| 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 |
16,964.50 |
17,090.25 |
125.75 |
0.7% |
16,820.25 |
| High |
17,111.25 |
17,133.00 |
21.75 |
0.1% |
17,073.50 |
| Low |
16,964.50 |
17,055.50 |
91.00 |
0.5% |
16,758.50 |
| Close |
17,083.50 |
17,113.25 |
29.75 |
0.2% |
16,980.00 |
| Range |
146.75 |
77.50 |
-69.25 |
-47.2% |
315.00 |
| ATR |
206.47 |
197.26 |
-9.21 |
-4.5% |
0.00 |
| Volume |
292,090 |
424,302 |
132,212 |
45.3% |
2,740,956 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,333.00 |
17,300.75 |
17,156.00 |
|
| R3 |
17,255.50 |
17,223.25 |
17,134.50 |
|
| R2 |
17,178.00 |
17,178.00 |
17,127.50 |
|
| R1 |
17,145.75 |
17,145.75 |
17,120.25 |
17,162.00 |
| PP |
17,100.50 |
17,100.50 |
17,100.50 |
17,108.75 |
| S1 |
17,068.25 |
17,068.25 |
17,106.25 |
17,084.50 |
| S2 |
17,023.00 |
17,023.00 |
17,099.00 |
|
| S3 |
16,945.50 |
16,990.75 |
17,092.00 |
|
| S4 |
16,868.00 |
16,913.25 |
17,070.50 |
|
|
| 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 |
17,133.00 |
16,758.50 |
374.50 |
2.2% |
173.75 |
1.0% |
95% |
True |
False |
499,478 |
| 10 |
17,133.00 |
16,576.00 |
557.00 |
3.3% |
180.25 |
1.1% |
96% |
True |
False |
558,501 |
| 20 |
17,133.00 |
15,920.25 |
1,212.75 |
7.1% |
204.00 |
1.2% |
98% |
True |
False |
351,741 |
| 40 |
17,133.00 |
14,494.00 |
2,639.00 |
15.4% |
207.50 |
1.2% |
99% |
True |
False |
176,526 |
| 60 |
17,133.00 |
14,322.75 |
2,810.25 |
16.4% |
232.00 |
1.4% |
99% |
True |
False |
118,027 |
| 80 |
17,133.00 |
14,322.75 |
2,810.25 |
16.4% |
229.00 |
1.3% |
99% |
True |
False |
88,674 |
| 100 |
17,133.00 |
14,322.75 |
2,810.25 |
16.4% |
234.25 |
1.4% |
99% |
True |
False |
70,963 |
| 120 |
17,133.00 |
14,322.75 |
2,810.25 |
16.4% |
221.50 |
1.3% |
99% |
True |
False |
59,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,462.50 |
|
2.618 |
17,336.00 |
|
1.618 |
17,258.50 |
|
1.000 |
17,210.50 |
|
0.618 |
17,181.00 |
|
HIGH |
17,133.00 |
|
0.618 |
17,103.50 |
|
0.500 |
17,094.25 |
|
0.382 |
17,085.00 |
|
LOW |
17,055.50 |
|
0.618 |
17,007.50 |
|
1.000 |
16,978.00 |
|
1.618 |
16,930.00 |
|
2.618 |
16,852.50 |
|
4.250 |
16,726.00 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,107.00 |
17,079.50 |
| PP |
17,100.50 |
17,046.00 |
| S1 |
17,094.25 |
17,012.25 |
|