| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,051.9 |
2,083.0 |
31.1 |
1.5% |
2,010.2 |
| High |
2,087.6 |
2,097.0 |
9.4 |
0.5% |
2,069.8 |
| Low |
2,051.9 |
2,075.2 |
23.3 |
1.1% |
2,000.2 |
| Close |
2,082.1 |
2,089.1 |
7.0 |
0.3% |
2,056.4 |
| Range |
35.7 |
21.8 |
-13.9 |
-38.9% |
69.6 |
| ATR |
39.9 |
38.6 |
-1.3 |
-3.2% |
0.0 |
| Volume |
124,427 |
166,852 |
42,425 |
34.1% |
1,138,660 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.5 |
2,142.6 |
2,101.1 |
|
| R3 |
2,130.7 |
2,120.8 |
2,095.1 |
|
| R2 |
2,108.9 |
2,108.9 |
2,093.1 |
|
| R1 |
2,099.0 |
2,099.0 |
2,091.1 |
2,104.0 |
| PP |
2,087.1 |
2,087.1 |
2,087.1 |
2,089.6 |
| S1 |
2,077.2 |
2,077.2 |
2,087.1 |
2,082.2 |
| S2 |
2,065.3 |
2,065.3 |
2,085.1 |
|
| S3 |
2,043.5 |
2,055.4 |
2,083.1 |
|
| S4 |
2,021.7 |
2,033.6 |
2,077.1 |
|
|
| 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 |
2,097.0 |
2,002.0 |
95.0 |
4.5% |
37.9 |
1.8% |
92% |
True |
False |
202,156 |
| 10 |
2,097.0 |
1,890.0 |
207.0 |
9.9% |
46.2 |
2.2% |
96% |
True |
False |
263,791 |
| 20 |
2,097.0 |
1,816.4 |
280.6 |
13.4% |
40.4 |
1.9% |
97% |
True |
False |
178,609 |
| 40 |
2,097.0 |
1,661.9 |
435.1 |
20.8% |
36.8 |
1.8% |
98% |
True |
False |
89,443 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
21.1% |
36.0 |
1.7% |
98% |
True |
False |
59,685 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.1% |
32.7 |
1.6% |
98% |
True |
False |
44,787 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.1% |
30.3 |
1.5% |
98% |
True |
False |
35,830 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.1% |
28.5 |
1.4% |
98% |
True |
False |
29,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.7 |
|
2.618 |
2,154.1 |
|
1.618 |
2,132.3 |
|
1.000 |
2,118.8 |
|
0.618 |
2,110.5 |
|
HIGH |
2,097.0 |
|
0.618 |
2,088.7 |
|
0.500 |
2,086.1 |
|
0.382 |
2,083.5 |
|
LOW |
2,075.2 |
|
0.618 |
2,061.7 |
|
1.000 |
2,053.4 |
|
1.618 |
2,039.9 |
|
2.618 |
2,018.1 |
|
4.250 |
1,982.6 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.1 |
2,080.6 |
| PP |
2,087.1 |
2,072.1 |
| S1 |
2,086.1 |
2,063.6 |
|