Trading Metrics calculated at close of trading on 26-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
2,045.92 |
2,055.41 |
9.49 |
0.5% |
2,020.70 |
High |
2,069.97 |
2,068.68 |
-1.29 |
-0.1% |
2,069.97 |
Low |
2,045.90 |
2,053.92 |
8.02 |
0.4% |
2,016.92 |
Close |
2,053.21 |
2,066.63 |
13.42 |
0.7% |
2,053.21 |
Range |
24.07 |
14.76 |
-9.31 |
-38.7% |
53.05 |
ATR |
24.42 |
23.78 |
-0.64 |
-2.6% |
0.00 |
Volume |
5,369 |
5,666 |
297 |
5.5% |
27,538 |
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,107.36 |
2,101.75 |
2,074.75 |
|
R3 |
2,092.60 |
2,086.99 |
2,070.69 |
|
R2 |
2,077.84 |
2,077.84 |
2,069.34 |
|
R1 |
2,072.23 |
2,072.23 |
2,067.98 |
2,075.04 |
PP |
2,063.08 |
2,063.08 |
2,063.08 |
2,064.48 |
S1 |
2,057.47 |
2,057.47 |
2,065.28 |
2,060.28 |
S2 |
2,048.32 |
2,048.32 |
2,063.92 |
|
S3 |
2,033.56 |
2,042.71 |
2,062.57 |
|
S4 |
2,018.80 |
2,027.95 |
2,058.51 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,205.85 |
2,182.58 |
2,082.39 |
|
R3 |
2,152.80 |
2,129.53 |
2,067.80 |
|
R2 |
2,099.75 |
2,099.75 |
2,062.94 |
|
R1 |
2,076.48 |
2,076.48 |
2,058.07 |
2,088.12 |
PP |
2,046.70 |
2,046.70 |
2,046.70 |
2,052.52 |
S1 |
2,023.43 |
2,023.43 |
2,048.35 |
2,035.07 |
S2 |
1,993.65 |
1,993.65 |
2,043.48 |
|
S3 |
1,940.60 |
1,970.38 |
2,038.62 |
|
S4 |
1,887.55 |
1,917.33 |
2,024.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,069.97 |
2,022.07 |
47.90 |
2.3% |
18.58 |
0.9% |
93% |
False |
False |
5,554 |
10 |
2,069.97 |
1,973.95 |
96.02 |
4.6% |
22.25 |
1.1% |
97% |
False |
False |
5,492 |
20 |
2,122.65 |
1,973.95 |
148.70 |
7.2% |
27.19 |
1.3% |
62% |
False |
False |
5,394 |
40 |
2,122.65 |
1,933.24 |
189.41 |
9.2% |
23.08 |
1.1% |
70% |
False |
False |
5,505 |
60 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
22.90 |
1.1% |
82% |
False |
False |
5,494 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
20.82 |
1.0% |
82% |
False |
False |
5,594 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
19.31 |
0.9% |
82% |
False |
False |
5,613 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
19.12 |
0.9% |
82% |
False |
False |
5,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,131.41 |
2.618 |
2,107.32 |
1.618 |
2,092.56 |
1.000 |
2,083.44 |
0.618 |
2,077.80 |
HIGH |
2,068.68 |
0.618 |
2,063.04 |
0.500 |
2,061.30 |
0.382 |
2,059.56 |
LOW |
2,053.92 |
0.618 |
2,044.80 |
1.000 |
2,039.16 |
1.618 |
2,030.04 |
2.618 |
2,015.28 |
4.250 |
1,991.19 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,064.85 |
2,061.28 |
PP |
2,063.08 |
2,055.94 |
S1 |
2,061.30 |
2,050.59 |
|