| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,260.9 |
2,278.2 |
17.3 |
0.8% |
2,372.8 |
| High |
2,280.9 |
2,304.8 |
23.9 |
1.0% |
2,402.6 |
| Low |
2,248.7 |
2,257.6 |
8.9 |
0.4% |
2,211.7 |
| Close |
2,278.9 |
2,300.5 |
21.6 |
0.9% |
2,267.8 |
| Range |
32.2 |
47.2 |
15.0 |
46.6% |
190.9 |
| ATR |
47.8 |
47.7 |
0.0 |
-0.1% |
0.0 |
| Volume |
62,358 |
112,817 |
50,459 |
80.9% |
1,622,908 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.2 |
2,412.1 |
2,326.5 |
|
| R3 |
2,382.0 |
2,364.9 |
2,313.5 |
|
| R2 |
2,334.8 |
2,334.8 |
2,309.2 |
|
| R1 |
2,317.7 |
2,317.7 |
2,304.8 |
2,326.3 |
| PP |
2,287.6 |
2,287.6 |
2,287.6 |
2,291.9 |
| S1 |
2,270.5 |
2,270.5 |
2,296.2 |
2,279.1 |
| S2 |
2,240.4 |
2,240.4 |
2,291.8 |
|
| S3 |
2,193.2 |
2,223.3 |
2,287.5 |
|
| S4 |
2,146.0 |
2,176.1 |
2,274.5 |
|
|
| 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 |
2,304.8 |
2,211.7 |
93.1 |
4.0% |
51.7 |
2.2% |
95% |
True |
False |
178,868 |
| 10 |
2,432.7 |
2,211.7 |
221.0 |
9.6% |
55.7 |
2.4% |
40% |
False |
False |
211,388 |
| 20 |
2,488.3 |
2,211.7 |
276.6 |
12.0% |
43.4 |
1.9% |
32% |
False |
False |
107,049 |
| 40 |
2,502.6 |
2,211.7 |
290.9 |
12.6% |
47.1 |
2.0% |
31% |
False |
False |
53,946 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
13.1% |
42.6 |
1.9% |
33% |
False |
False |
36,028 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
17.5% |
39.1 |
1.7% |
50% |
False |
False |
27,036 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
18.2% |
31.3 |
1.4% |
52% |
False |
False |
21,629 |
| 120 |
2,502.6 |
2,082.9 |
419.7 |
18.2% |
26.1 |
1.1% |
52% |
False |
False |
18,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,505.4 |
|
2.618 |
2,428.4 |
|
1.618 |
2,381.2 |
|
1.000 |
2,352.0 |
|
0.618 |
2,334.0 |
|
HIGH |
2,304.8 |
|
0.618 |
2,286.8 |
|
0.500 |
2,281.2 |
|
0.382 |
2,275.6 |
|
LOW |
2,257.6 |
|
0.618 |
2,228.4 |
|
1.000 |
2,210.4 |
|
1.618 |
2,181.2 |
|
2.618 |
2,134.0 |
|
4.250 |
2,057.0 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,294.1 |
2,290.9 |
| PP |
2,287.6 |
2,281.3 |
| S1 |
2,281.2 |
2,271.7 |
|