| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,038.6 |
2,051.9 |
13.3 |
0.7% |
2,010.2 |
| High |
2,069.8 |
2,087.6 |
17.8 |
0.9% |
2,069.8 |
| Low |
2,030.1 |
2,051.9 |
21.8 |
1.1% |
2,000.2 |
| Close |
2,056.4 |
2,082.1 |
25.7 |
1.2% |
2,056.4 |
| Range |
39.7 |
35.7 |
-4.0 |
-10.1% |
69.6 |
| ATR |
40.2 |
39.9 |
-0.3 |
-0.8% |
0.0 |
| Volume |
201,349 |
124,427 |
-76,922 |
-38.2% |
1,138,660 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.0 |
2,167.2 |
2,101.7 |
|
| R3 |
2,145.3 |
2,131.5 |
2,091.9 |
|
| R2 |
2,109.6 |
2,109.6 |
2,088.6 |
|
| R1 |
2,095.8 |
2,095.8 |
2,085.4 |
2,102.7 |
| PP |
2,073.9 |
2,073.9 |
2,073.9 |
2,077.3 |
| S1 |
2,060.1 |
2,060.1 |
2,078.8 |
2,067.0 |
| S2 |
2,038.2 |
2,038.2 |
2,075.6 |
|
| S3 |
2,002.5 |
2,024.4 |
2,072.3 |
|
| S4 |
1,966.8 |
1,988.7 |
2,062.5 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.9 |
2,223.3 |
2,094.7 |
|
| R3 |
2,181.3 |
2,153.7 |
2,075.5 |
|
| R2 |
2,111.7 |
2,111.7 |
2,069.2 |
|
| R1 |
2,084.1 |
2,084.1 |
2,062.8 |
2,097.9 |
| PP |
2,042.1 |
2,042.1 |
2,042.1 |
2,049.1 |
| S1 |
2,014.5 |
2,014.5 |
2,050.0 |
2,028.3 |
| S2 |
1,972.5 |
1,972.5 |
2,043.6 |
|
| S3 |
1,902.9 |
1,944.9 |
2,037.3 |
|
| S4 |
1,833.3 |
1,875.3 |
2,018.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,087.6 |
2,000.2 |
87.4 |
4.2% |
43.0 |
2.1% |
94% |
True |
False |
212,141 |
| 10 |
2,087.6 |
1,887.2 |
200.4 |
9.6% |
47.8 |
2.3% |
97% |
True |
False |
278,205 |
| 20 |
2,087.6 |
1,808.0 |
279.6 |
13.4% |
40.2 |
1.9% |
98% |
True |
False |
170,292 |
| 40 |
2,087.6 |
1,659.5 |
428.1 |
20.6% |
37.0 |
1.8% |
99% |
True |
False |
85,276 |
| 60 |
2,087.6 |
1,656.1 |
431.5 |
20.7% |
36.5 |
1.8% |
99% |
True |
False |
56,908 |
| 80 |
2,087.6 |
1,656.1 |
431.5 |
20.7% |
32.6 |
1.6% |
99% |
True |
False |
42,702 |
| 100 |
2,087.6 |
1,656.1 |
431.5 |
20.7% |
30.3 |
1.5% |
99% |
True |
False |
34,162 |
| 120 |
2,087.6 |
1,656.1 |
431.5 |
20.7% |
28.6 |
1.4% |
99% |
True |
False |
28,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.3 |
|
2.618 |
2,181.1 |
|
1.618 |
2,145.4 |
|
1.000 |
2,123.3 |
|
0.618 |
2,109.7 |
|
HIGH |
2,087.6 |
|
0.618 |
2,074.0 |
|
0.500 |
2,069.8 |
|
0.382 |
2,065.5 |
|
LOW |
2,051.9 |
|
0.618 |
2,029.8 |
|
1.000 |
2,016.2 |
|
1.618 |
1,994.1 |
|
2.618 |
1,958.4 |
|
4.250 |
1,900.2 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.0 |
2,071.0 |
| PP |
2,073.9 |
2,059.9 |
| S1 |
2,069.8 |
2,048.8 |
|