| 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 |
7,649.5 |
7,673.0 |
23.5 |
0.3% |
7,593.0 |
| High |
7,758.5 |
7,700.0 |
-58.5 |
-0.8% |
7,758.5 |
| Low |
7,636.5 |
7,577.0 |
-59.5 |
-0.8% |
7,524.0 |
| Close |
7,679.5 |
7,604.5 |
-75.0 |
-1.0% |
7,604.5 |
| Range |
122.0 |
123.0 |
1.0 |
0.8% |
234.5 |
| ATR |
64.3 |
68.5 |
4.2 |
6.5% |
0.0 |
| Volume |
143,895 |
144,761 |
866 |
0.6% |
958,458 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,996.0 |
7,923.5 |
7,672.0 |
|
| R3 |
7,873.0 |
7,800.5 |
7,638.5 |
|
| R2 |
7,750.0 |
7,750.0 |
7,627.0 |
|
| R1 |
7,677.5 |
7,677.5 |
7,616.0 |
7,652.0 |
| PP |
7,627.0 |
7,627.0 |
7,627.0 |
7,614.5 |
| S1 |
7,554.5 |
7,554.5 |
7,593.0 |
7,529.0 |
| S2 |
7,504.0 |
7,504.0 |
7,582.0 |
|
| S3 |
7,381.0 |
7,431.5 |
7,570.5 |
|
| S4 |
7,258.0 |
7,308.5 |
7,537.0 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,332.5 |
8,203.0 |
7,733.5 |
|
| R3 |
8,098.0 |
7,968.5 |
7,669.0 |
|
| R2 |
7,863.5 |
7,863.5 |
7,647.5 |
|
| R1 |
7,734.0 |
7,734.0 |
7,626.0 |
7,799.0 |
| PP |
7,629.0 |
7,629.0 |
7,629.0 |
7,661.5 |
| S1 |
7,499.5 |
7,499.5 |
7,583.0 |
7,564.0 |
| S2 |
7,394.5 |
7,394.5 |
7,561.5 |
|
| S3 |
7,160.0 |
7,265.0 |
7,540.0 |
|
| S4 |
6,925.5 |
7,030.5 |
7,475.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,758.5 |
7,524.0 |
234.5 |
3.1% |
89.0 |
1.2% |
34% |
False |
False |
191,691 |
| 10 |
7,758.5 |
7,496.0 |
262.5 |
3.5% |
68.5 |
0.9% |
41% |
False |
False |
110,049 |
| 20 |
7,758.5 |
7,441.0 |
317.5 |
4.2% |
52.0 |
0.7% |
51% |
False |
False |
60,411 |
| 40 |
7,758.5 |
7,319.0 |
439.5 |
5.8% |
39.5 |
0.5% |
65% |
False |
False |
30,213 |
| 60 |
7,759.0 |
7,319.0 |
440.0 |
5.8% |
36.0 |
0.5% |
65% |
False |
False |
20,210 |
| 80 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
27.5 |
0.4% |
56% |
False |
False |
15,183 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
22.0 |
0.3% |
56% |
False |
False |
12,149 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
19.5 |
0.3% |
56% |
False |
False |
10,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,223.0 |
|
2.618 |
8,022.0 |
|
1.618 |
7,899.0 |
|
1.000 |
7,823.0 |
|
0.618 |
7,776.0 |
|
HIGH |
7,700.0 |
|
0.618 |
7,653.0 |
|
0.500 |
7,638.5 |
|
0.382 |
7,624.0 |
|
LOW |
7,577.0 |
|
0.618 |
7,501.0 |
|
1.000 |
7,454.0 |
|
1.618 |
7,378.0 |
|
2.618 |
7,255.0 |
|
4.250 |
7,054.0 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,638.5 |
7,666.0 |
| PP |
7,627.0 |
7,645.5 |
| S1 |
7,616.0 |
7,625.0 |
|