| 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 |
2,658.2 |
2,676.8 |
18.6 |
0.7% |
2,661.1 |
| High |
2,678.7 |
2,677.8 |
-0.9 |
0.0% |
2,678.7 |
| Low |
2,657.3 |
2,648.6 |
-8.7 |
-0.3% |
2,645.6 |
| Close |
2,677.1 |
2,655.2 |
-21.9 |
-0.8% |
2,655.2 |
| Range |
21.4 |
29.2 |
7.8 |
36.4% |
33.1 |
| ATR |
38.0 |
37.4 |
-0.6 |
-1.7% |
0.0 |
| Volume |
3,361 |
3,958 |
597 |
17.8% |
12,783 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.1 |
2,730.9 |
2,671.3 |
|
| R3 |
2,718.9 |
2,701.7 |
2,663.2 |
|
| R2 |
2,689.7 |
2,689.7 |
2,660.6 |
|
| R1 |
2,672.5 |
2,672.5 |
2,657.9 |
2,666.5 |
| PP |
2,660.5 |
2,660.5 |
2,660.5 |
2,657.6 |
| S1 |
2,643.3 |
2,643.3 |
2,652.5 |
2,637.3 |
| S2 |
2,631.3 |
2,631.3 |
2,649.8 |
|
| S3 |
2,602.1 |
2,614.1 |
2,647.2 |
|
| S4 |
2,572.9 |
2,584.9 |
2,639.1 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.1 |
2,740.3 |
2,673.4 |
|
| R3 |
2,726.0 |
2,707.2 |
2,664.3 |
|
| R2 |
2,692.9 |
2,692.9 |
2,661.3 |
|
| R1 |
2,674.1 |
2,674.1 |
2,658.2 |
2,667.0 |
| PP |
2,659.8 |
2,659.8 |
2,659.8 |
2,656.3 |
| S1 |
2,641.0 |
2,641.0 |
2,652.2 |
2,633.9 |
| S2 |
2,626.7 |
2,626.7 |
2,649.1 |
|
| S3 |
2,593.6 |
2,607.9 |
2,646.1 |
|
| S4 |
2,560.5 |
2,574.8 |
2,637.0 |
|
|
| 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 |
2,626.2 |
52.5 |
2.0% |
26.9 |
1.0% |
55% |
False |
False |
3,603 |
| 10 |
2,736.8 |
2,619.4 |
117.4 |
4.4% |
34.8 |
1.3% |
30% |
False |
False |
5,398 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.1% |
36.5 |
1.4% |
22% |
False |
False |
7,633 |
| 40 |
2,845.5 |
2,586.6 |
258.9 |
9.8% |
40.4 |
1.5% |
26% |
False |
False |
6,706 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
36.5 |
1.4% |
26% |
False |
False |
5,389 |
| 80 |
2,846.6 |
2,554.4 |
292.2 |
11.0% |
35.0 |
1.3% |
34% |
False |
False |
4,340 |
| 100 |
2,846.6 |
2,458.2 |
388.4 |
14.6% |
34.2 |
1.3% |
51% |
False |
False |
3,710 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
35.0 |
1.3% |
53% |
False |
False |
3,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.9 |
|
2.618 |
2,754.2 |
|
1.618 |
2,725.0 |
|
1.000 |
2,707.0 |
|
0.618 |
2,695.8 |
|
HIGH |
2,677.8 |
|
0.618 |
2,666.6 |
|
0.500 |
2,663.2 |
|
0.382 |
2,659.8 |
|
LOW |
2,648.6 |
|
0.618 |
2,630.6 |
|
1.000 |
2,619.4 |
|
1.618 |
2,601.4 |
|
2.618 |
2,572.2 |
|
4.250 |
2,524.5 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.2 |
2,662.8 |
| PP |
2,660.5 |
2,660.2 |
| S1 |
2,657.9 |
2,657.7 |
|