Trading Metrics calculated at close of trading on 27-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,569.0 |
4,574.0 |
5.0 |
0.1% |
4,580.0 |
High |
4,569.0 |
4,585.0 |
16.0 |
0.4% |
4,592.0 |
Low |
4,539.0 |
4,553.0 |
14.0 |
0.3% |
4,530.0 |
Close |
4,557.0 |
4,563.0 |
6.0 |
0.1% |
4,557.0 |
Range |
30.0 |
32.0 |
2.0 |
6.7% |
62.0 |
ATR |
41.7 |
41.0 |
-0.7 |
-1.7% |
0.0 |
Volume |
439,410 |
314,541 |
-124,869 |
-28.4% |
2,680,216 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,663.0 |
4,645.0 |
4,580.6 |
|
R3 |
4,631.0 |
4,613.0 |
4,571.8 |
|
R2 |
4,599.0 |
4,599.0 |
4,568.9 |
|
R1 |
4,581.0 |
4,581.0 |
4,565.9 |
4,574.0 |
PP |
4,567.0 |
4,567.0 |
4,567.0 |
4,563.5 |
S1 |
4,549.0 |
4,549.0 |
4,560.1 |
4,542.0 |
S2 |
4,535.0 |
4,535.0 |
4,557.1 |
|
S3 |
4,503.0 |
4,517.0 |
4,554.2 |
|
S4 |
4,471.0 |
4,485.0 |
4,545.4 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,745.7 |
4,713.3 |
4,591.1 |
|
R3 |
4,683.7 |
4,651.3 |
4,574.1 |
|
R2 |
4,621.7 |
4,621.7 |
4,568.4 |
|
R1 |
4,589.3 |
4,589.3 |
4,562.7 |
4,574.5 |
PP |
4,559.7 |
4,559.7 |
4,559.7 |
4,552.3 |
S1 |
4,527.3 |
4,527.3 |
4,551.3 |
4,512.5 |
S2 |
4,497.7 |
4,497.7 |
4,545.6 |
|
S3 |
4,435.7 |
4,465.3 |
4,540.0 |
|
S4 |
4,373.7 |
4,403.3 |
4,522.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,592.0 |
4,530.0 |
62.0 |
1.4% |
37.4 |
0.8% |
53% |
False |
False |
490,117 |
10 |
4,634.0 |
4,530.0 |
104.0 |
2.3% |
43.0 |
0.9% |
32% |
False |
False |
741,978 |
20 |
4,634.0 |
4,370.0 |
264.0 |
5.8% |
39.4 |
0.9% |
73% |
False |
False |
496,029 |
40 |
4,634.0 |
4,068.0 |
566.0 |
12.4% |
36.4 |
0.8% |
87% |
False |
False |
248,856 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
39.6 |
0.9% |
88% |
False |
False |
166,604 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
36.2 |
0.8% |
88% |
False |
False |
125,143 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
29.9 |
0.7% |
88% |
False |
False |
100,115 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
24.9 |
0.5% |
88% |
False |
False |
83,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,721.0 |
2.618 |
4,668.8 |
1.618 |
4,636.8 |
1.000 |
4,617.0 |
0.618 |
4,604.8 |
HIGH |
4,585.0 |
0.618 |
4,572.8 |
0.500 |
4,569.0 |
0.382 |
4,565.2 |
LOW |
4,553.0 |
0.618 |
4,533.2 |
1.000 |
4,521.0 |
1.618 |
4,501.2 |
2.618 |
4,469.2 |
4.250 |
4,417.0 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,569.0 |
4,562.3 |
PP |
4,567.0 |
4,561.7 |
S1 |
4,565.0 |
4,561.0 |
|