| 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 |
17,090.25 |
17,127.00 |
36.75 |
0.2% |
16,820.25 |
| High |
17,133.00 |
17,165.25 |
32.25 |
0.2% |
17,073.50 |
| Low |
17,055.50 |
17,077.75 |
22.25 |
0.1% |
16,758.50 |
| Close |
17,113.25 |
17,090.50 |
-22.75 |
-0.1% |
16,980.00 |
| Range |
77.50 |
87.50 |
10.00 |
12.9% |
315.00 |
| ATR |
197.26 |
189.42 |
-7.84 |
-4.0% |
0.00 |
| Volume |
424,302 |
357,702 |
-66,600 |
-15.7% |
2,740,956 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,373.75 |
17,319.50 |
17,138.50 |
|
| R3 |
17,286.25 |
17,232.00 |
17,114.50 |
|
| R2 |
17,198.75 |
17,198.75 |
17,106.50 |
|
| R1 |
17,144.50 |
17,144.50 |
17,098.50 |
17,128.00 |
| PP |
17,111.25 |
17,111.25 |
17,111.25 |
17,102.75 |
| S1 |
17,057.00 |
17,057.00 |
17,082.50 |
17,040.50 |
| S2 |
17,023.75 |
17,023.75 |
17,074.50 |
|
| S3 |
16,936.25 |
16,969.50 |
17,066.50 |
|
| S4 |
16,848.75 |
16,882.00 |
17,042.50 |
|
|
| 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 |
17,165.25 |
16,790.25 |
375.00 |
2.2% |
128.25 |
0.8% |
80% |
True |
False |
440,153 |
| 10 |
17,165.25 |
16,628.00 |
537.25 |
3.1% |
166.00 |
1.0% |
86% |
True |
False |
527,057 |
| 20 |
17,165.25 |
15,920.25 |
1,245.00 |
7.3% |
198.75 |
1.2% |
94% |
True |
False |
369,459 |
| 40 |
17,165.25 |
14,595.50 |
2,569.75 |
15.0% |
205.00 |
1.2% |
97% |
True |
False |
185,440 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
227.25 |
1.3% |
97% |
True |
False |
123,974 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
228.25 |
1.3% |
97% |
True |
False |
93,145 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
233.75 |
1.4% |
97% |
True |
False |
74,540 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
221.50 |
1.3% |
97% |
True |
False |
62,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,537.00 |
|
2.618 |
17,394.25 |
|
1.618 |
17,306.75 |
|
1.000 |
17,252.75 |
|
0.618 |
17,219.25 |
|
HIGH |
17,165.25 |
|
0.618 |
17,131.75 |
|
0.500 |
17,121.50 |
|
0.382 |
17,111.25 |
|
LOW |
17,077.75 |
|
0.618 |
17,023.75 |
|
1.000 |
16,990.25 |
|
1.618 |
16,936.25 |
|
2.618 |
16,848.75 |
|
4.250 |
16,706.00 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,121.50 |
17,082.00 |
| PP |
17,111.25 |
17,073.50 |
| S1 |
17,100.75 |
17,065.00 |
|