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 |
37,405.90 |
37,518.62 |
112.72 |
0.3% |
37,330.14 |
High |
37,617.99 |
37,683.70 |
65.71 |
0.2% |
37,641.30 |
Low |
37,371.83 |
37,488.60 |
116.77 |
0.3% |
37,073.04 |
Close |
37,545.33 |
37,656.52 |
111.19 |
0.3% |
37,385.97 |
Range |
246.16 |
195.10 |
-51.06 |
-20.7% |
568.26 |
ATR |
283.56 |
277.24 |
-6.32 |
-2.2% |
0.00 |
Volume |
215,084,430 |
248,246,027 |
33,161,597 |
15.4% |
1,390,002,657 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,194.91 |
38,120.81 |
37,763.83 |
|
R3 |
37,999.81 |
37,925.71 |
37,710.17 |
|
R2 |
37,804.71 |
37,804.71 |
37,692.29 |
|
R1 |
37,730.61 |
37,730.61 |
37,674.40 |
37,767.66 |
PP |
37,609.61 |
37,609.61 |
37,609.61 |
37,628.13 |
S1 |
37,535.51 |
37,535.51 |
37,638.64 |
37,572.56 |
S2 |
37,414.51 |
37,414.51 |
37,620.75 |
|
S3 |
37,219.41 |
37,340.41 |
37,602.87 |
|
S4 |
37,024.31 |
37,145.31 |
37,549.22 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,071.55 |
38,797.02 |
37,698.51 |
|
R3 |
38,503.29 |
38,228.76 |
37,542.24 |
|
R2 |
37,935.03 |
37,935.03 |
37,490.15 |
|
R1 |
37,660.50 |
37,660.50 |
37,438.06 |
37,797.77 |
PP |
37,366.77 |
37,366.77 |
37,366.77 |
37,435.40 |
S1 |
37,092.24 |
37,092.24 |
37,333.88 |
37,229.51 |
S2 |
36,798.51 |
36,798.51 |
37,281.79 |
|
S3 |
36,230.25 |
36,523.98 |
37,229.70 |
|
S4 |
35,661.99 |
35,955.72 |
37,073.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37,683.70 |
37,073.04 |
610.66 |
1.6% |
313.37 |
0.8% |
96% |
True |
False |
255,926,964 |
10 |
37,683.70 |
36,523.59 |
1,160.11 |
3.1% |
298.93 |
0.8% |
98% |
True |
False |
345,922,866 |
20 |
37,683.70 |
35,405.89 |
2,277.81 |
6.0% |
265.34 |
0.7% |
99% |
True |
False |
333,081,086 |
40 |
37,683.70 |
32,787.12 |
4,896.58 |
13.0% |
248.60 |
0.7% |
99% |
True |
False |
314,090,247 |
60 |
37,683.70 |
32,327.20 |
5,356.50 |
14.2% |
288.92 |
0.8% |
99% |
True |
False |
311,610,360 |
80 |
37,683.70 |
32,327.20 |
5,356.50 |
14.2% |
287.77 |
0.8% |
99% |
True |
False |
311,607,637 |
100 |
37,683.70 |
32,327.20 |
5,356.50 |
14.2% |
296.09 |
0.8% |
99% |
True |
False |
312,144,336 |
120 |
37,683.70 |
32,327.20 |
5,356.50 |
14.2% |
289.80 |
0.8% |
99% |
True |
False |
315,109,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,512.88 |
2.618 |
38,194.47 |
1.618 |
37,999.37 |
1.000 |
37,878.80 |
0.618 |
37,804.27 |
HIGH |
37,683.70 |
0.618 |
37,609.17 |
0.500 |
37,586.15 |
0.382 |
37,563.13 |
LOW |
37,488.60 |
0.618 |
37,368.03 |
1.000 |
37,293.50 |
1.618 |
37,172.93 |
2.618 |
36,977.83 |
4.250 |
36,659.43 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
37,633.06 |
37,596.44 |
PP |
37,609.61 |
37,536.37 |
S1 |
37,586.15 |
37,476.29 |
|