Trading Metrics calculated at close of trading on 27-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
43,526.25 |
42,341.44 |
-1,184.81 |
-2.7% |
42,228.26 |
High |
43,730.01 |
43,564.83 |
-165.18 |
-0.4% |
44,399.83 |
Low |
41,746.55 |
42,140.36 |
393.81 |
0.9% |
40,524.11 |
Close |
42,341.44 |
43,395.86 |
1,054.42 |
2.5% |
43,769.83 |
Range |
1,983.46 |
1,424.47 |
-558.99 |
-28.2% |
3,875.72 |
ATR |
1,672.39 |
1,654.68 |
-17.71 |
-1.1% |
0.00 |
Volume |
25,540 |
20,955 |
-4,585 |
-18.0% |
106,359 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47,307.09 |
46,775.95 |
44,179.32 |
|
R3 |
45,882.62 |
45,351.48 |
43,787.59 |
|
R2 |
44,458.15 |
44,458.15 |
43,657.01 |
|
R1 |
43,927.01 |
43,927.01 |
43,526.44 |
44,192.58 |
PP |
43,033.68 |
43,033.68 |
43,033.68 |
43,166.47 |
S1 |
42,502.54 |
42,502.54 |
43,265.28 |
42,768.11 |
S2 |
41,609.21 |
41,609.21 |
43,134.71 |
|
S3 |
40,184.74 |
41,078.07 |
43,004.13 |
|
S4 |
38,760.27 |
39,653.60 |
42,612.40 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54,525.08 |
53,023.18 |
45,901.48 |
|
R3 |
50,649.36 |
49,147.46 |
44,835.65 |
|
R2 |
46,773.64 |
46,773.64 |
44,480.38 |
|
R1 |
45,271.74 |
45,271.74 |
44,125.10 |
46,022.69 |
PP |
42,897.92 |
42,897.92 |
42,897.92 |
43,273.40 |
S1 |
41,396.02 |
41,396.02 |
43,414.56 |
42,146.97 |
S2 |
39,022.20 |
39,022.20 |
43,059.28 |
|
S3 |
35,146.48 |
37,520.30 |
42,704.01 |
|
S4 |
31,270.76 |
33,644.58 |
41,638.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44,399.83 |
41,746.55 |
2,653.28 |
6.1% |
1,479.75 |
3.4% |
62% |
False |
False |
25,236 |
10 |
44,399.83 |
40,524.11 |
3,875.72 |
8.9% |
1,667.39 |
3.8% |
74% |
False |
False |
21,186 |
20 |
44,726.36 |
37,525.29 |
7,201.07 |
16.6% |
1,759.52 |
4.1% |
82% |
False |
False |
22,457 |
40 |
44,726.36 |
34,081.72 |
10,644.64 |
24.5% |
1,585.74 |
3.7% |
88% |
False |
False |
23,954 |
60 |
44,726.36 |
26,550.11 |
18,176.25 |
41.9% |
1,442.69 |
3.3% |
93% |
False |
False |
24,611 |
80 |
44,726.36 |
24,963.04 |
19,763.32 |
45.5% |
1,262.64 |
2.9% |
93% |
False |
False |
23,293 |
100 |
44,726.36 |
24,963.04 |
19,763.32 |
45.5% |
1,173.57 |
2.7% |
93% |
False |
False |
23,003 |
120 |
44,726.36 |
24,963.04 |
19,763.32 |
45.5% |
1,100.69 |
2.5% |
93% |
False |
False |
21,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49,618.83 |
2.618 |
47,294.09 |
1.618 |
45,869.62 |
1.000 |
44,989.30 |
0.618 |
44,445.15 |
HIGH |
43,564.83 |
0.618 |
43,020.68 |
0.500 |
42,852.60 |
0.382 |
42,684.51 |
LOW |
42,140.36 |
0.618 |
41,260.04 |
1.000 |
40,715.89 |
1.618 |
39,835.57 |
2.618 |
38,411.10 |
4.250 |
36,086.36 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
43,214.77 |
43,288.30 |
PP |
43,033.68 |
43,180.75 |
S1 |
42,852.60 |
43,073.19 |
|