Trading Metrics calculated at close of trading on 26-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
4,795.75 |
4,800.25 |
4.50 |
0.1% |
4,770.50 |
High |
4,821.75 |
4,834.50 |
12.75 |
0.3% |
4,830.75 |
Low |
4,784.75 |
4,800.25 |
15.50 |
0.3% |
4,743.25 |
Close |
4,805.25 |
4,825.00 |
19.75 |
0.4% |
4,805.25 |
Range |
37.00 |
34.25 |
-2.75 |
-7.4% |
87.50 |
ATR |
45.26 |
44.48 |
-0.79 |
-1.7% |
0.00 |
Volume |
1,326,697 |
688,201 |
-638,496 |
-48.1% |
7,024,909 |
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,922.75 |
4,908.00 |
4,843.75 |
|
R3 |
4,888.50 |
4,873.75 |
4,834.50 |
|
R2 |
4,854.25 |
4,854.25 |
4,831.25 |
|
R1 |
4,839.50 |
4,839.50 |
4,828.25 |
4,847.00 |
PP |
4,820.00 |
4,820.00 |
4,820.00 |
4,823.50 |
S1 |
4,805.25 |
4,805.25 |
4,821.75 |
4,812.50 |
S2 |
4,785.75 |
4,785.75 |
4,818.75 |
|
S3 |
4,751.50 |
4,771.00 |
4,815.50 |
|
S4 |
4,717.25 |
4,736.75 |
4,806.25 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,055.50 |
5,018.00 |
4,853.50 |
|
R3 |
4,968.00 |
4,930.50 |
4,829.25 |
|
R2 |
4,880.50 |
4,880.50 |
4,821.25 |
|
R1 |
4,843.00 |
4,843.00 |
4,813.25 |
4,861.75 |
PP |
4,793.00 |
4,793.00 |
4,793.00 |
4,802.50 |
S1 |
4,755.50 |
4,755.50 |
4,797.25 |
4,774.25 |
S2 |
4,705.50 |
4,705.50 |
4,789.25 |
|
S3 |
4,618.00 |
4,668.00 |
4,781.25 |
|
S4 |
4,530.50 |
4,580.50 |
4,757.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,834.50 |
4,743.25 |
91.25 |
1.9% |
48.00 |
1.0% |
90% |
True |
False |
1,314,816 |
10 |
4,834.50 |
4,662.25 |
172.25 |
3.6% |
45.75 |
0.9% |
94% |
True |
False |
1,561,238 |
20 |
4,834.50 |
4,594.00 |
240.50 |
5.0% |
43.25 |
0.9% |
96% |
True |
False |
982,016 |
40 |
4,834.50 |
4,188.50 |
646.00 |
13.4% |
44.50 |
0.9% |
99% |
True |
False |
493,313 |
60 |
4,834.50 |
4,167.50 |
667.00 |
13.8% |
51.50 |
1.1% |
99% |
True |
False |
330,219 |
80 |
4,834.50 |
4,167.50 |
667.00 |
13.8% |
50.75 |
1.1% |
99% |
True |
False |
248,059 |
100 |
4,834.50 |
4,167.50 |
667.00 |
13.8% |
51.25 |
1.1% |
99% |
True |
False |
198,488 |
120 |
4,834.50 |
4,167.50 |
667.00 |
13.8% |
48.75 |
1.0% |
99% |
True |
False |
165,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,980.00 |
2.618 |
4,924.25 |
1.618 |
4,890.00 |
1.000 |
4,868.75 |
0.618 |
4,855.75 |
HIGH |
4,834.50 |
0.618 |
4,821.50 |
0.500 |
4,817.50 |
0.382 |
4,813.25 |
LOW |
4,800.25 |
0.618 |
4,779.00 |
1.000 |
4,766.00 |
1.618 |
4,744.75 |
2.618 |
4,710.50 |
4.250 |
4,654.75 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,822.50 |
4,814.25 |
PP |
4,820.00 |
4,803.50 |
S1 |
4,817.50 |
4,792.75 |
|