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 |
14.7427 |
13.7522 |
-0.9905 |
-6.7% |
13.5326 |
High |
14.9757 |
14.6182 |
-0.3575 |
-2.4% |
14.9490 |
Low |
13.1227 |
13.0955 |
-0.0272 |
-0.2% |
11.8380 |
Close |
13.7522 |
14.2620 |
0.5098 |
3.7% |
13.9613 |
Range |
1.8530 |
1.5227 |
-0.3303 |
-17.8% |
3.1110 |
ATR |
1.1352 |
1.1629 |
0.0277 |
2.4% |
0.0000 |
Volume |
125,573 |
105,700 |
-19,873 |
-15.8% |
543,859 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.5601 |
17.9338 |
15.0995 |
|
R3 |
17.0374 |
16.4110 |
14.6807 |
|
R2 |
15.5146 |
15.5146 |
14.5411 |
|
R1 |
14.8883 |
14.8883 |
14.4016 |
15.2015 |
PP |
13.9919 |
13.9919 |
13.9919 |
14.1485 |
S1 |
13.3656 |
13.3656 |
14.1224 |
13.6787 |
S2 |
12.4692 |
12.4692 |
13.9828 |
|
S3 |
10.9465 |
11.8429 |
13.8432 |
|
S4 |
9.4237 |
10.3201 |
13.4245 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.9158 |
21.5495 |
15.6723 |
|
R3 |
19.8047 |
18.4385 |
14.8168 |
|
R2 |
16.6937 |
16.6937 |
14.5316 |
|
R1 |
15.3275 |
15.3275 |
14.2464 |
16.0106 |
PP |
13.5827 |
13.5827 |
13.5827 |
13.9243 |
S1 |
12.2165 |
12.2165 |
13.6761 |
12.8996 |
S2 |
10.4717 |
10.4717 |
13.3909 |
|
S3 |
7.3607 |
9.1055 |
13.1057 |
|
S4 |
4.2497 |
5.9945 |
12.2502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14.9757 |
12.4569 |
2.5188 |
17.7% |
1.5310 |
10.7% |
72% |
False |
False |
130,363 |
10 |
14.9757 |
11.8380 |
3.1377 |
22.0% |
1.2711 |
8.9% |
77% |
False |
False |
115,588 |
20 |
14.9757 |
10.7042 |
4.2715 |
30.0% |
1.0480 |
7.3% |
83% |
False |
False |
116,484 |
40 |
15.4080 |
8.4923 |
6.9157 |
48.5% |
1.2619 |
8.8% |
83% |
False |
False |
145,204 |
60 |
15.4080 |
6.4878 |
8.9202 |
62.5% |
1.0032 |
7.0% |
87% |
False |
False |
165,165 |
80 |
15.4080 |
6.4878 |
8.9202 |
62.5% |
0.8513 |
6.0% |
87% |
False |
False |
174,012 |
100 |
15.4080 |
6.4878 |
8.9202 |
62.5% |
0.7601 |
5.3% |
87% |
False |
False |
173,746 |
120 |
15.4080 |
6.4878 |
8.9202 |
62.5% |
0.7021 |
4.9% |
87% |
False |
False |
170,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21.0898 |
2.618 |
18.6047 |
1.618 |
17.0820 |
1.000 |
16.1410 |
0.618 |
15.5593 |
HIGH |
14.6182 |
0.618 |
14.0366 |
0.500 |
13.8569 |
0.382 |
13.6772 |
LOW |
13.0955 |
0.618 |
12.1545 |
1.000 |
11.5728 |
1.618 |
10.6317 |
2.618 |
9.1090 |
4.250 |
6.6239 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
14.1269 |
14.1865 |
PP |
13.9919 |
14.1111 |
S1 |
13.8569 |
14.0356 |
|