| 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 |
2,077.40 |
2,065.51 |
-11.89 |
-0.6% |
2,055.41 |
| High |
2,088.26 |
2,074.38 |
-13.88 |
-0.7% |
2,088.26 |
| Low |
2,065.05 |
2,059.95 |
-5.10 |
-0.2% |
2,053.92 |
| Close |
2,065.50 |
2,062.94 |
-2.56 |
-0.1% |
2,062.94 |
| Range |
23.21 |
14.43 |
-8.78 |
-37.8% |
34.34 |
| ATR |
23.50 |
22.85 |
-0.65 |
-2.8% |
0.00 |
| Volume |
5,483 |
5,521 |
38 |
0.7% |
22,254 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.05 |
2,100.42 |
2,070.88 |
|
| R3 |
2,094.62 |
2,085.99 |
2,066.91 |
|
| R2 |
2,080.19 |
2,080.19 |
2,065.59 |
|
| R1 |
2,071.56 |
2,071.56 |
2,064.26 |
2,068.66 |
| PP |
2,065.76 |
2,065.76 |
2,065.76 |
2,064.31 |
| S1 |
2,057.13 |
2,057.13 |
2,061.62 |
2,054.23 |
| S2 |
2,051.33 |
2,051.33 |
2,060.29 |
|
| S3 |
2,036.90 |
2,042.70 |
2,058.97 |
|
| S4 |
2,022.47 |
2,028.27 |
2,055.00 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.39 |
2,151.51 |
2,081.83 |
|
| R3 |
2,137.05 |
2,117.17 |
2,072.38 |
|
| R2 |
2,102.71 |
2,102.71 |
2,069.24 |
|
| R1 |
2,082.83 |
2,082.83 |
2,066.09 |
2,092.77 |
| PP |
2,068.37 |
2,068.37 |
2,068.37 |
2,073.35 |
| S1 |
2,048.49 |
2,048.49 |
2,059.79 |
2,058.43 |
| S2 |
2,034.03 |
2,034.03 |
2,056.64 |
|
| S3 |
1,999.69 |
2,014.15 |
2,053.50 |
|
| S4 |
1,965.35 |
1,979.81 |
2,044.05 |
|
|
| 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 |
2,045.90 |
42.36 |
2.1% |
19.31 |
0.9% |
40% |
False |
False |
5,524 |
| 10 |
2,088.26 |
2,016.68 |
71.58 |
3.5% |
19.23 |
0.9% |
65% |
False |
False |
5,512 |
| 20 |
2,122.65 |
1,973.95 |
148.70 |
7.2% |
27.34 |
1.3% |
60% |
False |
False |
5,403 |
| 40 |
2,122.65 |
1,933.24 |
189.41 |
9.2% |
23.07 |
1.1% |
68% |
False |
False |
5,507 |
| 60 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
23.08 |
1.1% |
81% |
False |
False |
5,496 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
21.04 |
1.0% |
81% |
False |
False |
5,578 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
19.54 |
0.9% |
81% |
False |
False |
5,612 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.0% |
19.09 |
0.9% |
81% |
False |
False |
5,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.71 |
|
2.618 |
2,112.16 |
|
1.618 |
2,097.73 |
|
1.000 |
2,088.81 |
|
0.618 |
2,083.30 |
|
HIGH |
2,074.38 |
|
0.618 |
2,068.87 |
|
0.500 |
2,067.17 |
|
0.382 |
2,065.46 |
|
LOW |
2,059.95 |
|
0.618 |
2,051.03 |
|
1.000 |
2,045.52 |
|
1.618 |
2,036.60 |
|
2.618 |
2,022.17 |
|
4.250 |
1,998.62 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.17 |
2,074.11 |
| PP |
2,065.76 |
2,070.38 |
| S1 |
2,064.35 |
2,066.66 |
|