| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,098.6 |
2,109.1 |
10.5 |
0.5% |
2,052.9 |
| High |
2,115.4 |
2,118.0 |
2.6 |
0.1% |
2,102.3 |
| Low |
2,092.8 |
2,094.6 |
1.8 |
0.1% |
2,048.9 |
| Close |
2,112.9 |
2,103.5 |
-9.4 |
-0.4% |
2,088.8 |
| Range |
22.6 |
23.4 |
0.8 |
3.5% |
53.4 |
| ATR |
28.0 |
27.7 |
-0.3 |
-1.2% |
0.0 |
| Volume |
6,467 |
8,105 |
1,638 |
25.3% |
29,864 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.6 |
2,162.9 |
2,116.4 |
|
| R3 |
2,152.2 |
2,139.5 |
2,109.9 |
|
| R2 |
2,128.8 |
2,128.8 |
2,107.8 |
|
| R1 |
2,116.1 |
2,116.1 |
2,105.6 |
2,110.8 |
| PP |
2,105.4 |
2,105.4 |
2,105.4 |
2,102.7 |
| S1 |
2,092.7 |
2,092.7 |
2,101.4 |
2,087.4 |
| S2 |
2,082.0 |
2,082.0 |
2,099.2 |
|
| S3 |
2,058.6 |
2,069.3 |
2,097.1 |
|
| S4 |
2,035.2 |
2,045.9 |
2,090.6 |
|
|
| 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 |
2,118.0 |
2,063.1 |
54.9 |
2.6% |
20.0 |
1.0% |
74% |
True |
False |
5,585 |
| 10 |
2,118.0 |
2,048.8 |
69.2 |
3.3% |
21.3 |
1.0% |
79% |
True |
False |
6,367 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.8% |
30.1 |
1.4% |
59% |
False |
False |
7,899 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.3% |
25.6 |
1.2% |
65% |
False |
False |
6,032 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
24.9 |
1.2% |
78% |
False |
False |
4,893 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
22.5 |
1.1% |
78% |
False |
False |
3,970 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
21.0 |
1.0% |
78% |
False |
False |
3,275 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
20.2 |
1.0% |
78% |
False |
False |
2,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.5 |
|
2.618 |
2,179.3 |
|
1.618 |
2,155.9 |
|
1.000 |
2,141.4 |
|
0.618 |
2,132.5 |
|
HIGH |
2,118.0 |
|
0.618 |
2,109.1 |
|
0.500 |
2,106.3 |
|
0.382 |
2,103.5 |
|
LOW |
2,094.6 |
|
0.618 |
2,080.1 |
|
1.000 |
2,071.2 |
|
1.618 |
2,056.7 |
|
2.618 |
2,033.3 |
|
4.250 |
1,995.2 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.3 |
2,102.8 |
| PP |
2,105.4 |
2,102.1 |
| S1 |
2,104.4 |
2,101.5 |
|