| 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 |
2,272.1910 |
2,223.4610 |
-48.7300 |
-2.1% |
2,245.4230 |
| High |
2,286.6040 |
2,376.9780 |
90.3740 |
4.0% |
2,343.2310 |
| Low |
2,187.6210 |
2,213.6340 |
26.0130 |
1.2% |
2,119.4420 |
| Close |
2,223.8890 |
2,361.1570 |
137.2680 |
6.2% |
2,318.2560 |
| Range |
98.9830 |
163.3440 |
64.3610 |
65.0% |
223.7890 |
| ATR |
107.1608 |
111.1739 |
4.0131 |
3.7% |
0.0000 |
| Volume |
184,157 |
261,671 |
77,514 |
42.1% |
956,127 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.2883 |
2,747.5667 |
2,450.9962 |
|
| R3 |
2,643.9443 |
2,584.2227 |
2,406.0766 |
|
| R2 |
2,480.6003 |
2,480.6003 |
2,391.1034 |
|
| R1 |
2,420.8787 |
2,420.8787 |
2,376.1302 |
2,450.7395 |
| PP |
2,317.2563 |
2,317.2563 |
2,317.2563 |
2,332.1868 |
| S1 |
2,257.5347 |
2,257.5347 |
2,346.1838 |
2,287.3955 |
| S2 |
2,153.9123 |
2,153.9123 |
2,331.2106 |
|
| S3 |
1,990.5683 |
2,094.1907 |
2,316.2374 |
|
| S4 |
1,827.2243 |
1,930.8467 |
2,271.3178 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.6767 |
2,848.7553 |
2,441.3400 |
|
| R3 |
2,707.8877 |
2,624.9663 |
2,379.7980 |
|
| R2 |
2,484.0987 |
2,484.0987 |
2,359.2840 |
|
| R1 |
2,401.1773 |
2,401.1773 |
2,338.7700 |
2,442.6380 |
| PP |
2,260.3097 |
2,260.3097 |
2,260.3097 |
2,281.0400 |
| S1 |
2,177.3883 |
2,177.3883 |
2,297.7420 |
2,218.8490 |
| S2 |
2,036.5207 |
2,036.5207 |
2,277.2280 |
|
| S3 |
1,812.7317 |
1,953.5993 |
2,256.7140 |
|
| S4 |
1,588.9427 |
1,729.8103 |
2,195.1721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,376.9780 |
2,160.4930 |
216.4850 |
9.2% |
115.6834 |
4.9% |
93% |
True |
False |
240,245 |
| 10 |
2,376.9780 |
2,119.4420 |
257.5360 |
10.9% |
113.5520 |
4.8% |
94% |
True |
False |
181,469 |
| 20 |
2,402.2510 |
2,020.2850 |
381.9660 |
16.2% |
109.9324 |
4.7% |
89% |
False |
False |
173,476 |
| 40 |
2,402.2510 |
1,779.1820 |
623.0690 |
26.4% |
102.4838 |
4.3% |
93% |
False |
False |
182,889 |
| 60 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.2% |
88.6107 |
3.8% |
95% |
False |
False |
170,009 |
| 80 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.2% |
78.4294 |
3.3% |
95% |
False |
False |
154,969 |
| 100 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.2% |
73.4406 |
3.1% |
95% |
False |
False |
155,457 |
| 120 |
2,402.2510 |
1,523.0770 |
879.1740 |
37.2% |
69.5367 |
2.9% |
95% |
False |
False |
149,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,071.1900 |
|
2.618 |
2,804.6126 |
|
1.618 |
2,641.2686 |
|
1.000 |
2,540.3220 |
|
0.618 |
2,477.9246 |
|
HIGH |
2,376.9780 |
|
0.618 |
2,314.5806 |
|
0.500 |
2,295.3060 |
|
0.382 |
2,276.0314 |
|
LOW |
2,213.6340 |
|
0.618 |
2,112.6874 |
|
1.000 |
2,050.2900 |
|
1.618 |
1,949.3434 |
|
2.618 |
1,785.9994 |
|
4.250 |
1,519.4220 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,339.2067 |
2,334.8712 |
| PP |
2,317.2563 |
2,308.5853 |
| S1 |
2,295.3060 |
2,282.2995 |
|