| 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 |
2,099.1 |
2,105.3 |
6.2 |
0.3% |
2,072.5 |
| High |
2,121.8 |
2,119.2 |
-2.6 |
-0.1% |
2,121.8 |
| Low |
2,097.2 |
2,105.3 |
8.1 |
0.4% |
2,070.0 |
| Close |
2,108.2 |
2,108.9 |
0.7 |
0.0% |
2,108.2 |
| Range |
24.6 |
13.9 |
-10.7 |
-43.5% |
51.8 |
| ATR |
28.4 |
27.4 |
-1.0 |
-3.6% |
0.0 |
| Volume |
2,420 |
1,059 |
-1,361 |
-56.2% |
10,050 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.8 |
2,144.8 |
2,116.5 |
|
| R3 |
2,138.9 |
2,130.9 |
2,112.7 |
|
| R2 |
2,125.0 |
2,125.0 |
2,111.4 |
|
| R1 |
2,117.0 |
2,117.0 |
2,110.2 |
2,121.0 |
| PP |
2,111.1 |
2,111.1 |
2,111.1 |
2,113.2 |
| S1 |
2,103.1 |
2,103.1 |
2,107.6 |
2,107.1 |
| S2 |
2,097.2 |
2,097.2 |
2,106.4 |
|
| S3 |
2,083.3 |
2,089.2 |
2,105.1 |
|
| S4 |
2,069.4 |
2,075.3 |
2,101.3 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.4 |
2,233.6 |
2,136.7 |
|
| R3 |
2,203.6 |
2,181.8 |
2,122.4 |
|
| R2 |
2,151.8 |
2,151.8 |
2,117.7 |
|
| R1 |
2,130.0 |
2,130.0 |
2,112.9 |
2,140.9 |
| PP |
2,100.0 |
2,100.0 |
2,100.0 |
2,105.5 |
| S1 |
2,078.2 |
2,078.2 |
2,103.5 |
2,089.1 |
| S2 |
2,048.2 |
2,048.2 |
2,098.7 |
|
| S3 |
1,996.4 |
2,026.4 |
2,094.0 |
|
| S4 |
1,944.6 |
1,974.6 |
2,079.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.8 |
2,075.4 |
46.4 |
2.2% |
18.4 |
0.9% |
72% |
False |
False |
1,843 |
| 10 |
2,121.8 |
2,027.3 |
94.5 |
4.5% |
23.0 |
1.1% |
86% |
False |
False |
2,722 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.8% |
29.0 |
1.4% |
50% |
False |
False |
3,029 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.3% |
25.0 |
1.2% |
58% |
False |
False |
2,901 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
24.4 |
1.2% |
74% |
False |
False |
2,486 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
22.0 |
1.0% |
74% |
False |
False |
2,036 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
20.4 |
1.0% |
74% |
False |
False |
1,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.3 |
|
2.618 |
2,155.6 |
|
1.618 |
2,141.7 |
|
1.000 |
2,133.1 |
|
0.618 |
2,127.8 |
|
HIGH |
2,119.2 |
|
0.618 |
2,113.9 |
|
0.500 |
2,112.3 |
|
0.382 |
2,110.6 |
|
LOW |
2,105.3 |
|
0.618 |
2,096.7 |
|
1.000 |
2,091.4 |
|
1.618 |
2,082.8 |
|
2.618 |
2,068.9 |
|
4.250 |
2,046.2 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.3 |
2,106.7 |
| PP |
2,111.1 |
2,104.6 |
| S1 |
2,110.0 |
2,102.4 |
|