| 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 |
2,080.0 |
2,085.4 |
5.4 |
0.3% |
2,052.9 |
| High |
2,102.3 |
2,100.0 |
-2.3 |
-0.1% |
2,102.3 |
| Low |
2,077.9 |
2,084.9 |
7.0 |
0.3% |
2,048.9 |
| Close |
2,088.8 |
2,089.6 |
0.8 |
0.0% |
2,088.8 |
| Range |
24.4 |
15.1 |
-9.3 |
-38.1% |
53.4 |
| ATR |
29.2 |
28.2 |
-1.0 |
-3.5% |
0.0 |
| Volume |
6,239 |
3,856 |
-2,383 |
-38.2% |
29,864 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.8 |
2,128.3 |
2,097.9 |
|
| R3 |
2,121.7 |
2,113.2 |
2,093.8 |
|
| R2 |
2,106.6 |
2,106.6 |
2,092.4 |
|
| R1 |
2,098.1 |
2,098.1 |
2,091.0 |
2,102.4 |
| PP |
2,091.5 |
2,091.5 |
2,091.5 |
2,093.6 |
| S1 |
2,083.0 |
2,083.0 |
2,088.2 |
2,087.3 |
| S2 |
2,076.4 |
2,076.4 |
2,086.8 |
|
| S3 |
2,061.3 |
2,067.9 |
2,085.4 |
|
| S4 |
2,046.2 |
2,052.8 |
2,081.3 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.2 |
2,217.9 |
2,118.2 |
|
| R3 |
2,186.8 |
2,164.5 |
2,103.5 |
|
| R2 |
2,133.4 |
2,133.4 |
2,098.6 |
|
| R1 |
2,111.1 |
2,111.1 |
2,093.7 |
2,122.3 |
| PP |
2,080.0 |
2,080.0 |
2,080.0 |
2,085.6 |
| S1 |
2,057.7 |
2,057.7 |
2,083.9 |
2,068.9 |
| S2 |
2,026.6 |
2,026.6 |
2,079.0 |
|
| S3 |
1,973.2 |
2,004.3 |
2,074.1 |
|
| S4 |
1,919.8 |
1,950.9 |
2,059.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.3 |
2,054.5 |
47.8 |
2.3% |
19.1 |
0.9% |
73% |
False |
False |
5,339 |
| 10 |
2,102.3 |
2,007.4 |
94.9 |
4.5% |
24.1 |
1.2% |
87% |
False |
False |
6,492 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.9% |
30.2 |
1.4% |
50% |
False |
False |
7,790 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.4% |
25.6 |
1.2% |
58% |
False |
False |
5,773 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
24.8 |
1.2% |
74% |
False |
False |
4,712 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
22.4 |
1.1% |
74% |
False |
False |
3,804 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
21.0 |
1.0% |
74% |
False |
False |
3,138 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
20.2 |
1.0% |
74% |
False |
False |
2,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.2 |
|
2.618 |
2,139.5 |
|
1.618 |
2,124.4 |
|
1.000 |
2,115.1 |
|
0.618 |
2,109.3 |
|
HIGH |
2,100.0 |
|
0.618 |
2,094.2 |
|
0.500 |
2,092.5 |
|
0.382 |
2,090.7 |
|
LOW |
2,084.9 |
|
0.618 |
2,075.6 |
|
1.000 |
2,069.8 |
|
1.618 |
2,060.5 |
|
2.618 |
2,045.4 |
|
4.250 |
2,020.7 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.5 |
2,087.3 |
| PP |
2,091.5 |
2,085.0 |
| S1 |
2,090.6 |
2,082.7 |
|