| 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 |
2,089.5 |
2,076.1 |
-13.4 |
-0.6% |
2,066.0 |
| High |
2,098.2 |
2,084.1 |
-14.1 |
-0.7% |
2,098.2 |
| Low |
2,074.6 |
2,067.6 |
-7.0 |
-0.3% |
2,065.1 |
| Close |
2,083.5 |
2,071.8 |
-11.7 |
-0.6% |
2,071.8 |
| Range |
23.6 |
16.5 |
-7.1 |
-30.1% |
33.1 |
| ATR |
28.2 |
27.4 |
-0.8 |
-3.0% |
0.0 |
| Volume |
129,544 |
105,724 |
-23,820 |
-18.4% |
443,020 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.0 |
2,114.4 |
2,080.9 |
|
| R3 |
2,107.5 |
2,097.9 |
2,076.3 |
|
| R2 |
2,091.0 |
2,091.0 |
2,074.8 |
|
| R1 |
2,081.4 |
2,081.4 |
2,073.3 |
2,078.0 |
| PP |
2,074.5 |
2,074.5 |
2,074.5 |
2,072.8 |
| S1 |
2,064.9 |
2,064.9 |
2,070.3 |
2,061.5 |
| S2 |
2,058.0 |
2,058.0 |
2,068.8 |
|
| S3 |
2,041.5 |
2,048.4 |
2,067.3 |
|
| S4 |
2,025.0 |
2,031.9 |
2,062.7 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.7 |
2,157.8 |
2,090.0 |
|
| R3 |
2,144.6 |
2,124.7 |
2,080.9 |
|
| R2 |
2,111.5 |
2,111.5 |
2,077.9 |
|
| R1 |
2,091.6 |
2,091.6 |
2,074.8 |
2,101.6 |
| PP |
2,078.4 |
2,078.4 |
2,078.4 |
2,083.3 |
| S1 |
2,058.5 |
2,058.5 |
2,068.8 |
2,068.5 |
| S2 |
2,045.3 |
2,045.3 |
2,065.7 |
|
| S3 |
2,012.2 |
2,025.4 |
2,062.7 |
|
| S4 |
1,979.1 |
1,992.3 |
2,053.6 |
|
|
| 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 |
2,058.2 |
40.0 |
1.9% |
20.7 |
1.0% |
34% |
False |
False |
122,634 |
| 10 |
2,098.2 |
2,029.2 |
69.0 |
3.3% |
20.9 |
1.0% |
62% |
False |
False |
130,402 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
7.9% |
30.4 |
1.5% |
51% |
False |
False |
171,563 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.5% |
26.1 |
1.3% |
59% |
False |
False |
120,383 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
26.0 |
1.3% |
74% |
False |
False |
83,445 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
23.6 |
1.1% |
74% |
False |
False |
63,535 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
22.0 |
1.1% |
74% |
False |
False |
51,160 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.0% |
21.4 |
1.0% |
74% |
False |
False |
42,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.2 |
|
2.618 |
2,127.3 |
|
1.618 |
2,110.8 |
|
1.000 |
2,100.6 |
|
0.618 |
2,094.3 |
|
HIGH |
2,084.1 |
|
0.618 |
2,077.8 |
|
0.500 |
2,075.9 |
|
0.382 |
2,073.9 |
|
LOW |
2,067.6 |
|
0.618 |
2,057.4 |
|
1.000 |
2,051.1 |
|
1.618 |
2,040.9 |
|
2.618 |
2,024.4 |
|
4.250 |
1,997.5 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.9 |
2,082.9 |
| PP |
2,074.5 |
2,079.2 |
| S1 |
2,073.2 |
2,075.5 |
|