| 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 |
2,652.5 |
2,658.2 |
5.7 |
0.2% |
2,689.9 |
| High |
2,658.4 |
2,678.7 |
20.3 |
0.8% |
2,704.6 |
| Low |
2,646.8 |
2,657.3 |
10.5 |
0.4% |
2,619.4 |
| Close |
2,658.1 |
2,677.1 |
19.0 |
0.7% |
2,667.0 |
| Range |
11.6 |
21.4 |
9.8 |
84.5% |
85.2 |
| ATR |
39.3 |
38.0 |
-1.3 |
-3.3% |
0.0 |
| Volume |
2,392 |
3,361 |
969 |
40.5% |
29,144 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.2 |
2,727.6 |
2,688.9 |
|
| R3 |
2,713.8 |
2,706.2 |
2,683.0 |
|
| R2 |
2,692.4 |
2,692.4 |
2,681.0 |
|
| R1 |
2,684.8 |
2,684.8 |
2,679.1 |
2,688.6 |
| PP |
2,671.0 |
2,671.0 |
2,671.0 |
2,673.0 |
| S1 |
2,663.4 |
2,663.4 |
2,675.1 |
2,667.2 |
| S2 |
2,649.6 |
2,649.6 |
2,673.2 |
|
| S3 |
2,628.2 |
2,642.0 |
2,671.2 |
|
| S4 |
2,606.8 |
2,620.6 |
2,665.3 |
|
|
| 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 |
2,678.7 |
2,619.4 |
59.3 |
2.2% |
29.8 |
1.1% |
97% |
True |
False |
3,937 |
| 10 |
2,780.4 |
2,619.4 |
161.0 |
6.0% |
38.2 |
1.4% |
36% |
False |
False |
6,275 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.0% |
36.5 |
1.4% |
36% |
False |
False |
7,674 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
40.1 |
1.5% |
35% |
False |
False |
6,720 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
36.3 |
1.4% |
35% |
False |
False |
5,342 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.3% |
35.0 |
1.3% |
44% |
False |
False |
4,301 |
| 100 |
2,846.6 |
2,458.2 |
388.4 |
14.5% |
34.3 |
1.3% |
56% |
False |
False |
3,680 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
15.2% |
34.9 |
1.3% |
58% |
False |
False |
3,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.7 |
|
2.618 |
2,734.7 |
|
1.618 |
2,713.3 |
|
1.000 |
2,700.1 |
|
0.618 |
2,691.9 |
|
HIGH |
2,678.7 |
|
0.618 |
2,670.5 |
|
0.500 |
2,668.0 |
|
0.382 |
2,665.5 |
|
LOW |
2,657.3 |
|
0.618 |
2,644.1 |
|
1.000 |
2,635.9 |
|
1.618 |
2,622.7 |
|
2.618 |
2,601.3 |
|
4.250 |
2,566.4 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,674.1 |
2,672.1 |
| PP |
2,671.0 |
2,667.1 |
| S1 |
2,668.0 |
2,662.2 |
|