| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,561.50 |
16,532.50 |
-29.00 |
-0.2% |
16,093.00 |
| High |
16,674.50 |
16,612.50 |
-62.00 |
-0.4% |
16,674.50 |
| Low |
16,418.75 |
16,521.50 |
102.75 |
0.6% |
16,045.50 |
| Close |
16,541.50 |
16,530.23 |
-11.27 |
-0.1% |
16,530.23 |
| Range |
255.75 |
91.00 |
-164.75 |
-64.4% |
629.00 |
| ATR |
224.80 |
215.24 |
-9.56 |
-4.3% |
0.00 |
| Volume |
131,883 |
12,648 |
-119,235 |
-90.4% |
947,522 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,827.75 |
16,770.00 |
16,580.25 |
|
| R3 |
16,736.75 |
16,679.00 |
16,555.25 |
|
| R2 |
16,645.75 |
16,645.75 |
16,547.00 |
|
| R1 |
16,588.00 |
16,588.00 |
16,538.50 |
16,571.25 |
| PP |
16,554.75 |
16,554.75 |
16,554.75 |
16,546.50 |
| S1 |
16,497.00 |
16,497.00 |
16,522.00 |
16,480.25 |
| S2 |
16,463.75 |
16,463.75 |
16,513.50 |
|
| S3 |
16,372.75 |
16,406.00 |
16,505.25 |
|
| S4 |
16,281.75 |
16,315.00 |
16,480.25 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,303.75 |
18,046.00 |
16,876.25 |
|
| R3 |
17,674.75 |
17,417.00 |
16,703.25 |
|
| R2 |
17,045.75 |
17,045.75 |
16,645.50 |
|
| R1 |
16,788.00 |
16,788.00 |
16,588.00 |
16,916.75 |
| PP |
16,416.75 |
16,416.75 |
16,416.75 |
16,481.25 |
| S1 |
16,159.00 |
16,159.00 |
16,472.50 |
16,287.75 |
| S2 |
15,787.75 |
15,787.75 |
16,415.00 |
|
| S3 |
15,158.75 |
15,530.00 |
16,357.25 |
|
| S4 |
14,529.75 |
14,901.00 |
16,184.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,674.50 |
16,045.50 |
629.00 |
3.8% |
196.25 |
1.2% |
77% |
False |
False |
189,504 |
| 10 |
16,674.50 |
15,721.25 |
953.25 |
5.8% |
222.75 |
1.3% |
85% |
False |
False |
424,886 |
| 20 |
16,674.50 |
15,721.25 |
953.25 |
5.8% |
203.50 |
1.2% |
85% |
False |
False |
495,915 |
| 40 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
226.00 |
1.4% |
94% |
False |
False |
594,936 |
| 60 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
240.50 |
1.5% |
94% |
False |
False |
640,028 |
| 80 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
241.00 |
1.5% |
94% |
False |
False |
554,599 |
| 100 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
245.25 |
1.5% |
94% |
False |
False |
444,138 |
| 120 |
16,674.50 |
14,140.25 |
2,534.25 |
15.3% |
239.00 |
1.4% |
94% |
False |
False |
370,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,999.25 |
|
2.618 |
16,850.75 |
|
1.618 |
16,759.75 |
|
1.000 |
16,703.50 |
|
0.618 |
16,668.75 |
|
HIGH |
16,612.50 |
|
0.618 |
16,577.75 |
|
0.500 |
16,567.00 |
|
0.382 |
16,556.25 |
|
LOW |
16,521.50 |
|
0.618 |
16,465.25 |
|
1.000 |
16,430.50 |
|
1.618 |
16,374.25 |
|
2.618 |
16,283.25 |
|
4.250 |
16,134.75 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,567.00 |
16,526.75 |
| PP |
16,554.75 |
16,523.50 |
| S1 |
16,542.50 |
16,520.00 |
|