| 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 |
16,956.0 |
16,940.0 |
-16.0 |
-0.1% |
16,926.0 |
| High |
16,976.0 |
16,983.0 |
7.0 |
0.0% |
16,999.0 |
| Low |
16,871.0 |
16,848.0 |
-23.0 |
-0.1% |
16,795.0 |
| Close |
16,916.0 |
16,864.0 |
-52.0 |
-0.3% |
16,891.0 |
| Range |
105.0 |
135.0 |
30.0 |
28.6% |
204.0 |
| ATR |
141.1 |
140.6 |
-0.4 |
-0.3% |
0.0 |
| Volume |
35,244 |
57,490 |
22,246 |
63.1% |
206,378 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,303.3 |
17,218.7 |
16,938.3 |
|
| R3 |
17,168.3 |
17,083.7 |
16,901.1 |
|
| R2 |
17,033.3 |
17,033.3 |
16,888.8 |
|
| R1 |
16,948.7 |
16,948.7 |
16,876.4 |
16,923.5 |
| PP |
16,898.3 |
16,898.3 |
16,898.3 |
16,885.8 |
| S1 |
16,813.7 |
16,813.7 |
16,851.6 |
16,788.5 |
| S2 |
16,763.3 |
16,763.3 |
16,839.3 |
|
| S3 |
16,628.3 |
16,678.7 |
16,826.9 |
|
| S4 |
16,493.3 |
16,543.7 |
16,789.8 |
|
|
| 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% |
128.2 |
0.8% |
34% |
False |
False |
43,592 |
| 10 |
17,200.0 |
16,795.0 |
405.0 |
2.4% |
158.1 |
0.9% |
17% |
False |
False |
48,446 |
| 20 |
17,200.0 |
16,205.0 |
995.0 |
5.9% |
144.2 |
0.9% |
66% |
False |
False |
28,387 |
| 40 |
17,200.0 |
15,005.0 |
2,195.0 |
13.0% |
120.3 |
0.7% |
85% |
False |
False |
14,210 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
115.4 |
0.7% |
86% |
False |
False |
9,484 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
104.7 |
0.6% |
86% |
False |
False |
7,116 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
91.2 |
0.5% |
86% |
False |
False |
5,693 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
76.0 |
0.5% |
86% |
False |
False |
4,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,556.8 |
|
2.618 |
17,336.4 |
|
1.618 |
17,201.4 |
|
1.000 |
17,118.0 |
|
0.618 |
17,066.4 |
|
HIGH |
16,983.0 |
|
0.618 |
16,931.4 |
|
0.500 |
16,915.5 |
|
0.382 |
16,899.6 |
|
LOW |
16,848.0 |
|
0.618 |
16,764.6 |
|
1.000 |
16,713.0 |
|
1.618 |
16,629.6 |
|
2.618 |
16,494.6 |
|
4.250 |
16,274.3 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,915.5 |
16,906.5 |
| PP |
16,898.3 |
16,892.3 |
| S1 |
16,881.2 |
16,878.2 |
|