| 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 |
2,278.2 |
2,299.9 |
21.7 |
1.0% |
2,270.6 |
| High |
2,304.8 |
2,302.0 |
-2.8 |
-0.1% |
2,304.8 |
| Low |
2,257.6 |
2,241.5 |
-16.1 |
-0.7% |
2,238.6 |
| Close |
2,300.5 |
2,263.3 |
-37.2 |
-1.6% |
2,263.3 |
| Range |
47.2 |
60.5 |
13.3 |
28.2% |
66.2 |
| ATR |
47.7 |
48.6 |
0.9 |
1.9% |
0.0 |
| Volume |
112,817 |
158,730 |
45,913 |
40.7% |
470,774 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.4 |
2,417.4 |
2,296.6 |
|
| R3 |
2,389.9 |
2,356.9 |
2,279.9 |
|
| R2 |
2,329.4 |
2,329.4 |
2,274.4 |
|
| R1 |
2,296.4 |
2,296.4 |
2,268.8 |
2,282.7 |
| PP |
2,268.9 |
2,268.9 |
2,268.9 |
2,262.1 |
| S1 |
2,235.9 |
2,235.9 |
2,257.8 |
2,222.2 |
| S2 |
2,208.4 |
2,208.4 |
2,252.2 |
|
| S3 |
2,147.9 |
2,175.4 |
2,246.7 |
|
| S4 |
2,087.4 |
2,114.9 |
2,230.0 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.5 |
2,431.6 |
2,299.7 |
|
| R3 |
2,401.3 |
2,365.4 |
2,281.5 |
|
| R2 |
2,335.1 |
2,335.1 |
2,275.4 |
|
| R1 |
2,299.2 |
2,299.2 |
2,269.4 |
2,284.1 |
| PP |
2,268.9 |
2,268.9 |
2,268.9 |
2,261.3 |
| S1 |
2,233.0 |
2,233.0 |
2,257.2 |
2,217.9 |
| S2 |
2,202.7 |
2,202.7 |
2,251.2 |
|
| S3 |
2,136.5 |
2,166.8 |
2,245.1 |
|
| S4 |
2,070.3 |
2,100.6 |
2,226.9 |
|
|
| 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 |
4.1% |
53.1 |
2.3% |
55% |
False |
False |
150,684 |
| 10 |
2,402.6 |
2,211.7 |
190.9 |
8.4% |
57.4 |
2.5% |
27% |
False |
False |
224,399 |
| 20 |
2,485.4 |
2,211.7 |
273.7 |
12.1% |
44.8 |
2.0% |
19% |
False |
False |
114,949 |
| 40 |
2,502.6 |
2,211.7 |
290.9 |
12.9% |
47.6 |
2.1% |
18% |
False |
False |
57,911 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
13.3% |
43.1 |
1.9% |
20% |
False |
False |
38,668 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
17.8% |
39.9 |
1.8% |
41% |
False |
False |
29,020 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
18.5% |
31.9 |
1.4% |
43% |
False |
False |
23,216 |
| 120 |
2,502.6 |
2,082.9 |
419.7 |
18.5% |
26.6 |
1.2% |
43% |
False |
False |
19,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.1 |
|
2.618 |
2,460.4 |
|
1.618 |
2,399.9 |
|
1.000 |
2,362.5 |
|
0.618 |
2,339.4 |
|
HIGH |
2,302.0 |
|
0.618 |
2,278.9 |
|
0.500 |
2,271.8 |
|
0.382 |
2,264.6 |
|
LOW |
2,241.5 |
|
0.618 |
2,204.1 |
|
1.000 |
2,181.0 |
|
1.618 |
2,143.6 |
|
2.618 |
2,083.1 |
|
4.250 |
1,984.4 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.8 |
2,273.2 |
| PP |
2,268.9 |
2,269.9 |
| S1 |
2,266.1 |
2,266.6 |
|