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 |
2,067.70 |
2,077.40 |
9.70 |
0.5% |
2,020.70 |
High |
2,083.66 |
2,088.26 |
4.60 |
0.2% |
2,069.97 |
Low |
2,063.57 |
2,065.05 |
1.48 |
0.1% |
2,016.92 |
Close |
2,077.47 |
2,065.50 |
-11.97 |
-0.6% |
2,053.21 |
Range |
20.09 |
23.21 |
3.12 |
15.5% |
53.05 |
ATR |
23.52 |
23.50 |
-0.02 |
-0.1% |
0.00 |
Volume |
5,584 |
5,483 |
-101 |
-1.8% |
27,538 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,142.57 |
2,127.24 |
2,078.27 |
|
R3 |
2,119.36 |
2,104.03 |
2,071.88 |
|
R2 |
2,096.15 |
2,096.15 |
2,069.76 |
|
R1 |
2,080.82 |
2,080.82 |
2,067.63 |
2,076.88 |
PP |
2,072.94 |
2,072.94 |
2,072.94 |
2,070.97 |
S1 |
2,057.61 |
2,057.61 |
2,063.37 |
2,053.67 |
S2 |
2,049.73 |
2,049.73 |
2,061.24 |
|
S3 |
2,026.52 |
2,034.40 |
2,059.12 |
|
S4 |
2,003.31 |
2,011.19 |
2,052.73 |
|
|
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 |
2,088.26 |
2,031.21 |
57.05 |
2.8% |
19.38 |
0.9% |
60% |
True |
False |
5,533 |
10 |
2,088.26 |
2,016.68 |
71.58 |
3.5% |
19.89 |
1.0% |
68% |
True |
False |
5,469 |
20 |
2,122.65 |
1,973.95 |
148.70 |
7.2% |
27.26 |
1.3% |
62% |
False |
False |
5,401 |
40 |
2,122.65 |
1,933.24 |
189.41 |
9.2% |
23.16 |
1.1% |
70% |
False |
False |
5,508 |
60 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
23.03 |
1.1% |
82% |
False |
False |
5,497 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
21.01 |
1.0% |
82% |
False |
False |
5,584 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
19.52 |
0.9% |
82% |
False |
False |
5,609 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
19.09 |
0.9% |
82% |
False |
False |
5,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,186.90 |
2.618 |
2,149.02 |
1.618 |
2,125.81 |
1.000 |
2,111.47 |
0.618 |
2,102.60 |
HIGH |
2,088.26 |
0.618 |
2,079.39 |
0.500 |
2,076.66 |
0.382 |
2,073.92 |
LOW |
2,065.05 |
0.618 |
2,050.71 |
1.000 |
2,041.84 |
1.618 |
2,027.50 |
2.618 |
2,004.29 |
4.250 |
1,966.41 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,076.66 |
2,071.09 |
PP |
2,072.94 |
2,069.23 |
S1 |
2,069.22 |
2,067.36 |
|