| 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 |
2,079.3 |
2,089.5 |
10.2 |
0.5% |
2,033.3 |
| High |
2,095.8 |
2,098.2 |
2.4 |
0.1% |
2,083.0 |
| Low |
2,072.8 |
2,074.6 |
1.8 |
0.1% |
2,029.5 |
| Close |
2,093.1 |
2,083.5 |
-9.6 |
-0.5% |
2,069.1 |
| Range |
23.0 |
23.6 |
0.6 |
2.6% |
53.5 |
| ATR |
28.5 |
28.2 |
-0.4 |
-1.2% |
0.0 |
| Volume |
128,179 |
129,544 |
1,365 |
1.1% |
688,856 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.2 |
2,143.5 |
2,096.5 |
|
| R3 |
2,132.6 |
2,119.9 |
2,090.0 |
|
| R2 |
2,109.0 |
2,109.0 |
2,087.8 |
|
| R1 |
2,096.3 |
2,096.3 |
2,085.7 |
2,090.9 |
| PP |
2,085.4 |
2,085.4 |
2,085.4 |
2,082.7 |
| S1 |
2,072.7 |
2,072.7 |
2,081.3 |
2,067.3 |
| S2 |
2,061.8 |
2,061.8 |
2,079.2 |
|
| S3 |
2,038.2 |
2,049.1 |
2,077.0 |
|
| S4 |
2,014.6 |
2,025.5 |
2,070.5 |
|
|
| 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 |
2,098.2 |
2,043.3 |
54.9 |
2.6% |
20.3 |
1.0% |
73% |
True |
False |
125,479 |
| 10 |
2,098.2 |
2,029.2 |
69.0 |
3.3% |
21.7 |
1.0% |
79% |
True |
False |
142,939 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
7.9% |
30.4 |
1.5% |
58% |
False |
False |
173,873 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.5% |
26.4 |
1.3% |
65% |
False |
False |
118,090 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
26.0 |
1.2% |
78% |
False |
False |
81,789 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
23.6 |
1.1% |
78% |
False |
False |
62,228 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
22.0 |
1.1% |
78% |
False |
False |
50,120 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
21.4 |
1.0% |
78% |
False |
False |
42,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.5 |
|
2.618 |
2,160.0 |
|
1.618 |
2,136.4 |
|
1.000 |
2,121.8 |
|
0.618 |
2,112.8 |
|
HIGH |
2,098.2 |
|
0.618 |
2,089.2 |
|
0.500 |
2,086.4 |
|
0.382 |
2,083.6 |
|
LOW |
2,074.6 |
|
0.618 |
2,060.0 |
|
1.000 |
2,051.0 |
|
1.618 |
2,036.4 |
|
2.618 |
2,012.8 |
|
4.250 |
1,974.3 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.4 |
2,082.9 |
| PP |
2,085.4 |
2,082.3 |
| S1 |
2,084.5 |
2,081.7 |
|