| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,658.1 |
2,643.8 |
-14.3 |
-0.5% |
2,661.1 |
| High |
2,663.8 |
2,666.8 |
3.0 |
0.1% |
2,678.7 |
| Low |
2,632.5 |
2,639.3 |
6.8 |
0.3% |
2,645.6 |
| Close |
2,642.0 |
2,666.0 |
24.0 |
0.9% |
2,655.2 |
| Range |
31.3 |
27.5 |
-3.8 |
-12.1% |
33.1 |
| ATR |
37.0 |
36.3 |
-0.7 |
-1.8% |
0.0 |
| Volume |
9,043 |
16,204 |
7,161 |
79.2% |
12,783 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.9 |
2,730.4 |
2,681.1 |
|
| R3 |
2,712.4 |
2,702.9 |
2,673.6 |
|
| R2 |
2,684.9 |
2,684.9 |
2,671.0 |
|
| R1 |
2,675.4 |
2,675.4 |
2,668.5 |
2,680.2 |
| PP |
2,657.4 |
2,657.4 |
2,657.4 |
2,659.7 |
| S1 |
2,647.9 |
2,647.9 |
2,663.5 |
2,652.7 |
| S2 |
2,629.9 |
2,629.9 |
2,661.0 |
|
| S3 |
2,602.4 |
2,620.4 |
2,658.4 |
|
| S4 |
2,574.9 |
2,592.9 |
2,650.9 |
|
|
| 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% |
24.2 |
0.9% |
73% |
False |
False |
6,991 |
| 10 |
2,696.5 |
2,619.4 |
77.1 |
2.9% |
33.4 |
1.3% |
60% |
False |
False |
6,210 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.0% |
35.4 |
1.3% |
29% |
False |
False |
8,301 |
| 40 |
2,804.8 |
2,586.6 |
218.2 |
8.2% |
39.7 |
1.5% |
36% |
False |
False |
7,030 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
36.4 |
1.4% |
31% |
False |
False |
5,733 |
| 80 |
2,846.6 |
2,554.4 |
292.2 |
11.0% |
34.9 |
1.3% |
38% |
False |
False |
4,637 |
| 100 |
2,846.6 |
2,497.2 |
349.4 |
13.1% |
34.1 |
1.3% |
48% |
False |
False |
3,929 |
| 120 |
2,846.6 |
2,440.4 |
406.2 |
15.2% |
34.9 |
1.3% |
56% |
False |
False |
3,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,783.7 |
|
2.618 |
2,738.8 |
|
1.618 |
2,711.3 |
|
1.000 |
2,694.3 |
|
0.618 |
2,683.8 |
|
HIGH |
2,666.8 |
|
0.618 |
2,656.3 |
|
0.500 |
2,653.1 |
|
0.382 |
2,649.8 |
|
LOW |
2,639.3 |
|
0.618 |
2,622.3 |
|
1.000 |
2,611.8 |
|
1.618 |
2,594.8 |
|
2.618 |
2,567.3 |
|
4.250 |
2,522.4 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.7 |
2,662.4 |
| PP |
2,657.4 |
2,658.8 |
| S1 |
2,653.1 |
2,655.2 |
|