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 |
4,827.75 |
4,834.50 |
6.75 |
0.1% |
4,770.50 |
High |
4,836.50 |
4,841.50 |
5.00 |
0.1% |
4,830.75 |
Low |
4,816.50 |
4,828.00 |
11.50 |
0.2% |
4,743.25 |
Close |
4,833.50 |
4,832.25 |
-1.25 |
0.0% |
4,805.25 |
Range |
20.00 |
13.50 |
-6.50 |
-32.5% |
87.50 |
ATR |
42.73 |
40.64 |
-2.09 |
-4.9% |
0.00 |
Volume |
1,042,284 |
927,035 |
-115,249 |
-11.1% |
7,024,909 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,874.50 |
4,866.75 |
4,839.75 |
|
R3 |
4,861.00 |
4,853.25 |
4,836.00 |
|
R2 |
4,847.50 |
4,847.50 |
4,834.75 |
|
R1 |
4,839.75 |
4,839.75 |
4,833.50 |
4,837.00 |
PP |
4,834.00 |
4,834.00 |
4,834.00 |
4,832.50 |
S1 |
4,826.25 |
4,826.25 |
4,831.00 |
4,823.50 |
S2 |
4,820.50 |
4,820.50 |
4,829.75 |
|
S3 |
4,807.00 |
4,812.75 |
4,828.50 |
|
S4 |
4,793.50 |
4,799.25 |
4,824.75 |
|
|
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 |
4,841.50 |
4,751.00 |
90.50 |
1.9% |
30.50 |
0.6% |
90% |
True |
False |
1,134,256 |
10 |
4,841.50 |
4,743.25 |
98.25 |
2.0% |
38.25 |
0.8% |
91% |
True |
False |
1,374,959 |
20 |
4,841.50 |
4,594.00 |
247.50 |
5.1% |
41.25 |
0.9% |
96% |
True |
False |
1,079,576 |
40 |
4,841.50 |
4,237.50 |
604.00 |
12.5% |
42.75 |
0.9% |
98% |
True |
False |
542,305 |
60 |
4,841.50 |
4,167.50 |
674.00 |
13.9% |
49.75 |
1.0% |
99% |
True |
False |
362,934 |
80 |
4,841.50 |
4,167.50 |
674.00 |
13.9% |
50.25 |
1.0% |
99% |
True |
False |
272,672 |
100 |
4,841.50 |
4,167.50 |
674.00 |
13.9% |
50.50 |
1.0% |
99% |
True |
False |
218,177 |
120 |
4,841.50 |
4,167.50 |
674.00 |
13.9% |
48.50 |
1.0% |
99% |
True |
False |
181,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,899.00 |
2.618 |
4,876.75 |
1.618 |
4,863.25 |
1.000 |
4,855.00 |
0.618 |
4,849.75 |
HIGH |
4,841.50 |
0.618 |
4,836.25 |
0.500 |
4,834.75 |
0.382 |
4,833.25 |
LOW |
4,828.00 |
0.618 |
4,819.75 |
1.000 |
4,814.50 |
1.618 |
4,806.25 |
2.618 |
4,792.75 |
4.250 |
4,770.50 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,834.75 |
4,828.50 |
PP |
4,834.00 |
4,824.75 |
S1 |
4,833.00 |
4,821.00 |
|