| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,223.4610 |
2,360.8350 |
137.3740 |
6.2% |
2,245.4230 |
| High |
2,376.9780 |
2,446.3320 |
69.3540 |
2.9% |
2,343.2310 |
| Low |
2,213.6340 |
2,338.9010 |
125.2670 |
5.7% |
2,119.4420 |
| Close |
2,361.1570 |
2,346.2690 |
-14.8880 |
-0.6% |
2,318.2560 |
| Range |
163.3440 |
107.4310 |
-55.9130 |
-34.2% |
223.7890 |
| ATR |
111.1739 |
110.9066 |
-0.2674 |
-0.2% |
0.0000 |
| Volume |
261,671 |
342,549 |
80,878 |
30.9% |
956,127 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.4603 |
2,630.2957 |
2,405.3561 |
|
| R3 |
2,592.0293 |
2,522.8647 |
2,375.8125 |
|
| R2 |
2,484.5983 |
2,484.5983 |
2,365.9647 |
|
| R1 |
2,415.4337 |
2,415.4337 |
2,356.1168 |
2,396.3005 |
| PP |
2,377.1673 |
2,377.1673 |
2,377.1673 |
2,367.6008 |
| S1 |
2,308.0027 |
2,308.0027 |
2,336.4212 |
2,288.8695 |
| S2 |
2,269.7363 |
2,269.7363 |
2,326.5733 |
|
| S3 |
2,162.3053 |
2,200.5717 |
2,316.7255 |
|
| S4 |
2,054.8743 |
2,093.1407 |
2,287.1820 |
|
|
| 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 |
2,446.3320 |
2,177.8130 |
268.5190 |
11.4% |
116.3424 |
5.0% |
63% |
True |
False |
258,993 |
| 10 |
2,446.3320 |
2,119.4420 |
326.8900 |
13.9% |
112.3897 |
4.8% |
69% |
True |
False |
194,703 |
| 20 |
2,446.3320 |
2,022.0890 |
424.2430 |
18.1% |
112.6730 |
4.8% |
76% |
True |
False |
184,312 |
| 40 |
2,446.3320 |
1,779.1820 |
667.1500 |
28.4% |
104.2589 |
4.4% |
85% |
True |
False |
187,771 |
| 60 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.3% |
89.9634 |
3.8% |
89% |
True |
False |
172,746 |
| 80 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.3% |
79.3155 |
3.4% |
89% |
True |
False |
157,630 |
| 100 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.3% |
74.1159 |
3.2% |
89% |
True |
False |
158,868 |
| 120 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.3% |
69.9201 |
3.0% |
89% |
True |
False |
152,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.9138 |
|
2.618 |
2,727.5864 |
|
1.618 |
2,620.1554 |
|
1.000 |
2,553.7630 |
|
0.618 |
2,512.7244 |
|
HIGH |
2,446.3320 |
|
0.618 |
2,405.2934 |
|
0.500 |
2,392.6165 |
|
0.382 |
2,379.9396 |
|
LOW |
2,338.9010 |
|
0.618 |
2,272.5086 |
|
1.000 |
2,231.4700 |
|
1.618 |
2,165.0776 |
|
2.618 |
2,057.6466 |
|
4.250 |
1,882.3193 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,392.6165 |
2,336.5048 |
| PP |
2,377.1673 |
2,326.7407 |
| S1 |
2,361.7182 |
2,316.9765 |
|