| 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 |
17,017.0 |
17,024.0 |
7.0 |
0.0% |
16,612.0 |
| High |
17,029.0 |
17,055.0 |
26.0 |
0.2% |
17,000.0 |
| Low |
16,936.0 |
16,951.0 |
15.0 |
0.1% |
16,588.0 |
| Close |
17,018.0 |
17,000.0 |
-18.0 |
-0.1% |
16,963.0 |
| Range |
93.0 |
104.0 |
11.0 |
11.8% |
412.0 |
| ATR |
127.6 |
125.9 |
-1.7 |
-1.3% |
0.0 |
| Volume |
26,883 |
37,749 |
10,866 |
40.4% |
17,691 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,314.0 |
17,261.0 |
17,057.2 |
|
| R3 |
17,210.0 |
17,157.0 |
17,028.6 |
|
| R2 |
17,106.0 |
17,106.0 |
17,019.1 |
|
| R1 |
17,053.0 |
17,053.0 |
17,009.5 |
17,027.5 |
| PP |
17,002.0 |
17,002.0 |
17,002.0 |
16,989.3 |
| S1 |
16,949.0 |
16,949.0 |
16,990.5 |
16,923.5 |
| S2 |
16,898.0 |
16,898.0 |
16,980.9 |
|
| S3 |
16,794.0 |
16,845.0 |
16,971.4 |
|
| S4 |
16,690.0 |
16,741.0 |
16,942.8 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,086.3 |
17,936.7 |
17,189.6 |
|
| R3 |
17,674.3 |
17,524.7 |
17,076.3 |
|
| R2 |
17,262.3 |
17,262.3 |
17,038.5 |
|
| R1 |
17,112.7 |
17,112.7 |
17,000.8 |
17,187.5 |
| PP |
16,850.3 |
16,850.3 |
16,850.3 |
16,887.8 |
| S1 |
16,700.7 |
16,700.7 |
16,925.2 |
16,775.5 |
| S2 |
16,438.3 |
16,438.3 |
16,887.5 |
|
| S3 |
16,026.3 |
16,288.7 |
16,849.7 |
|
| S4 |
15,614.3 |
15,876.7 |
16,736.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,055.0 |
16,735.0 |
320.0 |
1.9% |
127.6 |
0.8% |
83% |
True |
False |
15,856 |
| 10 |
17,055.0 |
16,205.0 |
850.0 |
5.0% |
130.3 |
0.8% |
94% |
True |
False |
8,327 |
| 20 |
17,055.0 |
15,587.0 |
1,468.0 |
8.6% |
107.0 |
0.6% |
96% |
True |
False |
4,186 |
| 40 |
17,055.0 |
14,836.0 |
2,219.0 |
13.1% |
106.3 |
0.6% |
98% |
True |
False |
2,105 |
| 60 |
17,055.0 |
14,836.0 |
2,219.0 |
13.1% |
103.6 |
0.6% |
98% |
True |
False |
1,413 |
| 80 |
17,055.0 |
14,836.0 |
2,219.0 |
13.1% |
86.3 |
0.5% |
98% |
True |
False |
1,061 |
| 100 |
17,055.0 |
14,836.0 |
2,219.0 |
13.1% |
75.4 |
0.4% |
98% |
True |
False |
849 |
| 120 |
17,055.0 |
14,836.0 |
2,219.0 |
13.1% |
62.8 |
0.4% |
98% |
True |
False |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,497.0 |
|
2.618 |
17,327.3 |
|
1.618 |
17,223.3 |
|
1.000 |
17,159.0 |
|
0.618 |
17,119.3 |
|
HIGH |
17,055.0 |
|
0.618 |
17,015.3 |
|
0.500 |
17,003.0 |
|
0.382 |
16,990.7 |
|
LOW |
16,951.0 |
|
0.618 |
16,886.7 |
|
1.000 |
16,847.0 |
|
1.618 |
16,782.7 |
|
2.618 |
16,678.7 |
|
4.250 |
16,509.0 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,003.0 |
16,980.5 |
| PP |
17,002.0 |
16,961.0 |
| S1 |
17,001.0 |
16,941.5 |
|