| 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 |
16,896.14 |
16,966.04 |
69.90 |
0.4% |
16,633.91 |
| High |
16,922.01 |
16,968.19 |
46.18 |
0.3% |
16,860.68 |
| Low |
16,859.55 |
16,891.32 |
31.77 |
0.2% |
16,552.06 |
| Close |
16,906.80 |
16,898.47 |
-8.33 |
0.0% |
16,777.40 |
| Range |
62.46 |
76.87 |
14.41 |
23.1% |
308.62 |
| ATR |
175.55 |
168.51 |
-7.05 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,149.94 |
17,101.07 |
16,940.75 |
|
| R3 |
17,073.07 |
17,024.20 |
16,919.61 |
|
| R2 |
16,996.20 |
16,996.20 |
16,912.56 |
|
| R1 |
16,947.33 |
16,947.33 |
16,905.52 |
16,933.33 |
| PP |
16,919.33 |
16,919.33 |
16,919.33 |
16,912.33 |
| S1 |
16,870.46 |
16,870.46 |
16,891.42 |
16,856.46 |
| S2 |
16,842.46 |
16,842.46 |
16,884.38 |
|
| S3 |
16,765.59 |
16,793.59 |
16,877.33 |
|
| S4 |
16,688.72 |
16,716.72 |
16,856.19 |
|
|
| 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 |
16,968.19 |
16,621.52 |
346.67 |
2.1% |
103.09 |
0.6% |
80% |
True |
False |
|
| 10 |
16,968.19 |
16,419.26 |
548.93 |
3.2% |
137.89 |
0.8% |
87% |
True |
False |
|
| 20 |
16,968.19 |
15,695.64 |
1,272.55 |
7.5% |
159.00 |
0.9% |
95% |
True |
False |
|
| 40 |
16,968.19 |
14,443.16 |
2,525.03 |
14.9% |
154.85 |
0.9% |
97% |
True |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.2% |
182.02 |
1.1% |
98% |
True |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.2% |
184.36 |
1.1% |
98% |
True |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.2% |
189.89 |
1.1% |
98% |
True |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.2% |
190.09 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,294.89 |
|
2.618 |
17,169.44 |
|
1.618 |
17,092.57 |
|
1.000 |
17,045.06 |
|
0.618 |
17,015.70 |
|
HIGH |
16,968.19 |
|
0.618 |
16,938.83 |
|
0.500 |
16,929.76 |
|
0.382 |
16,920.68 |
|
LOW |
16,891.32 |
|
0.618 |
16,843.81 |
|
1.000 |
16,814.45 |
|
1.618 |
16,766.94 |
|
2.618 |
16,690.07 |
|
4.250 |
16,564.62 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,929.76 |
16,895.94 |
| PP |
16,919.33 |
16,893.41 |
| S1 |
16,908.90 |
16,890.88 |
|