| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,453.00 |
16,596.00 |
143.00 |
0.9% |
16,220.25 |
| High |
16,600.00 |
16,806.50 |
206.50 |
1.2% |
16,329.00 |
| Low |
16,396.50 |
16,576.00 |
179.50 |
1.1% |
15,920.25 |
| Close |
16,575.50 |
16,777.25 |
201.75 |
1.2% |
16,308.75 |
| Range |
203.50 |
230.50 |
27.00 |
13.3% |
408.75 |
| ATR |
221.21 |
221.91 |
0.70 |
0.3% |
0.00 |
| Volume |
614,476 |
672,137 |
57,661 |
9.4% |
283,661 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,411.50 |
17,324.75 |
16,904.00 |
|
| R3 |
17,181.00 |
17,094.25 |
16,840.75 |
|
| R2 |
16,950.50 |
16,950.50 |
16,819.50 |
|
| R1 |
16,863.75 |
16,863.75 |
16,798.50 |
16,907.00 |
| PP |
16,720.00 |
16,720.00 |
16,720.00 |
16,741.50 |
| S1 |
16,633.25 |
16,633.25 |
16,756.00 |
16,676.50 |
| S2 |
16,489.50 |
16,489.50 |
16,735.00 |
|
| S3 |
16,259.00 |
16,402.75 |
16,713.75 |
|
| S4 |
16,028.50 |
16,172.25 |
16,650.50 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,412.25 |
17,269.25 |
16,533.50 |
|
| R3 |
17,003.50 |
16,860.50 |
16,421.25 |
|
| R2 |
16,594.75 |
16,594.75 |
16,383.75 |
|
| R1 |
16,451.75 |
16,451.75 |
16,346.25 |
16,523.25 |
| PP |
16,186.00 |
16,186.00 |
16,186.00 |
16,221.75 |
| S1 |
16,043.00 |
16,043.00 |
16,271.25 |
16,114.50 |
| S2 |
15,777.25 |
15,777.25 |
16,233.75 |
|
| S3 |
15,368.50 |
15,634.25 |
16,196.25 |
|
| S4 |
14,959.75 |
15,225.50 |
16,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,806.50 |
15,994.00 |
812.50 |
4.8% |
229.25 |
1.4% |
96% |
True |
False |
413,189 |
| 10 |
16,806.50 |
15,920.25 |
886.25 |
5.3% |
231.50 |
1.4% |
97% |
True |
False |
211,860 |
| 20 |
16,806.50 |
15,920.25 |
886.25 |
5.3% |
201.75 |
1.2% |
97% |
True |
False |
106,676 |
| 40 |
16,806.50 |
14,322.75 |
2,483.75 |
14.8% |
229.25 |
1.4% |
99% |
True |
False |
53,973 |
| 60 |
16,806.50 |
14,322.75 |
2,483.75 |
14.8% |
243.50 |
1.5% |
99% |
True |
False |
36,288 |
| 80 |
16,806.50 |
14,322.75 |
2,483.75 |
14.8% |
240.00 |
1.4% |
99% |
True |
False |
27,278 |
| 100 |
16,806.50 |
14,322.75 |
2,483.75 |
14.8% |
236.50 |
1.4% |
99% |
True |
False |
21,836 |
| 120 |
16,806.50 |
14,322.75 |
2,483.75 |
14.8% |
213.50 |
1.3% |
99% |
True |
False |
18,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,786.00 |
|
2.618 |
17,410.00 |
|
1.618 |
17,179.50 |
|
1.000 |
17,037.00 |
|
0.618 |
16,949.00 |
|
HIGH |
16,806.50 |
|
0.618 |
16,718.50 |
|
0.500 |
16,691.25 |
|
0.382 |
16,664.00 |
|
LOW |
16,576.00 |
|
0.618 |
16,433.50 |
|
1.000 |
16,345.50 |
|
1.618 |
16,203.00 |
|
2.618 |
15,972.50 |
|
4.250 |
15,596.50 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,748.50 |
16,695.25 |
| PP |
16,720.00 |
16,613.25 |
| S1 |
16,691.25 |
16,531.50 |
|