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 |
2,083.0 |
2,088.7 |
5.7 |
0.3% |
2,010.2 |
High |
2,097.0 |
2,096.2 |
-0.8 |
0.0% |
2,069.8 |
Low |
2,075.2 |
2,072.6 |
-2.6 |
-0.1% |
2,000.2 |
Close |
2,089.1 |
2,079.3 |
-9.8 |
-0.5% |
2,056.4 |
Range |
21.8 |
23.6 |
1.8 |
8.3% |
69.6 |
ATR |
38.6 |
37.5 |
-1.1 |
-2.8% |
0.0 |
Volume |
166,852 |
152,393 |
-14,459 |
-8.7% |
1,138,660 |
|
Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,153.5 |
2,140.0 |
2,092.3 |
|
R3 |
2,129.9 |
2,116.4 |
2,085.8 |
|
R2 |
2,106.3 |
2,106.3 |
2,083.6 |
|
R1 |
2,092.8 |
2,092.8 |
2,081.5 |
2,087.8 |
PP |
2,082.7 |
2,082.7 |
2,082.7 |
2,080.2 |
S1 |
2,069.2 |
2,069.2 |
2,077.1 |
2,064.2 |
S2 |
2,059.1 |
2,059.1 |
2,075.0 |
|
S3 |
2,035.5 |
2,045.6 |
2,072.8 |
|
S4 |
2,011.9 |
2,022.0 |
2,066.3 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,250.9 |
2,223.3 |
2,094.7 |
|
R3 |
2,181.3 |
2,153.7 |
2,075.5 |
|
R2 |
2,111.7 |
2,111.7 |
2,069.2 |
|
R1 |
2,084.1 |
2,084.1 |
2,062.8 |
2,097.9 |
PP |
2,042.1 |
2,042.1 |
2,042.1 |
2,049.1 |
S1 |
2,014.5 |
2,014.5 |
2,050.0 |
2,028.3 |
S2 |
1,972.5 |
1,972.5 |
2,043.6 |
|
S3 |
1,902.9 |
1,944.9 |
2,037.3 |
|
S4 |
1,833.3 |
1,875.3 |
2,018.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,097.0 |
2,010.0 |
87.0 |
4.2% |
30.1 |
1.4% |
80% |
False |
False |
172,786 |
10 |
2,097.0 |
1,970.0 |
127.0 |
6.1% |
40.0 |
1.9% |
86% |
False |
False |
241,659 |
20 |
2,097.0 |
1,816.4 |
280.6 |
13.5% |
39.7 |
1.9% |
94% |
False |
False |
186,187 |
40 |
2,097.0 |
1,670.6 |
426.4 |
20.5% |
36.7 |
1.8% |
96% |
False |
False |
93,250 |
60 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
35.7 |
1.7% |
96% |
False |
False |
62,223 |
80 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
32.7 |
1.6% |
96% |
False |
False |
46,692 |
100 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
30.4 |
1.5% |
96% |
False |
False |
37,354 |
120 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
28.3 |
1.4% |
96% |
False |
False |
31,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,196.5 |
2.618 |
2,158.0 |
1.618 |
2,134.4 |
1.000 |
2,119.8 |
0.618 |
2,110.8 |
HIGH |
2,096.2 |
0.618 |
2,087.2 |
0.500 |
2,084.4 |
0.382 |
2,081.6 |
LOW |
2,072.6 |
0.618 |
2,058.0 |
1.000 |
2,049.0 |
1.618 |
2,034.4 |
2.618 |
2,010.8 |
4.250 |
1,972.3 |
|
|
Fisher Pivots for day following 28-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
2,084.4 |
2,077.7 |
PP |
2,082.7 |
2,076.1 |
S1 |
2,081.0 |
2,074.5 |
|