Trading Metrics calculated at close of trading on 27-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
6,099.25 |
6,092.00 |
-7.25 |
-0.1% |
6,001.75 |
High |
6,107.50 |
6,095.25 |
-12.25 |
-0.2% |
6,107.50 |
Low |
6,063.25 |
5,982.75 |
-80.50 |
-1.3% |
5,965.00 |
Close |
6,095.25 |
6,027.00 |
-68.25 |
-1.1% |
6,027.00 |
Range |
44.25 |
112.50 |
68.25 |
154.2% |
142.50 |
ATR |
70.57 |
73.57 |
2.99 |
4.2% |
0.00 |
Volume |
911,486 |
1,641,100 |
729,614 |
80.0% |
4,592,806 |
|
Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,372.50 |
6,312.25 |
6,089.00 |
|
R3 |
6,260.00 |
6,199.75 |
6,058.00 |
|
R2 |
6,147.50 |
6,147.50 |
6,047.50 |
|
R1 |
6,087.25 |
6,087.25 |
6,037.25 |
6,061.00 |
PP |
6,035.00 |
6,035.00 |
6,035.00 |
6,022.00 |
S1 |
5,974.75 |
5,974.75 |
6,016.75 |
5,948.50 |
S2 |
5,922.50 |
5,922.50 |
6,006.50 |
|
S3 |
5,810.00 |
5,862.25 |
5,996.00 |
|
S4 |
5,697.50 |
5,749.75 |
5,965.00 |
|
|
Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,460.75 |
6,386.25 |
6,105.50 |
|
R3 |
6,318.25 |
6,243.75 |
6,066.25 |
|
R2 |
6,175.75 |
6,175.75 |
6,053.00 |
|
R1 |
6,101.25 |
6,101.25 |
6,040.00 |
6,138.50 |
PP |
6,033.25 |
6,033.25 |
6,033.25 |
6,051.75 |
S1 |
5,958.75 |
5,958.75 |
6,014.00 |
5,996.00 |
S2 |
5,890.75 |
5,890.75 |
6,001.00 |
|
S3 |
5,748.25 |
5,816.25 |
5,987.75 |
|
S4 |
5,605.75 |
5,673.75 |
5,948.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,107.50 |
5,866.00 |
241.50 |
4.0% |
97.75 |
1.6% |
67% |
False |
False |
1,386,735 |
10 |
6,163.75 |
5,866.00 |
297.75 |
4.9% |
92.75 |
1.5% |
54% |
False |
False |
1,681,436 |
20 |
6,178.75 |
5,866.00 |
312.75 |
5.2% |
65.00 |
1.1% |
51% |
False |
False |
865,947 |
40 |
6,178.75 |
5,783.75 |
395.00 |
6.6% |
67.50 |
1.1% |
62% |
False |
False |
437,457 |
60 |
6,178.75 |
5,778.00 |
400.75 |
6.6% |
63.50 |
1.1% |
62% |
False |
False |
292,466 |
80 |
6,178.75 |
5,499.25 |
679.50 |
11.3% |
64.25 |
1.1% |
78% |
False |
False |
219,586 |
100 |
6,178.75 |
5,282.25 |
896.50 |
14.9% |
67.00 |
1.1% |
83% |
False |
False |
175,723 |
120 |
6,178.75 |
5,217.75 |
961.00 |
15.9% |
71.25 |
1.2% |
84% |
False |
False |
146,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,573.50 |
2.618 |
6,389.75 |
1.618 |
6,277.25 |
1.000 |
6,207.75 |
0.618 |
6,164.75 |
HIGH |
6,095.25 |
0.618 |
6,052.25 |
0.500 |
6,039.00 |
0.382 |
6,025.75 |
LOW |
5,982.75 |
0.618 |
5,913.25 |
1.000 |
5,870.25 |
1.618 |
5,800.75 |
2.618 |
5,688.25 |
4.250 |
5,504.50 |
|
|
Fisher Pivots for day following 27-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
6,039.00 |
6,045.00 |
PP |
6,035.00 |
6,039.00 |
S1 |
6,031.00 |
6,033.00 |
|