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 |
4,834.50 |
4,834.75 |
0.25 |
0.0% |
4,800.25 |
High |
4,841.50 |
4,841.00 |
-0.50 |
0.0% |
4,841.50 |
Low |
4,828.00 |
4,796.75 |
-31.25 |
-0.6% |
4,796.75 |
Close |
4,832.25 |
4,820.00 |
-12.25 |
-0.3% |
4,820.00 |
Range |
13.50 |
44.25 |
30.75 |
227.8% |
44.75 |
ATR |
40.64 |
40.90 |
0.26 |
0.6% |
0.00 |
Volume |
927,035 |
1,281,733 |
354,698 |
38.3% |
3,939,253 |
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,952.00 |
4,930.25 |
4,844.25 |
|
R3 |
4,907.75 |
4,886.00 |
4,832.25 |
|
R2 |
4,863.50 |
4,863.50 |
4,828.00 |
|
R1 |
4,841.75 |
4,841.75 |
4,824.00 |
4,830.50 |
PP |
4,819.25 |
4,819.25 |
4,819.25 |
4,813.50 |
S1 |
4,797.50 |
4,797.50 |
4,816.00 |
4,786.25 |
S2 |
4,775.00 |
4,775.00 |
4,812.00 |
|
S3 |
4,730.75 |
4,753.25 |
4,807.75 |
|
S4 |
4,686.50 |
4,709.00 |
4,795.75 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,953.75 |
4,931.50 |
4,844.50 |
|
R3 |
4,909.00 |
4,886.75 |
4,832.25 |
|
R2 |
4,864.25 |
4,864.25 |
4,828.25 |
|
R1 |
4,842.00 |
4,842.00 |
4,824.00 |
4,853.00 |
PP |
4,819.50 |
4,819.50 |
4,819.50 |
4,825.00 |
S1 |
4,797.25 |
4,797.25 |
4,816.00 |
4,808.50 |
S2 |
4,774.75 |
4,774.75 |
4,811.75 |
|
S3 |
4,730.00 |
4,752.50 |
4,807.75 |
|
S4 |
4,685.25 |
4,707.75 |
4,795.50 |
|
|
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 |
4,784.75 |
56.75 |
1.2% |
29.75 |
0.6% |
62% |
False |
False |
1,053,190 |
10 |
4,841.50 |
4,743.25 |
98.25 |
2.0% |
38.25 |
0.8% |
78% |
False |
False |
1,276,598 |
20 |
4,841.50 |
4,599.00 |
242.50 |
5.0% |
41.75 |
0.9% |
91% |
False |
False |
1,142,871 |
40 |
4,841.50 |
4,303.50 |
538.00 |
11.2% |
42.00 |
0.9% |
96% |
False |
False |
574,248 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
49.25 |
1.0% |
97% |
False |
False |
384,221 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.00 |
1.0% |
97% |
False |
False |
288,687 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.25 |
1.0% |
97% |
False |
False |
230,994 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
48.50 |
1.0% |
97% |
False |
False |
192,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,029.00 |
2.618 |
4,956.75 |
1.618 |
4,912.50 |
1.000 |
4,885.25 |
0.618 |
4,868.25 |
HIGH |
4,841.00 |
0.618 |
4,824.00 |
0.500 |
4,819.00 |
0.382 |
4,813.75 |
LOW |
4,796.75 |
0.618 |
4,769.50 |
1.000 |
4,752.50 |
1.618 |
4,725.25 |
2.618 |
4,681.00 |
4.250 |
4,608.75 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,819.50 |
4,819.75 |
PP |
4,819.25 |
4,819.50 |
S1 |
4,819.00 |
4,819.00 |
|