| 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 |
2,258.0 |
2,248.0 |
-10.0 |
-0.4% |
2,372.8 |
| High |
2,292.6 |
2,292.6 |
0.0 |
0.0% |
2,402.6 |
| Low |
2,239.1 |
2,211.7 |
-27.4 |
-1.2% |
2,211.7 |
| Close |
2,245.4 |
2,267.8 |
22.4 |
1.0% |
2,267.8 |
| Range |
53.5 |
80.9 |
27.4 |
51.2% |
190.9 |
| ATR |
46.8 |
49.3 |
2.4 |
5.2% |
0.0 |
| Volume |
299,650 |
282,647 |
-17,003 |
-5.7% |
1,622,908 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.1 |
2,464.8 |
2,312.3 |
|
| R3 |
2,419.2 |
2,383.9 |
2,290.0 |
|
| R2 |
2,338.3 |
2,338.3 |
2,282.6 |
|
| R1 |
2,303.0 |
2,303.0 |
2,275.2 |
2,320.7 |
| PP |
2,257.4 |
2,257.4 |
2,257.4 |
2,266.2 |
| S1 |
2,222.1 |
2,222.1 |
2,260.4 |
2,239.8 |
| S2 |
2,176.5 |
2,176.5 |
2,253.0 |
|
| S3 |
2,095.6 |
2,141.2 |
2,245.6 |
|
| S4 |
2,014.7 |
2,060.3 |
2,223.3 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.7 |
2,758.2 |
2,372.8 |
|
| R3 |
2,675.8 |
2,567.3 |
2,320.3 |
|
| R2 |
2,484.9 |
2,484.9 |
2,302.8 |
|
| R1 |
2,376.4 |
2,376.4 |
2,285.3 |
2,335.2 |
| PP |
2,294.0 |
2,294.0 |
2,294.0 |
2,273.5 |
| S1 |
2,185.5 |
2,185.5 |
2,250.3 |
2,144.3 |
| S2 |
2,103.1 |
2,103.1 |
2,232.8 |
|
| S3 |
1,912.2 |
1,994.6 |
2,215.3 |
|
| S4 |
1,721.3 |
1,803.7 |
2,162.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,402.6 |
2,211.7 |
190.9 |
8.4% |
70.8 |
3.1% |
29% |
False |
True |
324,581 |
| 10 |
2,462.4 |
2,211.7 |
250.7 |
11.1% |
52.8 |
2.3% |
22% |
False |
True |
182,150 |
| 20 |
2,502.6 |
2,211.7 |
290.9 |
12.8% |
44.0 |
1.9% |
19% |
False |
True |
91,766 |
| 40 |
2,502.6 |
2,211.7 |
290.9 |
12.8% |
46.4 |
2.0% |
19% |
False |
True |
46,169 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
13.3% |
42.6 |
1.9% |
22% |
False |
False |
30,834 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
17.8% |
37.6 |
1.7% |
42% |
False |
False |
23,135 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
18.5% |
30.1 |
1.3% |
44% |
False |
False |
18,508 |
| 120 |
2,502.6 |
2,082.9 |
419.7 |
18.5% |
25.1 |
1.1% |
44% |
False |
False |
15,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,636.4 |
|
2.618 |
2,504.4 |
|
1.618 |
2,423.5 |
|
1.000 |
2,373.5 |
|
0.618 |
2,342.6 |
|
HIGH |
2,292.6 |
|
0.618 |
2,261.7 |
|
0.500 |
2,252.2 |
|
0.382 |
2,242.6 |
|
LOW |
2,211.7 |
|
0.618 |
2,161.7 |
|
1.000 |
2,130.8 |
|
1.618 |
2,080.8 |
|
2.618 |
1,999.9 |
|
4.250 |
1,867.9 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,262.6 |
2,298.8 |
| PP |
2,257.4 |
2,288.5 |
| S1 |
2,252.2 |
2,278.1 |
|