| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,299.9 |
2,263.6 |
-36.3 |
-1.6% |
2,270.6 |
| High |
2,302.0 |
2,267.8 |
-34.2 |
-1.5% |
2,304.8 |
| Low |
2,241.5 |
2,217.6 |
-23.9 |
-1.1% |
2,238.6 |
| Close |
2,263.3 |
2,247.7 |
-15.6 |
-0.7% |
2,263.3 |
| Range |
60.5 |
50.2 |
-10.3 |
-17.0% |
66.2 |
| ATR |
48.6 |
48.7 |
0.1 |
0.2% |
0.0 |
| Volume |
158,730 |
134,768 |
-23,962 |
-15.1% |
470,774 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.0 |
2,371.5 |
2,275.3 |
|
| R3 |
2,344.8 |
2,321.3 |
2,261.5 |
|
| R2 |
2,294.6 |
2,294.6 |
2,256.9 |
|
| R1 |
2,271.1 |
2,271.1 |
2,252.3 |
2,257.8 |
| PP |
2,244.4 |
2,244.4 |
2,244.4 |
2,237.7 |
| S1 |
2,220.9 |
2,220.9 |
2,243.1 |
2,207.6 |
| S2 |
2,194.2 |
2,194.2 |
2,238.5 |
|
| S3 |
2,144.0 |
2,170.7 |
2,233.9 |
|
| S4 |
2,093.8 |
2,120.5 |
2,220.1 |
|
|
| 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 |
2,217.6 |
87.2 |
3.9% |
47.0 |
2.1% |
35% |
False |
True |
121,108 |
| 10 |
2,402.6 |
2,211.7 |
190.9 |
8.5% |
58.9 |
2.6% |
19% |
False |
False |
222,845 |
| 20 |
2,479.0 |
2,211.7 |
267.3 |
11.9% |
46.3 |
2.1% |
13% |
False |
False |
121,632 |
| 40 |
2,502.6 |
2,211.7 |
290.9 |
12.9% |
47.6 |
2.1% |
12% |
False |
False |
61,276 |
| 60 |
2,502.6 |
2,201.6 |
301.0 |
13.4% |
43.4 |
1.9% |
15% |
False |
False |
40,911 |
| 80 |
2,502.6 |
2,100.0 |
402.6 |
17.9% |
40.5 |
1.8% |
37% |
False |
False |
30,705 |
| 100 |
2,502.6 |
2,100.0 |
402.6 |
17.9% |
32.4 |
1.4% |
37% |
False |
False |
24,564 |
| 120 |
2,502.6 |
2,082.9 |
419.7 |
18.7% |
27.0 |
1.2% |
39% |
False |
False |
20,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.2 |
|
2.618 |
2,399.2 |
|
1.618 |
2,349.0 |
|
1.000 |
2,318.0 |
|
0.618 |
2,298.8 |
|
HIGH |
2,267.8 |
|
0.618 |
2,248.6 |
|
0.500 |
2,242.7 |
|
0.382 |
2,236.8 |
|
LOW |
2,217.6 |
|
0.618 |
2,186.6 |
|
1.000 |
2,167.4 |
|
1.618 |
2,136.4 |
|
2.618 |
2,086.2 |
|
4.250 |
2,004.3 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.0 |
2,261.2 |
| PP |
2,244.4 |
2,256.7 |
| S1 |
2,242.7 |
2,252.2 |
|