| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,360.8350 |
2,345.4160 |
-15.4190 |
-0.7% |
2,272.1910 |
| High |
2,446.3320 |
2,385.7090 |
-60.6230 |
-2.5% |
2,446.3320 |
| Low |
2,338.9010 |
2,280.8460 |
-58.0550 |
-2.5% |
2,187.6210 |
| Close |
2,346.2690 |
2,287.1350 |
-59.1340 |
-2.5% |
2,287.1350 |
| Range |
107.4310 |
104.8630 |
-2.5680 |
-2.4% |
258.7110 |
| ATR |
110.9066 |
110.4749 |
-0.4317 |
-0.4% |
0.0000 |
| Volume |
342,549 |
248,147 |
-94,402 |
-27.6% |
1,036,524 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.4857 |
2,564.6733 |
2,344.8097 |
|
| R3 |
2,527.6227 |
2,459.8103 |
2,315.9723 |
|
| R2 |
2,422.7597 |
2,422.7597 |
2,306.3599 |
|
| R1 |
2,354.9473 |
2,354.9473 |
2,296.7474 |
2,336.4220 |
| PP |
2,317.8967 |
2,317.8967 |
2,317.8967 |
2,308.6340 |
| S1 |
2,250.0843 |
2,250.0843 |
2,277.5226 |
2,231.5590 |
| S2 |
2,213.0337 |
2,213.0337 |
2,267.9101 |
|
| S3 |
2,108.1707 |
2,145.2213 |
2,258.2977 |
|
| S4 |
2,003.3077 |
2,040.3583 |
2,229.4604 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.1623 |
2,943.8597 |
2,429.4261 |
|
| R3 |
2,824.4513 |
2,685.1487 |
2,358.2805 |
|
| R2 |
2,565.7403 |
2,565.7403 |
2,334.5654 |
|
| R1 |
2,426.4377 |
2,426.4377 |
2,310.8502 |
2,496.0890 |
| PP |
2,307.0293 |
2,307.0293 |
2,307.0293 |
2,341.8550 |
| S1 |
2,167.7267 |
2,167.7267 |
2,263.4198 |
2,237.3780 |
| S2 |
2,048.3183 |
2,048.3183 |
2,239.7047 |
|
| S3 |
1,789.6073 |
1,909.0157 |
2,215.9895 |
|
| S4 |
1,530.8963 |
1,650.3047 |
2,144.8440 |
|
|
| 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 |
2,187.6210 |
258.7110 |
11.3% |
117.0984 |
5.1% |
38% |
False |
False |
265,106 |
| 10 |
2,446.3320 |
2,119.4420 |
326.8900 |
14.3% |
115.9204 |
5.1% |
51% |
False |
False |
199,440 |
| 20 |
2,446.3320 |
2,041.3210 |
405.0110 |
17.7% |
116.4205 |
5.1% |
61% |
False |
False |
191,255 |
| 40 |
2,446.3320 |
1,779.1820 |
667.1500 |
29.2% |
105.0895 |
4.6% |
76% |
False |
False |
188,234 |
| 60 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.4% |
91.2109 |
4.0% |
83% |
False |
False |
174,610 |
| 80 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.4% |
79.9480 |
3.5% |
83% |
False |
False |
158,968 |
| 100 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.4% |
74.6858 |
3.3% |
83% |
False |
False |
159,964 |
| 120 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.4% |
70.5371 |
3.1% |
83% |
False |
False |
153,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.3768 |
|
2.618 |
2,660.2403 |
|
1.618 |
2,555.3773 |
|
1.000 |
2,490.5720 |
|
0.618 |
2,450.5143 |
|
HIGH |
2,385.7090 |
|
0.618 |
2,345.6513 |
|
0.500 |
2,333.2775 |
|
0.382 |
2,320.9037 |
|
LOW |
2,280.8460 |
|
0.618 |
2,216.0407 |
|
1.000 |
2,175.9830 |
|
1.618 |
2,111.1777 |
|
2.618 |
2,006.3147 |
|
4.250 |
1,835.1783 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,333.2775 |
2,329.9830 |
| PP |
2,317.8967 |
2,315.7003 |
| S1 |
2,302.5158 |
2,301.4177 |
|