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 |
7,717.5 |
7,752.5 |
35.0 |
0.5% |
7,589.5 |
High |
7,742.5 |
7,787.0 |
44.5 |
0.6% |
7,795.0 |
Low |
7,687.5 |
7,734.0 |
46.5 |
0.6% |
7,580.5 |
Close |
7,732.0 |
7,754.5 |
22.5 |
0.3% |
7,732.0 |
Range |
55.0 |
53.0 |
-2.0 |
-3.6% |
214.5 |
ATR |
70.4 |
69.3 |
-1.1 |
-1.6% |
0.0 |
Volume |
72,605 |
69,608 |
-2,997 |
-4.1% |
418,071 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,917.5 |
7,889.0 |
7,783.5 |
|
R3 |
7,864.5 |
7,836.0 |
7,769.0 |
|
R2 |
7,811.5 |
7,811.5 |
7,764.0 |
|
R1 |
7,783.0 |
7,783.0 |
7,759.5 |
7,797.0 |
PP |
7,758.5 |
7,758.5 |
7,758.5 |
7,765.5 |
S1 |
7,730.0 |
7,730.0 |
7,749.5 |
7,744.0 |
S2 |
7,705.5 |
7,705.5 |
7,745.0 |
|
S3 |
7,652.5 |
7,677.0 |
7,740.0 |
|
S4 |
7,599.5 |
7,624.0 |
7,725.5 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,346.0 |
8,253.5 |
7,850.0 |
|
R3 |
8,131.5 |
8,039.0 |
7,791.0 |
|
R2 |
7,917.0 |
7,917.0 |
7,771.5 |
|
R1 |
7,824.5 |
7,824.5 |
7,751.5 |
7,871.0 |
PP |
7,702.5 |
7,702.5 |
7,702.5 |
7,725.5 |
S1 |
7,610.0 |
7,610.0 |
7,712.5 |
7,656.0 |
S2 |
7,488.0 |
7,488.0 |
7,692.5 |
|
S3 |
7,273.5 |
7,395.5 |
7,673.0 |
|
S4 |
7,059.0 |
7,181.0 |
7,614.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,795.0 |
7,630.5 |
164.5 |
2.1% |
67.0 |
0.9% |
75% |
False |
False |
81,328 |
10 |
7,795.0 |
7,572.5 |
222.5 |
2.9% |
78.5 |
1.0% |
82% |
False |
False |
118,068 |
20 |
7,795.0 |
7,441.0 |
354.0 |
4.6% |
67.5 |
0.9% |
89% |
False |
False |
84,701 |
40 |
7,795.0 |
7,349.5 |
445.5 |
5.7% |
46.0 |
0.6% |
91% |
False |
False |
42,402 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.1% |
41.5 |
0.5% |
91% |
False |
False |
28,338 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
32.5 |
0.4% |
85% |
False |
False |
21,279 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
26.0 |
0.3% |
85% |
False |
False |
17,023 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
22.0 |
0.3% |
85% |
False |
False |
14,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,012.0 |
2.618 |
7,926.0 |
1.618 |
7,873.0 |
1.000 |
7,840.0 |
0.618 |
7,820.0 |
HIGH |
7,787.0 |
0.618 |
7,767.0 |
0.500 |
7,760.5 |
0.382 |
7,754.0 |
LOW |
7,734.0 |
0.618 |
7,701.0 |
1.000 |
7,681.0 |
1.618 |
7,648.0 |
2.618 |
7,595.0 |
4.250 |
7,509.0 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
7,760.5 |
7,749.0 |
PP |
7,758.5 |
7,743.0 |
S1 |
7,756.5 |
7,737.0 |
|