| 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 |
2,114.9 |
2,128.6 |
13.7 |
0.6% |
2,072.5 |
| High |
2,134.8 |
2,137.5 |
2.7 |
0.1% |
2,121.8 |
| Low |
2,113.8 |
2,115.4 |
1.6 |
0.1% |
2,070.0 |
| Close |
2,132.4 |
2,123.1 |
-9.3 |
-0.4% |
2,108.2 |
| Range |
21.0 |
22.1 |
1.1 |
5.2% |
51.8 |
| ATR |
27.3 |
26.9 |
-0.4 |
-1.4% |
0.0 |
| Volume |
2,542 |
3,203 |
661 |
26.0% |
10,050 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.6 |
2,179.5 |
2,135.3 |
|
| R3 |
2,169.5 |
2,157.4 |
2,129.2 |
|
| R2 |
2,147.4 |
2,147.4 |
2,127.2 |
|
| R1 |
2,135.3 |
2,135.3 |
2,125.1 |
2,130.3 |
| PP |
2,125.3 |
2,125.3 |
2,125.3 |
2,122.9 |
| S1 |
2,113.2 |
2,113.2 |
2,121.1 |
2,108.2 |
| S2 |
2,103.2 |
2,103.2 |
2,119.0 |
|
| S3 |
2,081.1 |
2,091.1 |
2,117.0 |
|
| S4 |
2,059.0 |
2,069.0 |
2,110.9 |
|
|
| 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 |
2,137.5 |
2,083.0 |
54.5 |
2.6% |
19.0 |
0.9% |
74% |
True |
False |
2,189 |
| 10 |
2,137.5 |
2,068.7 |
68.8 |
3.2% |
20.1 |
0.9% |
79% |
True |
False |
2,321 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.7% |
28.9 |
1.4% |
58% |
False |
False |
3,046 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.3% |
25.0 |
1.2% |
65% |
False |
False |
2,946 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.7% |
24.5 |
1.2% |
78% |
False |
False |
2,544 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.7% |
22.1 |
1.0% |
78% |
False |
False |
2,099 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.7% |
20.6 |
1.0% |
78% |
False |
False |
1,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.4 |
|
2.618 |
2,195.4 |
|
1.618 |
2,173.3 |
|
1.000 |
2,159.6 |
|
0.618 |
2,151.2 |
|
HIGH |
2,137.5 |
|
0.618 |
2,129.1 |
|
0.500 |
2,126.5 |
|
0.382 |
2,123.8 |
|
LOW |
2,115.4 |
|
0.618 |
2,101.7 |
|
1.000 |
2,093.3 |
|
1.618 |
2,079.6 |
|
2.618 |
2,057.5 |
|
4.250 |
2,021.5 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,126.5 |
2,122.5 |
| PP |
2,125.3 |
2,122.0 |
| S1 |
2,124.2 |
2,121.4 |
|