| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2,105.3 |
2,114.9 |
9.6 |
0.5% |
2,072.5 |
| High |
2,119.2 |
2,134.8 |
15.6 |
0.7% |
2,121.8 |
| Low |
2,105.3 |
2,113.8 |
8.5 |
0.4% |
2,070.0 |
| Close |
2,108.9 |
2,132.4 |
23.5 |
1.1% |
2,108.2 |
| Range |
13.9 |
21.0 |
7.1 |
51.1% |
51.8 |
| ATR |
27.4 |
27.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,059 |
2,542 |
1,483 |
140.0% |
10,050 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.0 |
2,182.2 |
2,144.0 |
|
| R3 |
2,169.0 |
2,161.2 |
2,138.2 |
|
| R2 |
2,148.0 |
2,148.0 |
2,136.3 |
|
| R1 |
2,140.2 |
2,140.2 |
2,134.3 |
2,144.1 |
| PP |
2,127.0 |
2,127.0 |
2,127.0 |
2,129.0 |
| S1 |
2,119.2 |
2,119.2 |
2,130.5 |
2,123.1 |
| S2 |
2,106.0 |
2,106.0 |
2,128.6 |
|
| S3 |
2,085.0 |
2,098.2 |
2,126.6 |
|
| S4 |
2,064.0 |
2,077.2 |
2,120.9 |
|
|
| 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 |
2,134.8 |
2,080.0 |
54.8 |
2.6% |
17.7 |
0.8% |
96% |
True |
False |
1,870 |
| 10 |
2,134.8 |
2,027.3 |
107.5 |
5.0% |
23.2 |
1.1% |
98% |
True |
False |
2,516 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.7% |
28.5 |
1.3% |
64% |
False |
False |
3,018 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.2% |
25.1 |
1.2% |
70% |
False |
False |
2,924 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.6% |
24.4 |
1.1% |
81% |
False |
False |
2,511 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.6% |
22.1 |
1.0% |
81% |
False |
False |
2,065 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.6% |
20.5 |
1.0% |
81% |
False |
False |
1,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.1 |
|
2.618 |
2,189.8 |
|
1.618 |
2,168.8 |
|
1.000 |
2,155.8 |
|
0.618 |
2,147.8 |
|
HIGH |
2,134.8 |
|
0.618 |
2,126.8 |
|
0.500 |
2,124.3 |
|
0.382 |
2,121.8 |
|
LOW |
2,113.8 |
|
0.618 |
2,100.8 |
|
1.000 |
2,092.8 |
|
1.618 |
2,079.8 |
|
2.618 |
2,058.8 |
|
4.250 |
2,024.6 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,129.7 |
2,126.9 |
| PP |
2,127.0 |
2,121.5 |
| S1 |
2,124.3 |
2,116.0 |
|