| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,940.0 |
16,867.0 |
-73.0 |
-0.4% |
16,956.0 |
| High |
16,983.0 |
16,953.0 |
-30.0 |
-0.2% |
16,983.0 |
| Low |
16,848.0 |
16,861.0 |
13.0 |
0.1% |
16,848.0 |
| Close |
16,864.0 |
16,913.0 |
49.0 |
0.3% |
16,913.0 |
| Range |
135.0 |
92.0 |
-43.0 |
-31.9% |
135.0 |
| ATR |
140.6 |
137.1 |
-3.5 |
-2.5% |
0.0 |
| Volume |
57,490 |
29,875 |
-27,615 |
-48.0% |
122,609 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,185.0 |
17,141.0 |
16,963.6 |
|
| R3 |
17,093.0 |
17,049.0 |
16,938.3 |
|
| R2 |
17,001.0 |
17,001.0 |
16,929.9 |
|
| R1 |
16,957.0 |
16,957.0 |
16,921.4 |
16,979.0 |
| PP |
16,909.0 |
16,909.0 |
16,909.0 |
16,920.0 |
| S1 |
16,865.0 |
16,865.0 |
16,904.6 |
16,887.0 |
| S2 |
16,817.0 |
16,817.0 |
16,896.1 |
|
| S3 |
16,725.0 |
16,773.0 |
16,887.7 |
|
| S4 |
16,633.0 |
16,681.0 |
16,862.4 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,319.7 |
17,251.3 |
16,987.3 |
|
| R3 |
17,184.7 |
17,116.3 |
16,950.1 |
|
| R2 |
17,049.7 |
17,049.7 |
16,937.8 |
|
| R1 |
16,981.3 |
16,981.3 |
16,925.4 |
16,948.0 |
| PP |
16,914.7 |
16,914.7 |
16,914.7 |
16,898.0 |
| S1 |
16,846.3 |
16,846.3 |
16,900.6 |
16,813.0 |
| S2 |
16,779.7 |
16,779.7 |
16,888.3 |
|
| S3 |
16,644.7 |
16,711.3 |
16,875.9 |
|
| S4 |
16,509.7 |
16,576.3 |
16,838.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,983.0 |
16,803.0 |
180.0 |
1.1% |
105.8 |
0.6% |
61% |
False |
False |
39,605 |
| 10 |
17,200.0 |
16,795.0 |
405.0 |
2.4% |
150.9 |
0.9% |
29% |
False |
False |
47,210 |
| 20 |
17,200.0 |
16,373.0 |
827.0 |
4.9% |
138.8 |
0.8% |
65% |
False |
False |
29,871 |
| 40 |
17,200.0 |
15,030.0 |
2,170.0 |
12.8% |
121.7 |
0.7% |
87% |
False |
False |
14,957 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
113.9 |
0.7% |
88% |
False |
False |
9,981 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
105.8 |
0.6% |
88% |
False |
False |
7,490 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
92.1 |
0.5% |
88% |
False |
False |
5,992 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
76.7 |
0.5% |
88% |
False |
False |
4,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,344.0 |
|
2.618 |
17,193.9 |
|
1.618 |
17,101.9 |
|
1.000 |
17,045.0 |
|
0.618 |
17,009.9 |
|
HIGH |
16,953.0 |
|
0.618 |
16,917.9 |
|
0.500 |
16,907.0 |
|
0.382 |
16,896.1 |
|
LOW |
16,861.0 |
|
0.618 |
16,804.1 |
|
1.000 |
16,769.0 |
|
1.618 |
16,712.1 |
|
2.618 |
16,620.1 |
|
4.250 |
16,470.0 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,911.0 |
16,915.5 |
| PP |
16,909.0 |
16,914.7 |
| S1 |
16,907.0 |
16,913.8 |
|