| 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 |
16,816.78 |
16,896.14 |
79.36 |
0.5% |
16,633.91 |
| High |
16,907.51 |
16,922.01 |
14.50 |
0.1% |
16,860.68 |
| Low |
16,813.57 |
16,859.55 |
45.98 |
0.3% |
16,552.06 |
| Close |
16,878.46 |
16,906.80 |
28.34 |
0.2% |
16,777.40 |
| Range |
93.94 |
62.46 |
-31.48 |
-33.5% |
308.62 |
| ATR |
184.25 |
175.55 |
-8.70 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,083.50 |
17,057.61 |
16,941.15 |
|
| R3 |
17,021.04 |
16,995.15 |
16,923.98 |
|
| R2 |
16,958.58 |
16,958.58 |
16,918.25 |
|
| R1 |
16,932.69 |
16,932.69 |
16,912.53 |
16,945.64 |
| PP |
16,896.12 |
16,896.12 |
16,896.12 |
16,902.59 |
| S1 |
16,870.23 |
16,870.23 |
16,901.07 |
16,883.18 |
| S2 |
16,833.66 |
16,833.66 |
16,895.35 |
|
| S3 |
16,771.20 |
16,807.77 |
16,889.62 |
|
| S4 |
16,708.74 |
16,745.31 |
16,872.45 |
|
|
| 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 |
16,922.01 |
16,552.06 |
369.95 |
2.2% |
149.44 |
0.9% |
96% |
True |
False |
|
| 10 |
16,922.01 |
16,357.21 |
564.80 |
3.3% |
152.53 |
0.9% |
97% |
True |
False |
|
| 20 |
16,922.01 |
15,695.64 |
1,226.37 |
7.3% |
164.56 |
1.0% |
99% |
True |
False |
|
| 40 |
16,922.01 |
14,234.69 |
2,687.32 |
15.9% |
157.58 |
0.9% |
99% |
True |
False |
|
| 60 |
16,922.01 |
14,058.33 |
2,863.68 |
16.9% |
186.01 |
1.1% |
99% |
True |
False |
|
| 80 |
16,922.01 |
14,058.33 |
2,863.68 |
16.9% |
185.09 |
1.1% |
99% |
True |
False |
|
| 100 |
16,922.01 |
14,058.33 |
2,863.68 |
16.9% |
190.64 |
1.1% |
99% |
True |
False |
|
| 120 |
16,922.01 |
14,058.33 |
2,863.68 |
16.9% |
190.62 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,187.47 |
|
2.618 |
17,085.53 |
|
1.618 |
17,023.07 |
|
1.000 |
16,984.47 |
|
0.618 |
16,960.61 |
|
HIGH |
16,922.01 |
|
0.618 |
16,898.15 |
|
0.500 |
16,890.78 |
|
0.382 |
16,883.41 |
|
LOW |
16,859.55 |
|
0.618 |
16,820.95 |
|
1.000 |
16,797.09 |
|
1.618 |
16,758.49 |
|
2.618 |
16,696.03 |
|
4.250 |
16,594.10 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,901.46 |
16,875.46 |
| PP |
16,896.12 |
16,844.13 |
| S1 |
16,890.78 |
16,812.79 |
|