| 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 |
2,128.6 |
2,115.6 |
-13.0 |
-0.6% |
2,105.3 |
| High |
2,137.5 |
2,122.7 |
-14.8 |
-0.7% |
2,137.5 |
| Low |
2,115.4 |
2,107.5 |
-7.9 |
-0.4% |
2,105.3 |
| Close |
2,123.1 |
2,111.3 |
-11.8 |
-0.6% |
2,111.3 |
| Range |
22.1 |
15.2 |
-6.9 |
-31.2% |
32.2 |
| ATR |
26.9 |
26.1 |
-0.8 |
-3.0% |
0.0 |
| Volume |
3,203 |
870 |
-2,333 |
-72.8% |
7,674 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.4 |
2,150.6 |
2,119.7 |
|
| R3 |
2,144.2 |
2,135.4 |
2,115.5 |
|
| R2 |
2,129.0 |
2,129.0 |
2,114.1 |
|
| R1 |
2,120.2 |
2,120.2 |
2,112.7 |
2,117.0 |
| PP |
2,113.8 |
2,113.8 |
2,113.8 |
2,112.3 |
| S1 |
2,105.0 |
2,105.0 |
2,109.9 |
2,101.8 |
| S2 |
2,098.6 |
2,098.6 |
2,108.5 |
|
| S3 |
2,083.4 |
2,089.8 |
2,107.1 |
|
| S4 |
2,068.2 |
2,074.6 |
2,102.9 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.6 |
2,195.2 |
2,129.0 |
|
| R3 |
2,182.4 |
2,163.0 |
2,120.2 |
|
| R2 |
2,150.2 |
2,150.2 |
2,117.2 |
|
| R1 |
2,130.8 |
2,130.8 |
2,114.3 |
2,140.5 |
| PP |
2,118.0 |
2,118.0 |
2,118.0 |
2,122.9 |
| S1 |
2,098.6 |
2,098.6 |
2,108.3 |
2,108.3 |
| S2 |
2,085.8 |
2,085.8 |
2,105.4 |
|
| S3 |
2,053.6 |
2,066.4 |
2,102.4 |
|
| S4 |
2,021.4 |
2,034.2 |
2,093.6 |
|
|
| 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 |
2,097.2 |
40.3 |
1.9% |
19.4 |
0.9% |
35% |
False |
False |
2,018 |
| 10 |
2,137.5 |
2,068.7 |
68.8 |
3.3% |
19.4 |
0.9% |
62% |
False |
False |
2,052 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.8% |
28.9 |
1.4% |
51% |
False |
False |
3,031 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.3% |
24.7 |
1.2% |
59% |
False |
False |
2,874 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
24.5 |
1.2% |
74% |
False |
False |
2,544 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
22.1 |
1.0% |
74% |
False |
False |
2,108 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
20.6 |
1.0% |
74% |
False |
False |
1,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.3 |
|
2.618 |
2,162.5 |
|
1.618 |
2,147.3 |
|
1.000 |
2,137.9 |
|
0.618 |
2,132.1 |
|
HIGH |
2,122.7 |
|
0.618 |
2,116.9 |
|
0.500 |
2,115.1 |
|
0.382 |
2,113.3 |
|
LOW |
2,107.5 |
|
0.618 |
2,098.1 |
|
1.000 |
2,092.3 |
|
1.618 |
2,082.9 |
|
2.618 |
2,067.7 |
|
4.250 |
2,042.9 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,115.1 |
2,122.5 |
| PP |
2,113.8 |
2,118.8 |
| S1 |
2,112.6 |
2,115.0 |
|