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 |
4,880.00 |
4,885.00 |
5.00 |
0.1% |
4,820.00 |
High |
4,887.75 |
4,892.25 |
4.50 |
0.1% |
4,882.25 |
Low |
4,868.25 |
4,879.25 |
11.00 |
0.2% |
4,794.25 |
Close |
4,885.00 |
4,883.75 |
-1.25 |
0.0% |
4,856.25 |
Range |
19.50 |
13.00 |
-6.50 |
-33.3% |
88.00 |
ATR |
41.72 |
39.66 |
-2.05 |
-4.9% |
0.00 |
Volume |
1,966 |
1,157 |
-809 |
-41.1% |
5,705 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,924.00 |
4,917.00 |
4,891.00 |
|
R3 |
4,911.00 |
4,904.00 |
4,887.25 |
|
R2 |
4,898.00 |
4,898.00 |
4,886.25 |
|
R1 |
4,891.00 |
4,891.00 |
4,885.00 |
4,888.00 |
PP |
4,885.00 |
4,885.00 |
4,885.00 |
4,883.50 |
S1 |
4,878.00 |
4,878.00 |
4,882.50 |
4,875.00 |
S2 |
4,872.00 |
4,872.00 |
4,881.25 |
|
S3 |
4,859.00 |
4,865.00 |
4,880.25 |
|
S4 |
4,846.00 |
4,852.00 |
4,876.50 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,108.25 |
5,070.25 |
4,904.75 |
|
R3 |
5,020.25 |
4,982.25 |
4,880.50 |
|
R2 |
4,932.25 |
4,932.25 |
4,872.50 |
|
R1 |
4,894.25 |
4,894.25 |
4,864.25 |
4,913.25 |
PP |
4,844.25 |
4,844.25 |
4,844.25 |
4,853.75 |
S1 |
4,806.25 |
4,806.25 |
4,848.25 |
4,825.25 |
S2 |
4,756.25 |
4,756.25 |
4,840.00 |
|
S3 |
4,668.25 |
4,718.25 |
4,832.00 |
|
S4 |
4,580.25 |
4,630.25 |
4,807.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,892.25 |
4,806.50 |
85.75 |
1.8% |
29.50 |
0.6% |
90% |
True |
False |
1,100 |
10 |
4,892.25 |
4,794.25 |
98.00 |
2.0% |
37.75 |
0.8% |
91% |
True |
False |
1,508 |
20 |
4,892.25 |
4,645.75 |
246.50 |
5.0% |
40.00 |
0.8% |
97% |
True |
False |
1,068 |
40 |
4,892.25 |
4,286.75 |
605.50 |
12.4% |
41.00 |
0.8% |
99% |
True |
False |
645 |
60 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
47.00 |
1.0% |
99% |
True |
False |
493 |
80 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
45.50 |
0.9% |
99% |
True |
False |
411 |
100 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
41.50 |
0.9% |
99% |
True |
False |
336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,947.50 |
2.618 |
4,926.25 |
1.618 |
4,913.25 |
1.000 |
4,905.25 |
0.618 |
4,900.25 |
HIGH |
4,892.25 |
0.618 |
4,887.25 |
0.500 |
4,885.75 |
0.382 |
4,884.25 |
LOW |
4,879.25 |
0.618 |
4,871.25 |
1.000 |
4,866.25 |
1.618 |
4,858.25 |
2.618 |
4,845.25 |
4.250 |
4,824.00 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
4,885.75 |
4,879.50 |
PP |
4,885.00 |
4,875.25 |
S1 |
4,884.50 |
4,871.00 |
|