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 |
2,249.1410 |
2,272.1910 |
23.0500 |
1.0% |
2,245.4230 |
High |
2,343.2310 |
2,286.6040 |
-56.6270 |
-2.4% |
2,343.2310 |
Low |
2,232.3600 |
2,187.6210 |
-44.7390 |
-2.0% |
2,119.4420 |
Close |
2,318.2560 |
2,223.8890 |
-94.3670 |
-4.1% |
2,318.2560 |
Range |
110.8710 |
98.9830 |
-11.8880 |
-10.7% |
223.7890 |
ATR |
105.3551 |
107.1608 |
1.8057 |
1.7% |
0.0000 |
Volume |
289,006 |
184,157 |
-104,849 |
-36.3% |
956,127 |
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,529.6537 |
2,475.7543 |
2,278.3297 |
|
R3 |
2,430.6707 |
2,376.7713 |
2,251.1093 |
|
R2 |
2,331.6877 |
2,331.6877 |
2,242.0359 |
|
R1 |
2,277.7883 |
2,277.7883 |
2,232.9624 |
2,255.2465 |
PP |
2,232.7047 |
2,232.7047 |
2,232.7047 |
2,221.4338 |
S1 |
2,178.8053 |
2,178.8053 |
2,214.8156 |
2,156.2635 |
S2 |
2,133.7217 |
2,133.7217 |
2,205.7421 |
|
S3 |
2,034.7387 |
2,079.8223 |
2,196.6687 |
|
S4 |
1,935.7557 |
1,980.8393 |
2,169.4484 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,931.6767 |
2,848.7553 |
2,441.3400 |
|
R3 |
2,707.8877 |
2,624.9663 |
2,379.7980 |
|
R2 |
2,484.0987 |
2,484.0987 |
2,359.2840 |
|
R1 |
2,401.1773 |
2,401.1773 |
2,338.7700 |
2,442.6380 |
PP |
2,260.3097 |
2,260.3097 |
2,260.3097 |
2,281.0400 |
S1 |
2,177.3883 |
2,177.3883 |
2,297.7420 |
2,218.8490 |
S2 |
2,036.5207 |
2,036.5207 |
2,277.2280 |
|
S3 |
1,812.7317 |
1,953.5993 |
2,256.7140 |
|
S4 |
1,588.9427 |
1,729.8103 |
2,195.1721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,343.2310 |
2,135.4680 |
207.7630 |
9.3% |
106.6860 |
4.8% |
43% |
False |
False |
227,698 |
10 |
2,343.2310 |
2,119.4420 |
223.7890 |
10.1% |
104.8356 |
4.7% |
47% |
False |
False |
175,568 |
20 |
2,402.2510 |
1,996.0630 |
406.1880 |
18.3% |
105.7360 |
4.8% |
56% |
False |
False |
169,626 |
40 |
2,402.2510 |
1,764.9770 |
637.2740 |
28.7% |
100.0172 |
4.5% |
72% |
False |
False |
176,387 |
60 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.5% |
87.4326 |
3.9% |
80% |
False |
False |
165,698 |
80 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.5% |
77.0292 |
3.5% |
80% |
False |
False |
154,194 |
100 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.5% |
72.1233 |
3.2% |
80% |
False |
False |
154,086 |
120 |
2,402.2510 |
1,523.0770 |
879.1740 |
39.5% |
68.6475 |
3.1% |
80% |
False |
False |
147,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,707.2818 |
2.618 |
2,545.7415 |
1.618 |
2,446.7585 |
1.000 |
2,385.5870 |
0.618 |
2,347.7755 |
HIGH |
2,286.6040 |
0.618 |
2,248.7925 |
0.500 |
2,237.1125 |
0.382 |
2,225.4325 |
LOW |
2,187.6210 |
0.618 |
2,126.4495 |
1.000 |
2,088.6380 |
1.618 |
2,027.4665 |
2.618 |
1,928.4835 |
4.250 |
1,766.9433 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,237.1125 |
2,260.5220 |
PP |
2,232.7047 |
2,248.3110 |
S1 |
2,228.2968 |
2,236.1000 |
|