| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
4,918.0 |
4,894.0 |
-24.0 |
-0.5% |
4,997.0 |
| High |
4,939.0 |
4,905.0 |
-34.0 |
-0.7% |
5,009.0 |
| Low |
4,895.0 |
4,829.0 |
-66.0 |
-1.3% |
4,829.0 |
| Close |
4,909.0 |
4,896.0 |
-13.0 |
-0.3% |
4,896.0 |
| Range |
44.0 |
76.0 |
32.0 |
72.7% |
180.0 |
| ATR |
59.6 |
61.1 |
1.5 |
2.4% |
0.0 |
| Volume |
736,233 |
930,309 |
194,076 |
26.4% |
4,333,965 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,104.7 |
5,076.3 |
4,937.8 |
|
| R3 |
5,028.7 |
5,000.3 |
4,916.9 |
|
| R2 |
4,952.7 |
4,952.7 |
4,909.9 |
|
| R1 |
4,924.3 |
4,924.3 |
4,903.0 |
4,938.5 |
| PP |
4,876.7 |
4,876.7 |
4,876.7 |
4,883.8 |
| S1 |
4,848.3 |
4,848.3 |
4,889.0 |
4,862.5 |
| S2 |
4,800.7 |
4,800.7 |
4,882.1 |
|
| S3 |
4,724.7 |
4,772.3 |
4,875.1 |
|
| S4 |
4,648.7 |
4,696.3 |
4,854.2 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,451.3 |
5,353.7 |
4,995.0 |
|
| R3 |
5,271.3 |
5,173.7 |
4,945.5 |
|
| R2 |
5,091.3 |
5,091.3 |
4,929.0 |
|
| R1 |
4,993.7 |
4,993.7 |
4,912.5 |
4,952.5 |
| PP |
4,911.3 |
4,911.3 |
4,911.3 |
4,890.8 |
| S1 |
4,813.7 |
4,813.7 |
4,879.5 |
4,772.5 |
| S2 |
4,731.3 |
4,731.3 |
4,863.0 |
|
| S3 |
4,551.3 |
4,633.7 |
4,846.5 |
|
| S4 |
4,371.3 |
4,453.7 |
4,797.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,009.0 |
4,829.0 |
180.0 |
3.7% |
58.4 |
1.2% |
37% |
False |
True |
866,793 |
| 10 |
5,040.0 |
4,829.0 |
211.0 |
4.3% |
46.8 |
1.0% |
32% |
False |
True |
516,800 |
| 20 |
5,040.0 |
4,741.0 |
299.0 |
6.1% |
53.2 |
1.1% |
52% |
False |
False |
263,527 |
| 40 |
5,040.0 |
4,727.0 |
313.0 |
6.4% |
57.8 |
1.2% |
54% |
False |
False |
132,589 |
| 60 |
5,121.0 |
4,727.0 |
394.0 |
8.0% |
52.3 |
1.1% |
43% |
False |
False |
88,539 |
| 80 |
5,121.0 |
4,727.0 |
394.0 |
8.0% |
42.4 |
0.9% |
43% |
False |
False |
66,482 |
| 100 |
5,121.0 |
4,636.0 |
485.0 |
9.9% |
34.5 |
0.7% |
54% |
False |
False |
53,186 |
| 120 |
5,149.0 |
4,636.0 |
513.0 |
10.5% |
28.7 |
0.6% |
51% |
False |
False |
44,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,228.0 |
|
2.618 |
5,104.0 |
|
1.618 |
5,028.0 |
|
1.000 |
4,981.0 |
|
0.618 |
4,952.0 |
|
HIGH |
4,905.0 |
|
0.618 |
4,876.0 |
|
0.500 |
4,867.0 |
|
0.382 |
4,858.0 |
|
LOW |
4,829.0 |
|
0.618 |
4,782.0 |
|
1.000 |
4,753.0 |
|
1.618 |
4,706.0 |
|
2.618 |
4,630.0 |
|
4.250 |
4,506.0 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,886.3 |
4,915.5 |
| PP |
4,876.7 |
4,909.0 |
| S1 |
4,867.0 |
4,902.5 |
|