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 |
4,574.0 |
4,569.0 |
-5.0 |
-0.1% |
4,580.0 |
High |
4,585.0 |
4,585.0 |
0.0 |
0.0% |
4,592.0 |
Low |
4,553.0 |
4,541.0 |
-12.0 |
-0.3% |
4,530.0 |
Close |
4,563.0 |
4,545.0 |
-18.0 |
-0.4% |
4,557.0 |
Range |
32.0 |
44.0 |
12.0 |
37.5% |
62.0 |
ATR |
41.0 |
41.2 |
0.2 |
0.5% |
0.0 |
Volume |
314,541 |
691,224 |
376,683 |
119.8% |
2,680,216 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,689.0 |
4,661.0 |
4,569.2 |
|
R3 |
4,645.0 |
4,617.0 |
4,557.1 |
|
R2 |
4,601.0 |
4,601.0 |
4,553.1 |
|
R1 |
4,573.0 |
4,573.0 |
4,549.0 |
4,565.0 |
PP |
4,557.0 |
4,557.0 |
4,557.0 |
4,553.0 |
S1 |
4,529.0 |
4,529.0 |
4,541.0 |
4,521.0 |
S2 |
4,513.0 |
4,513.0 |
4,536.9 |
|
S3 |
4,469.0 |
4,485.0 |
4,532.9 |
|
S4 |
4,425.0 |
4,441.0 |
4,520.8 |
|
|
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% |
40.8 |
0.9% |
24% |
False |
False |
523,478 |
10 |
4,634.0 |
4,530.0 |
104.0 |
2.3% |
44.6 |
1.0% |
14% |
False |
False |
678,017 |
20 |
4,634.0 |
4,384.0 |
250.0 |
5.5% |
40.6 |
0.9% |
64% |
False |
False |
528,824 |
40 |
4,634.0 |
4,089.0 |
545.0 |
12.0% |
36.9 |
0.8% |
84% |
False |
False |
266,136 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
38.9 |
0.9% |
85% |
False |
False |
178,122 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
36.3 |
0.8% |
85% |
False |
False |
133,783 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
30.3 |
0.7% |
85% |
False |
False |
107,027 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
25.3 |
0.6% |
85% |
False |
False |
89,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,772.0 |
2.618 |
4,700.2 |
1.618 |
4,656.2 |
1.000 |
4,629.0 |
0.618 |
4,612.2 |
HIGH |
4,585.0 |
0.618 |
4,568.2 |
0.500 |
4,563.0 |
0.382 |
4,557.8 |
LOW |
4,541.0 |
0.618 |
4,513.8 |
1.000 |
4,497.0 |
1.618 |
4,469.8 |
2.618 |
4,425.8 |
4.250 |
4,354.0 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,563.0 |
4,562.0 |
PP |
4,557.0 |
4,556.3 |
S1 |
4,551.0 |
4,550.7 |
|