| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,632.2 |
2,661.1 |
28.9 |
1.1% |
2,689.9 |
| High |
2,675.6 |
2,668.6 |
-7.0 |
-0.3% |
2,704.6 |
| Low |
2,626.2 |
2,645.6 |
19.4 |
0.7% |
2,619.4 |
| Close |
2,667.0 |
2,650.5 |
-16.5 |
-0.6% |
2,667.0 |
| Range |
49.4 |
23.0 |
-26.4 |
-53.4% |
85.2 |
| ATR |
42.9 |
41.5 |
-1.4 |
-3.3% |
0.0 |
| Volume |
5,235 |
3,072 |
-2,163 |
-41.3% |
29,144 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.9 |
2,710.2 |
2,663.2 |
|
| R3 |
2,700.9 |
2,687.2 |
2,656.8 |
|
| R2 |
2,677.9 |
2,677.9 |
2,654.7 |
|
| R1 |
2,664.2 |
2,664.2 |
2,652.6 |
2,659.6 |
| PP |
2,654.9 |
2,654.9 |
2,654.9 |
2,652.6 |
| S1 |
2,641.2 |
2,641.2 |
2,648.4 |
2,636.6 |
| S2 |
2,631.9 |
2,631.9 |
2,646.3 |
|
| S3 |
2,608.9 |
2,618.2 |
2,644.2 |
|
| S4 |
2,585.9 |
2,595.2 |
2,637.9 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.3 |
2,878.3 |
2,713.9 |
|
| R3 |
2,834.1 |
2,793.1 |
2,690.4 |
|
| R2 |
2,748.9 |
2,748.9 |
2,682.6 |
|
| R1 |
2,707.9 |
2,707.9 |
2,674.8 |
2,685.8 |
| PP |
2,663.7 |
2,663.7 |
2,663.7 |
2,652.6 |
| S1 |
2,622.7 |
2,622.7 |
2,659.2 |
2,600.6 |
| S2 |
2,578.5 |
2,578.5 |
2,651.4 |
|
| S3 |
2,493.3 |
2,537.5 |
2,643.6 |
|
| S4 |
2,408.1 |
2,452.3 |
2,620.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,696.5 |
2,619.4 |
77.1 |
2.9% |
42.5 |
1.6% |
40% |
False |
False |
5,430 |
| 10 |
2,780.4 |
2,619.4 |
161.0 |
6.1% |
42.8 |
1.6% |
19% |
False |
False |
9,010 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.1% |
41.9 |
1.6% |
19% |
False |
False |
8,092 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
40.6 |
1.5% |
25% |
False |
False |
6,762 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
37.1 |
1.4% |
25% |
False |
False |
5,295 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
35.4 |
1.3% |
35% |
False |
False |
4,260 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
35.6 |
1.3% |
52% |
False |
False |
3,661 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
35.3 |
1.3% |
52% |
False |
False |
3,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.4 |
|
2.618 |
2,728.8 |
|
1.618 |
2,705.8 |
|
1.000 |
2,691.6 |
|
0.618 |
2,682.8 |
|
HIGH |
2,668.6 |
|
0.618 |
2,659.8 |
|
0.500 |
2,657.1 |
|
0.382 |
2,654.4 |
|
LOW |
2,645.6 |
|
0.618 |
2,631.4 |
|
1.000 |
2,622.6 |
|
1.618 |
2,608.4 |
|
2.618 |
2,585.4 |
|
4.250 |
2,547.9 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.1 |
2,649.5 |
| PP |
2,654.9 |
2,648.5 |
| S1 |
2,652.7 |
2,647.5 |
|