| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
16,799.02 |
16,816.78 |
17.76 |
0.1% |
16,633.91 |
| High |
16,839.25 |
16,907.51 |
68.26 |
0.4% |
16,860.68 |
| Low |
16,703.57 |
16,813.57 |
110.00 |
0.7% |
16,552.06 |
| Close |
16,777.40 |
16,878.46 |
101.06 |
0.6% |
16,777.40 |
| Range |
135.68 |
93.94 |
-41.74 |
-30.8% |
308.62 |
| ATR |
188.42 |
184.25 |
-4.16 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,148.33 |
17,107.34 |
16,930.13 |
|
| R3 |
17,054.39 |
17,013.40 |
16,904.29 |
|
| R2 |
16,960.45 |
16,960.45 |
16,895.68 |
|
| R1 |
16,919.46 |
16,919.46 |
16,887.07 |
16,939.96 |
| PP |
16,866.51 |
16,866.51 |
16,866.51 |
16,876.76 |
| S1 |
16,825.52 |
16,825.52 |
16,869.85 |
16,846.02 |
| S2 |
16,772.57 |
16,772.57 |
16,861.24 |
|
| S3 |
16,678.63 |
16,731.58 |
16,852.63 |
|
| S4 |
16,584.69 |
16,637.64 |
16,826.79 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,655.91 |
17,525.27 |
16,947.14 |
|
| R3 |
17,347.29 |
17,216.65 |
16,862.27 |
|
| R2 |
17,038.67 |
17,038.67 |
16,833.98 |
|
| R1 |
16,908.03 |
16,908.03 |
16,805.69 |
16,973.35 |
| PP |
16,730.05 |
16,730.05 |
16,730.05 |
16,762.71 |
| S1 |
16,599.41 |
16,599.41 |
16,749.11 |
16,664.73 |
| S2 |
16,421.43 |
16,421.43 |
16,720.82 |
|
| S3 |
16,112.81 |
16,290.79 |
16,692.53 |
|
| S4 |
15,804.19 |
15,982.17 |
16,607.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,907.51 |
16,552.06 |
355.45 |
2.1% |
150.59 |
0.9% |
92% |
True |
False |
|
| 10 |
16,907.51 |
16,175.46 |
732.05 |
4.3% |
164.17 |
1.0% |
96% |
True |
False |
|
| 20 |
16,907.51 |
15,695.64 |
1,211.87 |
7.2% |
166.96 |
1.0% |
98% |
True |
False |
|
| 40 |
16,907.51 |
14,225.86 |
2,681.65 |
15.9% |
160.07 |
0.9% |
99% |
True |
False |
|
| 60 |
16,907.51 |
14,058.33 |
2,849.18 |
16.9% |
188.14 |
1.1% |
99% |
True |
False |
|
| 80 |
16,907.51 |
14,058.33 |
2,849.18 |
16.9% |
186.67 |
1.1% |
99% |
True |
False |
|
| 100 |
16,907.51 |
14,058.33 |
2,849.18 |
16.9% |
192.66 |
1.1% |
99% |
True |
False |
|
| 120 |
16,907.51 |
14,058.33 |
2,849.18 |
16.9% |
191.58 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,306.76 |
|
2.618 |
17,153.44 |
|
1.618 |
17,059.50 |
|
1.000 |
17,001.45 |
|
0.618 |
16,965.56 |
|
HIGH |
16,907.51 |
|
0.618 |
16,871.62 |
|
0.500 |
16,860.54 |
|
0.382 |
16,849.46 |
|
LOW |
16,813.57 |
|
0.618 |
16,755.52 |
|
1.000 |
16,719.63 |
|
1.618 |
16,661.58 |
|
2.618 |
16,567.64 |
|
4.250 |
16,414.33 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,872.49 |
16,840.48 |
| PP |
16,866.51 |
16,802.50 |
| S1 |
16,860.54 |
16,764.52 |
|