| 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 |
2,066.0 |
2,079.3 |
13.3 |
0.6% |
2,033.3 |
| High |
2,080.5 |
2,095.8 |
15.3 |
0.7% |
2,083.0 |
| Low |
2,065.1 |
2,072.8 |
7.7 |
0.4% |
2,029.5 |
| Close |
2,069.8 |
2,093.1 |
23.3 |
1.1% |
2,069.1 |
| Range |
15.4 |
23.0 |
7.6 |
49.4% |
53.5 |
| ATR |
28.7 |
28.5 |
-0.2 |
-0.7% |
0.0 |
| Volume |
79,573 |
128,179 |
48,606 |
61.1% |
688,856 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.2 |
2,147.7 |
2,105.8 |
|
| R3 |
2,133.2 |
2,124.7 |
2,099.4 |
|
| R2 |
2,110.2 |
2,110.2 |
2,097.3 |
|
| R1 |
2,101.7 |
2,101.7 |
2,095.2 |
2,106.0 |
| PP |
2,087.2 |
2,087.2 |
2,087.2 |
2,089.4 |
| S1 |
2,078.7 |
2,078.7 |
2,091.0 |
2,083.0 |
| S2 |
2,064.2 |
2,064.2 |
2,088.9 |
|
| S3 |
2,041.2 |
2,055.7 |
2,086.8 |
|
| S4 |
2,018.2 |
2,032.7 |
2,080.5 |
|
|
| 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 |
2,095.8 |
2,040.6 |
55.2 |
2.6% |
18.8 |
0.9% |
95% |
True |
False |
124,084 |
| 10 |
2,095.8 |
1,987.9 |
107.9 |
5.2% |
24.9 |
1.2% |
97% |
True |
False |
149,252 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
7.9% |
30.1 |
1.4% |
64% |
False |
False |
177,285 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.4% |
26.5 |
1.3% |
70% |
False |
False |
115,088 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
14.8% |
25.9 |
1.2% |
81% |
False |
False |
79,738 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
14.8% |
23.6 |
1.1% |
81% |
False |
False |
60,638 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
14.8% |
21.9 |
1.0% |
81% |
False |
False |
48,837 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
14.8% |
21.3 |
1.0% |
81% |
False |
False |
41,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,193.6 |
|
2.618 |
2,156.0 |
|
1.618 |
2,133.0 |
|
1.000 |
2,118.8 |
|
0.618 |
2,110.0 |
|
HIGH |
2,095.8 |
|
0.618 |
2,087.0 |
|
0.500 |
2,084.3 |
|
0.382 |
2,081.6 |
|
LOW |
2,072.8 |
|
0.618 |
2,058.6 |
|
1.000 |
2,049.8 |
|
1.618 |
2,035.6 |
|
2.618 |
2,012.6 |
|
4.250 |
1,975.1 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.2 |
2,087.7 |
| PP |
2,087.2 |
2,082.4 |
| S1 |
2,084.3 |
2,077.0 |
|