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 |
4,569.0 |
4,544.0 |
-25.0 |
-0.5% |
4,574.0 |
High |
4,585.0 |
4,567.0 |
-18.0 |
-0.4% |
4,585.0 |
Low |
4,541.0 |
4,541.0 |
0.0 |
0.0% |
4,541.0 |
Close |
4,545.0 |
4,543.0 |
-2.0 |
0.0% |
4,543.0 |
Range |
44.0 |
26.0 |
-18.0 |
-40.9% |
44.0 |
ATR |
41.2 |
40.1 |
-1.1 |
-2.6% |
0.0 |
Volume |
691,224 |
396,094 |
-295,130 |
-42.7% |
1,401,859 |
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,628.3 |
4,611.7 |
4,557.3 |
|
R3 |
4,602.3 |
4,585.7 |
4,550.2 |
|
R2 |
4,576.3 |
4,576.3 |
4,547.8 |
|
R1 |
4,559.7 |
4,559.7 |
4,545.4 |
4,555.0 |
PP |
4,550.3 |
4,550.3 |
4,550.3 |
4,548.0 |
S1 |
4,533.7 |
4,533.7 |
4,540.6 |
4,529.0 |
S2 |
4,524.3 |
4,524.3 |
4,538.2 |
|
S3 |
4,498.3 |
4,507.7 |
4,535.9 |
|
S4 |
4,472.3 |
4,481.7 |
4,528.7 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.3 |
4,659.7 |
4,567.2 |
|
R3 |
4,644.3 |
4,615.7 |
4,555.1 |
|
R2 |
4,600.3 |
4,600.3 |
4,551.1 |
|
R1 |
4,571.7 |
4,571.7 |
4,547.0 |
4,564.0 |
PP |
4,556.3 |
4,556.3 |
4,556.3 |
4,552.5 |
S1 |
4,527.7 |
4,527.7 |
4,539.0 |
4,520.0 |
S2 |
4,512.3 |
4,512.3 |
4,534.9 |
|
S3 |
4,468.3 |
4,483.7 |
4,530.9 |
|
S4 |
4,424.3 |
4,439.7 |
4,518.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,585.0 |
4,537.0 |
48.0 |
1.1% |
33.6 |
0.7% |
13% |
False |
False |
477,483 |
10 |
4,634.0 |
4,530.0 |
104.0 |
2.3% |
42.1 |
0.9% |
13% |
False |
False |
618,566 |
20 |
4,634.0 |
4,402.0 |
232.0 |
5.1% |
40.0 |
0.9% |
61% |
False |
False |
547,596 |
40 |
4,634.0 |
4,094.0 |
540.0 |
11.9% |
37.0 |
0.8% |
83% |
False |
False |
276,037 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
38.8 |
0.9% |
85% |
False |
False |
184,722 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
36.7 |
0.8% |
85% |
False |
False |
138,684 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
30.6 |
0.7% |
85% |
False |
False |
110,988 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
25.5 |
0.6% |
85% |
False |
False |
92,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,677.5 |
2.618 |
4,635.1 |
1.618 |
4,609.1 |
1.000 |
4,593.0 |
0.618 |
4,583.1 |
HIGH |
4,567.0 |
0.618 |
4,557.1 |
0.500 |
4,554.0 |
0.382 |
4,550.9 |
LOW |
4,541.0 |
0.618 |
4,524.9 |
1.000 |
4,515.0 |
1.618 |
4,498.9 |
2.618 |
4,472.9 |
4.250 |
4,430.5 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,554.0 |
4,563.0 |
PP |
4,550.3 |
4,556.3 |
S1 |
4,546.7 |
4,549.7 |
|