
16,688.00 |
|
LOW |
16,612.75 |
|
0.618 |
16,491.25 |
|
1.000 |
16,416.00 |
|
1.618 |
16,294.50 |
|
2.618 |
16,097.75 |
|
4.250 |
15,776.50 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,763.00 |
16,715.25 |
| PP |
16,737.00 |
16,641.50 |
| S1 |
16,711.00 |
16,567.50 |
|