| 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 |
16,956.00 |
16,964.50 |
8.50 |
0.1% |
16,820.25 |
| High |
17,041.50 |
17,111.25 |
69.75 |
0.4% |
17,073.50 |
| Low |
16,891.50 |
16,964.50 |
73.00 |
0.4% |
16,758.50 |
| Close |
16,980.00 |
17,083.50 |
103.50 |
0.6% |
16,980.00 |
| Range |
150.00 |
146.75 |
-3.25 |
-2.2% |
315.00 |
| ATR |
211.06 |
206.47 |
-4.59 |
-2.2% |
0.00 |
| Volume |
486,853 |
292,090 |
-194,763 |
-40.0% |
2,740,956 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,493.25 |
17,435.25 |
17,164.25 |
|
| R3 |
17,346.50 |
17,288.50 |
17,123.75 |
|
| R2 |
17,199.75 |
17,199.75 |
17,110.50 |
|
| R1 |
17,141.75 |
17,141.75 |
17,097.00 |
17,170.75 |
| PP |
17,053.00 |
17,053.00 |
17,053.00 |
17,067.50 |
| S1 |
16,995.00 |
16,995.00 |
17,070.00 |
17,024.00 |
| S2 |
16,906.25 |
16,906.25 |
17,056.50 |
|
| S3 |
16,759.50 |
16,848.25 |
17,043.25 |
|
| S4 |
16,612.75 |
16,701.50 |
17,002.75 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,882.25 |
17,746.25 |
17,153.25 |
|
| R3 |
17,567.25 |
17,431.25 |
17,066.50 |
|
| R2 |
17,252.25 |
17,252.25 |
17,037.75 |
|
| R1 |
17,116.25 |
17,116.25 |
17,009.00 |
17,184.25 |
| PP |
16,937.25 |
16,937.25 |
16,937.25 |
16,971.50 |
| S1 |
16,801.25 |
16,801.25 |
16,951.00 |
16,869.25 |
| S2 |
16,622.25 |
16,622.25 |
16,922.25 |
|
| S3 |
16,307.25 |
16,486.25 |
16,893.50 |
|
| S4 |
15,992.25 |
16,171.25 |
16,806.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,111.25 |
16,758.50 |
352.75 |
2.1% |
182.00 |
1.1% |
92% |
True |
False |
513,921 |
| 10 |
17,111.25 |
16,396.50 |
714.75 |
4.2% |
192.75 |
1.1% |
96% |
True |
False |
577,518 |
| 20 |
17,111.25 |
15,920.25 |
1,191.00 |
7.0% |
206.25 |
1.2% |
98% |
True |
False |
330,669 |
| 40 |
17,111.25 |
14,488.75 |
2,622.50 |
15.4% |
210.00 |
1.2% |
99% |
True |
False |
165,953 |
| 60 |
17,111.25 |
14,322.75 |
2,788.50 |
16.3% |
234.50 |
1.4% |
99% |
True |
False |
110,971 |
| 80 |
17,111.25 |
14,322.75 |
2,788.50 |
16.3% |
230.50 |
1.3% |
99% |
True |
False |
83,371 |
| 100 |
17,111.25 |
14,322.75 |
2,788.50 |
16.3% |
236.00 |
1.4% |
99% |
True |
False |
66,720 |
| 120 |
17,111.25 |
14,322.75 |
2,788.50 |
16.3% |
222.25 |
1.3% |
99% |
True |
False |
55,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,735.00 |
|
2.618 |
17,495.50 |
|
1.618 |
17,348.75 |
|
1.000 |
17,258.00 |
|
0.618 |
17,202.00 |
|
HIGH |
17,111.25 |
|
0.618 |
17,055.25 |
|
0.500 |
17,038.00 |
|
0.382 |
17,020.50 |
|
LOW |
16,964.50 |
|
0.618 |
16,873.75 |
|
1.000 |
16,817.75 |
|
1.618 |
16,727.00 |
|
2.618 |
16,580.25 |
|
4.250 |
16,340.75 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,068.25 |
17,039.25 |
| PP |
17,053.00 |
16,995.00 |
| S1 |
17,038.00 |
16,950.75 |
|