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 |
17,216.25 |
17,312.25 |
96.00 |
0.6% |
17,000.75 |
High |
17,317.50 |
17,337.75 |
20.25 |
0.1% |
17,286.50 |
Low |
17,183.75 |
17,267.00 |
83.25 |
0.5% |
16,969.75 |
Close |
17,291.00 |
17,321.50 |
30.50 |
0.2% |
17,187.50 |
Range |
133.75 |
70.75 |
-63.00 |
-47.1% |
316.75 |
ATR |
198.86 |
189.71 |
-9.15 |
-4.6% |
0.00 |
Volume |
202 |
322 |
120 |
59.4% |
1,887 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,521.00 |
17,492.00 |
17,360.50 |
|
R3 |
17,450.25 |
17,421.25 |
17,341.00 |
|
R2 |
17,379.50 |
17,379.50 |
17,334.50 |
|
R1 |
17,350.50 |
17,350.50 |
17,328.00 |
17,365.00 |
PP |
17,308.75 |
17,308.75 |
17,308.75 |
17,316.00 |
S1 |
17,279.75 |
17,279.75 |
17,315.00 |
17,294.25 |
S2 |
17,238.00 |
17,238.00 |
17,308.50 |
|
S3 |
17,167.25 |
17,209.00 |
17,302.00 |
|
S4 |
17,096.50 |
17,138.25 |
17,282.50 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,098.25 |
17,959.50 |
17,361.75 |
|
R3 |
17,781.50 |
17,642.75 |
17,274.50 |
|
R2 |
17,464.75 |
17,464.75 |
17,245.50 |
|
R1 |
17,326.00 |
17,326.00 |
17,216.50 |
17,395.50 |
PP |
17,148.00 |
17,148.00 |
17,148.00 |
17,182.50 |
S1 |
17,009.25 |
17,009.25 |
17,158.50 |
17,078.50 |
S2 |
16,831.25 |
16,831.25 |
17,129.50 |
|
S3 |
16,514.50 |
16,692.50 |
17,100.50 |
|
S4 |
16,197.75 |
16,375.75 |
17,013.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,337.75 |
16,969.75 |
368.00 |
2.1% |
167.00 |
1.0% |
96% |
True |
False |
330 |
10 |
17,337.75 |
16,792.25 |
545.50 |
3.1% |
175.75 |
1.0% |
97% |
True |
False |
375 |
20 |
17,337.75 |
16,124.25 |
1,213.50 |
7.0% |
196.00 |
1.1% |
99% |
True |
False |
225 |
40 |
17,337.75 |
14,693.75 |
2,644.00 |
15.3% |
194.25 |
1.1% |
99% |
True |
False |
124 |
60 |
17,337.75 |
14,513.75 |
2,824.00 |
16.3% |
214.25 |
1.2% |
99% |
True |
False |
86 |
80 |
17,337.75 |
14,513.75 |
2,824.00 |
16.3% |
184.50 |
1.1% |
99% |
True |
False |
65 |
100 |
17,337.75 |
14,513.75 |
2,824.00 |
16.3% |
154.75 |
0.9% |
99% |
True |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,638.50 |
2.618 |
17,523.00 |
1.618 |
17,452.25 |
1.000 |
17,408.50 |
0.618 |
17,381.50 |
HIGH |
17,337.75 |
0.618 |
17,310.75 |
0.500 |
17,302.50 |
0.382 |
17,294.00 |
LOW |
17,267.00 |
0.618 |
17,223.25 |
1.000 |
17,196.25 |
1.618 |
17,152.50 |
2.618 |
17,081.75 |
4.250 |
16,966.25 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
17,315.00 |
17,288.00 |
PP |
17,308.75 |
17,254.50 |
S1 |
17,302.50 |
17,221.00 |
|