| 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 |
2,676.8 |
2,658.1 |
-18.7 |
-0.7% |
2,661.1 |
| High |
2,677.8 |
2,663.8 |
-14.0 |
-0.5% |
2,678.7 |
| Low |
2,648.6 |
2,632.5 |
-16.1 |
-0.6% |
2,645.6 |
| Close |
2,655.2 |
2,642.0 |
-13.2 |
-0.5% |
2,655.2 |
| Range |
29.2 |
31.3 |
2.1 |
7.2% |
33.1 |
| ATR |
37.4 |
37.0 |
-0.4 |
-1.2% |
0.0 |
| Volume |
3,958 |
9,043 |
5,085 |
128.5% |
12,783 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.0 |
2,722.3 |
2,659.2 |
|
| R3 |
2,708.7 |
2,691.0 |
2,650.6 |
|
| R2 |
2,677.4 |
2,677.4 |
2,647.7 |
|
| R1 |
2,659.7 |
2,659.7 |
2,644.9 |
2,652.9 |
| PP |
2,646.1 |
2,646.1 |
2,646.1 |
2,642.7 |
| S1 |
2,628.4 |
2,628.4 |
2,639.1 |
2,621.6 |
| S2 |
2,614.8 |
2,614.8 |
2,636.3 |
|
| S3 |
2,583.5 |
2,597.1 |
2,633.4 |
|
| S4 |
2,552.2 |
2,565.8 |
2,624.8 |
|
|
| 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 |
2,632.5 |
46.2 |
1.7% |
23.3 |
0.9% |
21% |
False |
True |
4,365 |
| 10 |
2,704.6 |
2,619.4 |
85.2 |
3.2% |
32.8 |
1.2% |
27% |
False |
False |
5,097 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.1% |
35.7 |
1.4% |
14% |
False |
False |
7,779 |
| 40 |
2,815.6 |
2,586.6 |
229.0 |
8.7% |
39.7 |
1.5% |
24% |
False |
False |
6,744 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
36.6 |
1.4% |
21% |
False |
False |
5,521 |
| 80 |
2,846.6 |
2,554.4 |
292.2 |
11.1% |
35.1 |
1.3% |
30% |
False |
False |
4,445 |
| 100 |
2,846.6 |
2,461.2 |
385.4 |
14.6% |
34.3 |
1.3% |
47% |
False |
False |
3,784 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
15.4% |
35.1 |
1.3% |
50% |
False |
False |
3,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.8 |
|
2.618 |
2,745.7 |
|
1.618 |
2,714.4 |
|
1.000 |
2,695.1 |
|
0.618 |
2,683.1 |
|
HIGH |
2,663.8 |
|
0.618 |
2,651.8 |
|
0.500 |
2,648.2 |
|
0.382 |
2,644.5 |
|
LOW |
2,632.5 |
|
0.618 |
2,613.2 |
|
1.000 |
2,601.2 |
|
1.618 |
2,581.9 |
|
2.618 |
2,550.6 |
|
4.250 |
2,499.5 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.2 |
2,655.6 |
| PP |
2,646.1 |
2,651.1 |
| S1 |
2,644.1 |
2,646.5 |
|