| 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 |
2,061.2 |
2,066.0 |
4.8 |
0.2% |
2,033.3 |
| High |
2,083.0 |
2,080.5 |
-2.5 |
-0.1% |
2,083.0 |
| Low |
2,058.2 |
2,065.1 |
6.9 |
0.3% |
2,029.5 |
| Close |
2,069.1 |
2,069.8 |
0.7 |
0.0% |
2,069.1 |
| Range |
24.8 |
15.4 |
-9.4 |
-37.9% |
53.5 |
| ATR |
29.8 |
28.7 |
-1.0 |
-3.4% |
0.0 |
| Volume |
170,150 |
79,573 |
-90,577 |
-53.2% |
688,856 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.0 |
2,109.3 |
2,078.3 |
|
| R3 |
2,102.6 |
2,093.9 |
2,074.0 |
|
| R2 |
2,087.2 |
2,087.2 |
2,072.6 |
|
| R1 |
2,078.5 |
2,078.5 |
2,071.2 |
2,082.9 |
| PP |
2,071.8 |
2,071.8 |
2,071.8 |
2,074.0 |
| S1 |
2,063.1 |
2,063.1 |
2,068.4 |
2,067.5 |
| S2 |
2,056.4 |
2,056.4 |
2,067.0 |
|
| S3 |
2,041.0 |
2,047.7 |
2,065.6 |
|
| S4 |
2,025.6 |
2,032.3 |
2,061.3 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.0 |
2,198.6 |
2,098.5 |
|
| R3 |
2,167.5 |
2,145.1 |
2,083.8 |
|
| R2 |
2,114.0 |
2,114.0 |
2,078.9 |
|
| R1 |
2,091.6 |
2,091.6 |
2,074.0 |
2,102.8 |
| PP |
2,060.5 |
2,060.5 |
2,060.5 |
2,066.2 |
| S1 |
2,038.1 |
2,038.1 |
2,064.2 |
2,049.3 |
| S2 |
2,007.0 |
2,007.0 |
2,059.3 |
|
| S3 |
1,953.5 |
1,984.6 |
2,054.4 |
|
| S4 |
1,900.0 |
1,931.1 |
2,039.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,083.0 |
2,034.8 |
48.2 |
2.3% |
19.5 |
0.9% |
73% |
False |
False |
125,404 |
| 10 |
2,083.0 |
1,987.9 |
95.1 |
4.6% |
24.6 |
1.2% |
86% |
False |
False |
151,288 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
7.9% |
30.6 |
1.5% |
50% |
False |
False |
180,647 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.5% |
26.4 |
1.3% |
58% |
False |
False |
112,074 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
25.8 |
1.2% |
73% |
False |
False |
77,685 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
23.5 |
1.1% |
73% |
False |
False |
59,061 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
22.0 |
1.1% |
73% |
False |
False |
47,571 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
21.3 |
1.0% |
73% |
False |
False |
39,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,146.0 |
|
2.618 |
2,120.8 |
|
1.618 |
2,105.4 |
|
1.000 |
2,095.9 |
|
0.618 |
2,090.0 |
|
HIGH |
2,080.5 |
|
0.618 |
2,074.6 |
|
0.500 |
2,072.8 |
|
0.382 |
2,071.0 |
|
LOW |
2,065.1 |
|
0.618 |
2,055.6 |
|
1.000 |
2,049.7 |
|
1.618 |
2,040.2 |
|
2.618 |
2,024.8 |
|
4.250 |
1,999.7 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.8 |
2,067.6 |
| PP |
2,071.8 |
2,065.4 |
| S1 |
2,070.8 |
2,063.2 |
|