| 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 |
7,697.5 |
7,717.5 |
20.0 |
0.3% |
7,589.5 |
| High |
7,742.0 |
7,742.5 |
0.5 |
0.0% |
7,795.0 |
| Low |
7,688.0 |
7,687.5 |
-0.5 |
0.0% |
7,580.5 |
| Close |
7,723.5 |
7,732.0 |
8.5 |
0.1% |
7,732.0 |
| Range |
54.0 |
55.0 |
1.0 |
1.9% |
214.5 |
| ATR |
71.6 |
70.4 |
-1.2 |
-1.7% |
0.0 |
| Volume |
72,605 |
72,605 |
0 |
0.0% |
418,071 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,885.5 |
7,864.0 |
7,762.0 |
|
| R3 |
7,830.5 |
7,809.0 |
7,747.0 |
|
| R2 |
7,775.5 |
7,775.5 |
7,742.0 |
|
| R1 |
7,754.0 |
7,754.0 |
7,737.0 |
7,765.0 |
| PP |
7,720.5 |
7,720.5 |
7,720.5 |
7,726.0 |
| S1 |
7,699.0 |
7,699.0 |
7,727.0 |
7,710.0 |
| S2 |
7,665.5 |
7,665.5 |
7,722.0 |
|
| S3 |
7,610.5 |
7,644.0 |
7,717.0 |
|
| S4 |
7,555.5 |
7,589.0 |
7,702.0 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,346.0 |
8,253.5 |
7,850.0 |
|
| R3 |
8,131.5 |
8,039.0 |
7,791.0 |
|
| R2 |
7,917.0 |
7,917.0 |
7,771.5 |
|
| R1 |
7,824.5 |
7,824.5 |
7,751.5 |
7,871.0 |
| PP |
7,702.5 |
7,702.5 |
7,702.5 |
7,725.5 |
| S1 |
7,610.0 |
7,610.0 |
7,712.5 |
7,656.0 |
| S2 |
7,488.0 |
7,488.0 |
7,692.5 |
|
| S3 |
7,273.5 |
7,395.5 |
7,673.0 |
|
| S4 |
7,059.0 |
7,181.0 |
7,614.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,795.0 |
7,580.5 |
214.5 |
2.8% |
72.0 |
0.9% |
71% |
False |
False |
83,614 |
| 10 |
7,795.0 |
7,524.0 |
271.0 |
3.5% |
80.5 |
1.0% |
77% |
False |
False |
137,652 |
| 20 |
7,795.0 |
7,441.0 |
354.0 |
4.6% |
65.5 |
0.8% |
82% |
False |
False |
81,224 |
| 40 |
7,795.0 |
7,349.5 |
445.5 |
5.8% |
45.0 |
0.6% |
86% |
False |
False |
40,662 |
| 60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
41.0 |
0.5% |
87% |
False |
False |
27,178 |
| 80 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
32.0 |
0.4% |
81% |
False |
False |
20,409 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
25.5 |
0.3% |
81% |
False |
False |
16,327 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
21.5 |
0.3% |
81% |
False |
False |
13,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,976.0 |
|
2.618 |
7,886.5 |
|
1.618 |
7,831.5 |
|
1.000 |
7,797.5 |
|
0.618 |
7,776.5 |
|
HIGH |
7,742.5 |
|
0.618 |
7,721.5 |
|
0.500 |
7,715.0 |
|
0.382 |
7,708.5 |
|
LOW |
7,687.5 |
|
0.618 |
7,653.5 |
|
1.000 |
7,632.5 |
|
1.618 |
7,598.5 |
|
2.618 |
7,543.5 |
|
4.250 |
7,454.0 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,726.5 |
7,735.5 |
| PP |
7,720.5 |
7,734.5 |
| S1 |
7,715.0 |
7,733.0 |
|