| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,899.0 |
16,956.0 |
57.0 |
0.3% |
16,926.0 |
| High |
16,916.0 |
16,976.0 |
60.0 |
0.4% |
16,999.0 |
| Low |
16,830.0 |
16,871.0 |
41.0 |
0.2% |
16,795.0 |
| Close |
16,891.0 |
16,916.0 |
25.0 |
0.1% |
16,891.0 |
| Range |
86.0 |
105.0 |
19.0 |
22.1% |
204.0 |
| ATR |
143.8 |
141.1 |
-2.8 |
-1.9% |
0.0 |
| Volume |
32,322 |
35,244 |
2,922 |
9.0% |
206,378 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,236.0 |
17,181.0 |
16,973.8 |
|
| R3 |
17,131.0 |
17,076.0 |
16,944.9 |
|
| R2 |
17,026.0 |
17,026.0 |
16,935.3 |
|
| R1 |
16,971.0 |
16,971.0 |
16,925.6 |
16,946.0 |
| PP |
16,921.0 |
16,921.0 |
16,921.0 |
16,908.5 |
| S1 |
16,866.0 |
16,866.0 |
16,906.4 |
16,841.0 |
| S2 |
16,816.0 |
16,816.0 |
16,896.8 |
|
| S3 |
16,711.0 |
16,761.0 |
16,887.1 |
|
| S4 |
16,606.0 |
16,656.0 |
16,858.3 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,507.0 |
17,403.0 |
17,003.2 |
|
| R3 |
17,303.0 |
17,199.0 |
16,947.1 |
|
| R2 |
17,099.0 |
17,099.0 |
16,928.4 |
|
| R1 |
16,995.0 |
16,995.0 |
16,909.7 |
16,945.0 |
| PP |
16,895.0 |
16,895.0 |
16,895.0 |
16,870.0 |
| S1 |
16,791.0 |
16,791.0 |
16,872.3 |
16,741.0 |
| S2 |
16,691.0 |
16,691.0 |
16,853.6 |
|
| S3 |
16,487.0 |
16,587.0 |
16,834.9 |
|
| S4 |
16,283.0 |
16,383.0 |
16,778.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,999.0 |
16,795.0 |
204.0 |
1.2% |
127.4 |
0.8% |
59% |
False |
False |
39,901 |
| 10 |
17,200.0 |
16,795.0 |
405.0 |
2.4% |
155.0 |
0.9% |
30% |
False |
False |
46,472 |
| 20 |
17,200.0 |
16,133.0 |
1,067.0 |
6.3% |
140.9 |
0.8% |
73% |
False |
False |
25,513 |
| 40 |
17,200.0 |
14,938.0 |
2,262.0 |
13.4% |
119.0 |
0.7% |
87% |
False |
False |
12,774 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
115.1 |
0.7% |
88% |
False |
False |
8,527 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
103.0 |
0.6% |
88% |
False |
False |
6,398 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
89.8 |
0.5% |
88% |
False |
False |
5,118 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
74.9 |
0.4% |
88% |
False |
False |
4,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,422.3 |
|
2.618 |
17,250.9 |
|
1.618 |
17,145.9 |
|
1.000 |
17,081.0 |
|
0.618 |
17,040.9 |
|
HIGH |
16,976.0 |
|
0.618 |
16,935.9 |
|
0.500 |
16,923.5 |
|
0.382 |
16,911.1 |
|
LOW |
16,871.0 |
|
0.618 |
16,806.1 |
|
1.000 |
16,766.0 |
|
1.618 |
16,701.1 |
|
2.618 |
16,596.1 |
|
4.250 |
16,424.8 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,923.5 |
16,907.2 |
| PP |
16,921.0 |
16,898.3 |
| S1 |
16,918.5 |
16,889.5 |
|