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 |
4,800.25 |
4,827.75 |
27.50 |
0.6% |
4,770.50 |
High |
4,834.50 |
4,836.50 |
2.00 |
0.0% |
4,830.75 |
Low |
4,800.25 |
4,816.50 |
16.25 |
0.3% |
4,743.25 |
Close |
4,825.00 |
4,833.50 |
8.50 |
0.2% |
4,805.25 |
Range |
34.25 |
20.00 |
-14.25 |
-41.6% |
87.50 |
ATR |
44.48 |
42.73 |
-1.75 |
-3.9% |
0.00 |
Volume |
688,201 |
1,042,284 |
354,083 |
51.5% |
7,024,909 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,888.75 |
4,881.25 |
4,844.50 |
|
R3 |
4,868.75 |
4,861.25 |
4,839.00 |
|
R2 |
4,848.75 |
4,848.75 |
4,837.25 |
|
R1 |
4,841.25 |
4,841.25 |
4,835.25 |
4,845.00 |
PP |
4,828.75 |
4,828.75 |
4,828.75 |
4,830.75 |
S1 |
4,821.25 |
4,821.25 |
4,831.75 |
4,825.00 |
S2 |
4,808.75 |
4,808.75 |
4,829.75 |
|
S3 |
4,788.75 |
4,801.25 |
4,828.00 |
|
S4 |
4,768.75 |
4,781.25 |
4,822.50 |
|
|
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 |
4,836.50 |
4,743.25 |
93.25 |
1.9% |
45.25 |
0.9% |
97% |
True |
False |
1,298,678 |
10 |
4,836.50 |
4,696.75 |
139.75 |
2.9% |
43.75 |
0.9% |
98% |
True |
False |
1,479,354 |
20 |
4,836.50 |
4,594.00 |
242.50 |
5.0% |
42.75 |
0.9% |
99% |
True |
False |
1,033,681 |
40 |
4,836.50 |
4,212.50 |
624.00 |
12.9% |
43.75 |
0.9% |
100% |
True |
False |
519,289 |
60 |
4,836.50 |
4,167.50 |
669.00 |
13.8% |
51.00 |
1.1% |
100% |
True |
False |
347,523 |
80 |
4,836.50 |
4,167.50 |
669.00 |
13.8% |
50.50 |
1.0% |
100% |
True |
False |
261,087 |
100 |
4,836.50 |
4,167.50 |
669.00 |
13.8% |
50.75 |
1.0% |
100% |
True |
False |
208,909 |
120 |
4,836.50 |
4,167.50 |
669.00 |
13.8% |
48.50 |
1.0% |
100% |
True |
False |
174,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,921.50 |
2.618 |
4,888.75 |
1.618 |
4,868.75 |
1.000 |
4,856.50 |
0.618 |
4,848.75 |
HIGH |
4,836.50 |
0.618 |
4,828.75 |
0.500 |
4,826.50 |
0.382 |
4,824.25 |
LOW |
4,816.50 |
0.618 |
4,804.25 |
1.000 |
4,796.50 |
1.618 |
4,784.25 |
2.618 |
4,764.25 |
4.250 |
4,731.50 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,831.25 |
4,826.00 |
PP |
4,828.75 |
4,818.25 |
S1 |
4,826.50 |
4,810.50 |
|