| Trading Metrics calculated at close of trading on 24-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
24-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,661.1 |
2,652.5 |
-8.6 |
-0.3% |
2,689.9 |
| High |
2,668.6 |
2,658.4 |
-10.2 |
-0.4% |
2,704.6 |
| Low |
2,645.6 |
2,646.8 |
1.2 |
0.0% |
2,619.4 |
| Close |
2,650.5 |
2,658.1 |
7.6 |
0.3% |
2,667.0 |
| Range |
23.0 |
11.6 |
-11.4 |
-49.6% |
85.2 |
| ATR |
41.5 |
39.3 |
-2.1 |
-5.1% |
0.0 |
| Volume |
3,072 |
2,392 |
-680 |
-22.1% |
29,144 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.2 |
2,685.3 |
2,664.5 |
|
| R3 |
2,677.6 |
2,673.7 |
2,661.3 |
|
| R2 |
2,666.0 |
2,666.0 |
2,660.2 |
|
| R1 |
2,662.1 |
2,662.1 |
2,659.2 |
2,664.1 |
| PP |
2,654.4 |
2,654.4 |
2,654.4 |
2,655.4 |
| S1 |
2,650.5 |
2,650.5 |
2,657.0 |
2,652.5 |
| S2 |
2,642.8 |
2,642.8 |
2,656.0 |
|
| S3 |
2,631.2 |
2,638.9 |
2,654.9 |
|
| S4 |
2,619.6 |
2,627.3 |
2,651.7 |
|
|
| 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 |
2,688.5 |
2,619.4 |
69.1 |
2.6% |
39.1 |
1.5% |
56% |
False |
False |
4,576 |
| 10 |
2,780.4 |
2,619.4 |
161.0 |
6.1% |
40.0 |
1.5% |
24% |
False |
False |
8,284 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.1% |
37.2 |
1.4% |
24% |
False |
False |
7,813 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
40.4 |
1.5% |
28% |
False |
False |
6,747 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
36.6 |
1.4% |
28% |
False |
False |
5,317 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
35.2 |
1.3% |
38% |
False |
False |
4,269 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
35.0 |
1.3% |
54% |
False |
False |
3,662 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
35.0 |
1.3% |
54% |
False |
False |
3,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.7 |
|
2.618 |
2,688.8 |
|
1.618 |
2,677.2 |
|
1.000 |
2,670.0 |
|
0.618 |
2,665.6 |
|
HIGH |
2,658.4 |
|
0.618 |
2,654.0 |
|
0.500 |
2,652.6 |
|
0.382 |
2,651.2 |
|
LOW |
2,646.8 |
|
0.618 |
2,639.6 |
|
1.000 |
2,635.2 |
|
1.618 |
2,628.0 |
|
2.618 |
2,616.4 |
|
4.250 |
2,597.5 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,656.3 |
2,655.7 |
| PP |
2,654.4 |
2,653.3 |
| S1 |
2,652.6 |
2,650.9 |
|