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 |
2,055.41 |
2,067.70 |
12.29 |
0.6% |
2,020.70 |
High |
2,068.68 |
2,083.66 |
14.98 |
0.7% |
2,069.97 |
Low |
2,053.92 |
2,063.57 |
9.65 |
0.5% |
2,016.92 |
Close |
2,066.63 |
2,077.47 |
10.84 |
0.5% |
2,053.21 |
Range |
14.76 |
20.09 |
5.33 |
36.1% |
53.05 |
ATR |
23.78 |
23.52 |
-0.26 |
-1.1% |
0.00 |
Volume |
5,666 |
5,584 |
-82 |
-1.4% |
27,538 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.17 |
2,126.41 |
2,088.52 |
|
R3 |
2,115.08 |
2,106.32 |
2,082.99 |
|
R2 |
2,094.99 |
2,094.99 |
2,081.15 |
|
R1 |
2,086.23 |
2,086.23 |
2,079.31 |
2,090.61 |
PP |
2,074.90 |
2,074.90 |
2,074.90 |
2,077.09 |
S1 |
2,066.14 |
2,066.14 |
2,075.63 |
2,070.52 |
S2 |
2,054.81 |
2,054.81 |
2,073.79 |
|
S3 |
2,034.72 |
2,046.05 |
2,071.95 |
|
S4 |
2,014.63 |
2,025.96 |
2,066.42 |
|
|
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 |
2,083.66 |
2,028.10 |
55.56 |
2.7% |
17.73 |
0.9% |
89% |
True |
False |
5,547 |
10 |
2,083.66 |
1,973.95 |
109.71 |
5.3% |
22.89 |
1.1% |
94% |
True |
False |
5,477 |
20 |
2,122.65 |
1,973.95 |
148.70 |
7.2% |
26.72 |
1.3% |
70% |
False |
False |
5,398 |
40 |
2,122.65 |
1,933.24 |
189.41 |
9.1% |
23.21 |
1.1% |
76% |
False |
False |
5,510 |
60 |
2,122.65 |
1,812.39 |
310.26 |
14.9% |
22.88 |
1.1% |
85% |
False |
False |
5,497 |
80 |
2,122.65 |
1,812.39 |
310.26 |
14.9% |
20.88 |
1.0% |
85% |
False |
False |
5,589 |
100 |
2,122.65 |
1,812.39 |
310.26 |
14.9% |
19.43 |
0.9% |
85% |
False |
False |
5,612 |
120 |
2,122.65 |
1,812.39 |
310.26 |
14.9% |
19.09 |
0.9% |
85% |
False |
False |
5,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,169.04 |
2.618 |
2,136.26 |
1.618 |
2,116.17 |
1.000 |
2,103.75 |
0.618 |
2,096.08 |
HIGH |
2,083.66 |
0.618 |
2,075.99 |
0.500 |
2,073.62 |
0.382 |
2,071.24 |
LOW |
2,063.57 |
0.618 |
2,051.15 |
1.000 |
2,043.48 |
1.618 |
2,031.06 |
2.618 |
2,010.97 |
4.250 |
1,978.19 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,076.19 |
2,073.24 |
PP |
2,074.90 |
2,069.01 |
S1 |
2,073.62 |
2,064.78 |
|