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 |
44,785 |
43,780 |
-1,005 |
-2.2% |
42,020 |
High |
44,785 |
44,820 |
35 |
0.1% |
45,740 |
Low |
42,815 |
43,290 |
475 |
1.1% |
41,615 |
Close |
43,310 |
44,710 |
1,400 |
3.2% |
44,945 |
Range |
1,970 |
1,530 |
-440 |
-22.3% |
4,125 |
ATR |
1,771 |
1,754 |
-17 |
-1.0% |
0 |
Volume |
2,080 |
1,785 |
-295 |
-14.2% |
2,812 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48,863 |
48,317 |
45,552 |
|
R3 |
47,333 |
46,787 |
45,131 |
|
R2 |
45,803 |
45,803 |
44,991 |
|
R1 |
45,257 |
45,257 |
44,850 |
45,530 |
PP |
44,273 |
44,273 |
44,273 |
44,410 |
S1 |
43,727 |
43,727 |
44,570 |
44,000 |
S2 |
42,743 |
42,743 |
44,430 |
|
S3 |
41,213 |
42,197 |
44,289 |
|
S4 |
39,683 |
40,667 |
43,869 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56,475 |
54,835 |
47,214 |
|
R3 |
52,350 |
50,710 |
46,079 |
|
R2 |
48,225 |
48,225 |
45,701 |
|
R1 |
46,585 |
46,585 |
45,323 |
47,405 |
PP |
44,100 |
44,100 |
44,100 |
44,510 |
S1 |
42,460 |
42,460 |
44,567 |
43,280 |
S2 |
39,975 |
39,975 |
44,189 |
|
S3 |
35,850 |
38,335 |
43,811 |
|
S4 |
31,725 |
34,210 |
42,676 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,740 |
42,815 |
2,925 |
6.5% |
1,324 |
3.0% |
65% |
False |
False |
1,279 |
10 |
45,740 |
41,615 |
4,125 |
9.2% |
1,643 |
3.7% |
75% |
False |
False |
697 |
20 |
46,035 |
38,670 |
7,365 |
16.5% |
1,671 |
3.7% |
82% |
False |
False |
405 |
40 |
46,035 |
35,135 |
10,900 |
24.4% |
1,520 |
3.4% |
88% |
False |
False |
215 |
60 |
46,035 |
27,315 |
18,720 |
41.9% |
1,247 |
2.8% |
93% |
False |
False |
145 |
80 |
46,035 |
26,025 |
20,010 |
44.8% |
982 |
2.2% |
93% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51,323 |
2.618 |
48,826 |
1.618 |
47,296 |
1.000 |
46,350 |
0.618 |
45,766 |
HIGH |
44,820 |
0.618 |
44,236 |
0.500 |
44,055 |
0.382 |
43,874 |
LOW |
43,290 |
0.618 |
42,344 |
1.000 |
41,760 |
1.618 |
40,814 |
2.618 |
39,284 |
4.250 |
36,788 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
44,492 |
44,566 |
PP |
44,273 |
44,422 |
S1 |
44,055 |
44,278 |
|