| 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 |
2,088.7 |
2,080.9 |
-7.8 |
-0.4% |
2,051.9 |
| High |
2,096.2 |
2,086.2 |
-10.0 |
-0.5% |
2,097.0 |
| Low |
2,072.6 |
2,042.3 |
-30.3 |
-1.5% |
2,042.3 |
| Close |
2,079.3 |
2,047.7 |
-31.6 |
-1.5% |
2,047.7 |
| Range |
23.6 |
43.9 |
20.3 |
86.0% |
54.7 |
| ATR |
37.5 |
38.0 |
0.5 |
1.2% |
0.0 |
| Volume |
152,393 |
206,602 |
54,209 |
35.6% |
650,274 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.4 |
2,163.0 |
2,071.8 |
|
| R3 |
2,146.5 |
2,119.1 |
2,059.8 |
|
| R2 |
2,102.6 |
2,102.6 |
2,055.7 |
|
| R1 |
2,075.2 |
2,075.2 |
2,051.7 |
2,067.0 |
| PP |
2,058.7 |
2,058.7 |
2,058.7 |
2,054.6 |
| S1 |
2,031.3 |
2,031.3 |
2,043.7 |
2,023.1 |
| S2 |
2,014.8 |
2,014.8 |
2,039.7 |
|
| S3 |
1,970.9 |
1,987.4 |
2,035.6 |
|
| S4 |
1,927.0 |
1,943.5 |
2,023.6 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.4 |
2,191.8 |
2,077.8 |
|
| R3 |
2,171.7 |
2,137.1 |
2,062.7 |
|
| R2 |
2,117.0 |
2,117.0 |
2,057.7 |
|
| R1 |
2,082.4 |
2,082.4 |
2,052.7 |
2,072.4 |
| PP |
2,062.3 |
2,062.3 |
2,062.3 |
2,057.3 |
| S1 |
2,027.7 |
2,027.7 |
2,042.7 |
2,017.7 |
| S2 |
2,007.6 |
2,007.6 |
2,037.7 |
|
| S3 |
1,952.9 |
1,973.0 |
2,032.7 |
|
| S4 |
1,898.2 |
1,918.3 |
2,017.6 |
|
|
| 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 |
2,030.1 |
66.9 |
3.3% |
32.9 |
1.6% |
26% |
False |
False |
170,324 |
| 10 |
2,097.0 |
1,994.1 |
102.9 |
5.0% |
37.7 |
1.8% |
52% |
False |
False |
216,499 |
| 20 |
2,097.0 |
1,816.4 |
280.6 |
13.7% |
40.9 |
2.0% |
82% |
False |
False |
196,435 |
| 40 |
2,097.0 |
1,696.5 |
400.5 |
19.6% |
37.2 |
1.8% |
88% |
False |
False |
98,409 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
21.5% |
36.0 |
1.8% |
89% |
False |
False |
65,660 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.5% |
33.0 |
1.6% |
89% |
False |
False |
49,274 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.5% |
30.6 |
1.5% |
89% |
False |
False |
39,420 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.5% |
28.5 |
1.4% |
89% |
False |
False |
32,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.8 |
|
2.618 |
2,201.1 |
|
1.618 |
2,157.2 |
|
1.000 |
2,130.1 |
|
0.618 |
2,113.3 |
|
HIGH |
2,086.2 |
|
0.618 |
2,069.4 |
|
0.500 |
2,064.3 |
|
0.382 |
2,059.1 |
|
LOW |
2,042.3 |
|
0.618 |
2,015.2 |
|
1.000 |
1,998.4 |
|
1.618 |
1,971.3 |
|
2.618 |
1,927.4 |
|
4.250 |
1,855.7 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.3 |
2,069.7 |
| PP |
2,058.7 |
2,062.3 |
| S1 |
2,053.2 |
2,055.0 |
|