| 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 |
2,085.4 |
2,098.6 |
13.2 |
0.6% |
2,052.9 |
| High |
2,100.0 |
2,115.4 |
15.4 |
0.7% |
2,102.3 |
| Low |
2,084.9 |
2,092.8 |
7.9 |
0.4% |
2,048.9 |
| Close |
2,089.6 |
2,112.9 |
23.3 |
1.1% |
2,088.8 |
| Range |
15.1 |
22.6 |
7.5 |
49.7% |
53.4 |
| ATR |
28.2 |
28.0 |
-0.2 |
-0.6% |
0.0 |
| Volume |
3,856 |
6,467 |
2,611 |
67.7% |
29,864 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.8 |
2,166.5 |
2,125.3 |
|
| R3 |
2,152.2 |
2,143.9 |
2,119.1 |
|
| R2 |
2,129.6 |
2,129.6 |
2,117.0 |
|
| R1 |
2,121.3 |
2,121.3 |
2,115.0 |
2,125.5 |
| PP |
2,107.0 |
2,107.0 |
2,107.0 |
2,109.1 |
| S1 |
2,098.7 |
2,098.7 |
2,110.8 |
2,102.9 |
| S2 |
2,084.4 |
2,084.4 |
2,108.8 |
|
| S3 |
2,061.8 |
2,076.1 |
2,106.7 |
|
| S4 |
2,039.2 |
2,053.5 |
2,100.5 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.2 |
2,217.9 |
2,118.2 |
|
| R3 |
2,186.8 |
2,164.5 |
2,103.5 |
|
| R2 |
2,133.4 |
2,133.4 |
2,098.6 |
|
| R1 |
2,111.1 |
2,111.1 |
2,093.7 |
2,122.3 |
| PP |
2,080.0 |
2,080.0 |
2,080.0 |
2,085.6 |
| S1 |
2,057.7 |
2,057.7 |
2,083.9 |
2,068.9 |
| S2 |
2,026.6 |
2,026.6 |
2,079.0 |
|
| S3 |
1,973.2 |
2,004.3 |
2,074.1 |
|
| S4 |
1,919.8 |
1,950.9 |
2,059.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,115.4 |
2,060.3 |
55.1 |
2.6% |
18.4 |
0.9% |
95% |
True |
False |
4,711 |
| 10 |
2,115.4 |
2,007.4 |
108.0 |
5.1% |
24.5 |
1.2% |
98% |
True |
False |
6,560 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.8% |
29.7 |
1.4% |
64% |
False |
False |
7,805 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.3% |
25.7 |
1.2% |
70% |
False |
False |
5,897 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
24.8 |
1.2% |
81% |
False |
False |
4,792 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
22.5 |
1.1% |
81% |
False |
False |
3,880 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
20.9 |
1.0% |
81% |
False |
False |
3,197 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.7% |
20.2 |
1.0% |
81% |
False |
False |
2,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.5 |
|
2.618 |
2,174.6 |
|
1.618 |
2,152.0 |
|
1.000 |
2,138.0 |
|
0.618 |
2,129.4 |
|
HIGH |
2,115.4 |
|
0.618 |
2,106.8 |
|
0.500 |
2,104.1 |
|
0.382 |
2,101.4 |
|
LOW |
2,092.8 |
|
0.618 |
2,078.8 |
|
1.000 |
2,070.2 |
|
1.618 |
2,056.2 |
|
2.618 |
2,033.6 |
|
4.250 |
1,996.8 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.0 |
2,107.5 |
| PP |
2,107.0 |
2,102.1 |
| S1 |
2,104.1 |
2,096.7 |
|