| 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 |
2,109.1 |
2,096.0 |
-13.1 |
-0.6% |
2,085.4 |
| High |
2,118.0 |
2,103.3 |
-14.7 |
-0.7% |
2,118.0 |
| Low |
2,094.6 |
2,087.5 |
-7.1 |
-0.3% |
2,084.9 |
| Close |
2,103.5 |
2,091.8 |
-11.7 |
-0.6% |
2,091.8 |
| Range |
23.4 |
15.8 |
-7.6 |
-32.5% |
33.1 |
| ATR |
27.7 |
26.9 |
-0.8 |
-3.0% |
0.0 |
| Volume |
8,105 |
8,296 |
191 |
2.4% |
26,724 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.6 |
2,132.5 |
2,100.5 |
|
| R3 |
2,125.8 |
2,116.7 |
2,096.1 |
|
| R2 |
2,110.0 |
2,110.0 |
2,094.7 |
|
| R1 |
2,100.9 |
2,100.9 |
2,093.2 |
2,097.6 |
| PP |
2,094.2 |
2,094.2 |
2,094.2 |
2,092.5 |
| S1 |
2,085.1 |
2,085.1 |
2,090.4 |
2,081.8 |
| S2 |
2,078.4 |
2,078.4 |
2,088.9 |
|
| S3 |
2,062.6 |
2,069.3 |
2,087.5 |
|
| S4 |
2,046.8 |
2,053.5 |
2,083.1 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.5 |
2,177.8 |
2,110.0 |
|
| R3 |
2,164.4 |
2,144.7 |
2,100.9 |
|
| R2 |
2,131.3 |
2,131.3 |
2,097.9 |
|
| R1 |
2,111.6 |
2,111.6 |
2,094.8 |
2,121.5 |
| PP |
2,098.2 |
2,098.2 |
2,098.2 |
2,103.2 |
| S1 |
2,078.5 |
2,078.5 |
2,088.8 |
2,088.4 |
| S2 |
2,065.1 |
2,065.1 |
2,085.7 |
|
| S3 |
2,032.0 |
2,045.4 |
2,082.7 |
|
| S4 |
1,998.9 |
2,012.3 |
2,073.6 |
|
|
| 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 |
2,077.9 |
40.1 |
1.9% |
20.3 |
1.0% |
35% |
False |
False |
6,592 |
| 10 |
2,118.0 |
2,048.8 |
69.2 |
3.3% |
20.6 |
1.0% |
62% |
False |
False |
6,275 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.8% |
30.1 |
1.4% |
51% |
False |
False |
8,181 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.4% |
25.3 |
1.2% |
59% |
False |
False |
6,149 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
24.9 |
1.2% |
74% |
False |
False |
5,005 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
22.6 |
1.1% |
74% |
False |
False |
4,065 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
21.0 |
1.0% |
74% |
False |
False |
3,354 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
20.3 |
1.0% |
74% |
False |
False |
2,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.5 |
|
2.618 |
2,144.7 |
|
1.618 |
2,128.9 |
|
1.000 |
2,119.1 |
|
0.618 |
2,113.1 |
|
HIGH |
2,103.3 |
|
0.618 |
2,097.3 |
|
0.500 |
2,095.4 |
|
0.382 |
2,093.5 |
|
LOW |
2,087.5 |
|
0.618 |
2,077.7 |
|
1.000 |
2,071.7 |
|
1.618 |
2,061.9 |
|
2.618 |
2,046.1 |
|
4.250 |
2,020.4 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.4 |
2,102.8 |
| PP |
2,094.2 |
2,099.1 |
| S1 |
2,093.0 |
2,095.5 |
|