| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,654.0 |
2,683.5 |
29.5 |
1.1% |
2,711.0 |
| High |
2,698.5 |
2,691.7 |
-6.8 |
-0.3% |
2,726.6 |
| Low |
2,649.9 |
2,668.9 |
19.0 |
0.7% |
2,644.2 |
| Close |
2,690.0 |
2,673.7 |
-16.3 |
-0.6% |
2,690.0 |
| Range |
48.6 |
22.8 |
-25.8 |
-53.1% |
82.4 |
| ATR |
41.8 |
40.4 |
-1.4 |
-3.2% |
0.0 |
| Volume |
2,138 |
1,475 |
-663 |
-31.0% |
11,102 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.5 |
2,732.9 |
2,686.2 |
|
| R3 |
2,723.7 |
2,710.1 |
2,680.0 |
|
| R2 |
2,700.9 |
2,700.9 |
2,677.9 |
|
| R1 |
2,687.3 |
2,687.3 |
2,675.8 |
2,682.7 |
| PP |
2,678.1 |
2,678.1 |
2,678.1 |
2,675.8 |
| S1 |
2,664.5 |
2,664.5 |
2,671.6 |
2,659.9 |
| S2 |
2,655.3 |
2,655.3 |
2,669.5 |
|
| S3 |
2,632.5 |
2,641.7 |
2,667.4 |
|
| S4 |
2,609.7 |
2,618.9 |
2,661.2 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.1 |
2,894.5 |
2,735.3 |
|
| R3 |
2,851.7 |
2,812.1 |
2,712.7 |
|
| R2 |
2,769.3 |
2,769.3 |
2,705.1 |
|
| R1 |
2,729.7 |
2,729.7 |
2,697.6 |
2,708.3 |
| PP |
2,686.9 |
2,686.9 |
2,686.9 |
2,676.3 |
| S1 |
2,647.3 |
2,647.3 |
2,682.4 |
2,625.9 |
| S2 |
2,604.5 |
2,604.5 |
2,674.9 |
|
| S3 |
2,522.1 |
2,564.9 |
2,667.3 |
|
| S4 |
2,439.7 |
2,482.5 |
2,644.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,719.0 |
2,644.2 |
74.8 |
2.8% |
41.2 |
1.5% |
39% |
False |
False |
2,026 |
| 10 |
2,801.8 |
2,644.2 |
157.6 |
5.9% |
41.5 |
1.6% |
19% |
False |
False |
3,290 |
| 20 |
2,801.8 |
2,644.2 |
157.6 |
5.9% |
40.4 |
1.5% |
19% |
False |
False |
3,058 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.7% |
39.5 |
1.5% |
26% |
False |
False |
3,240 |
| 60 |
2,866.8 |
2,606.4 |
260.4 |
9.7% |
36.0 |
1.3% |
26% |
False |
False |
2,622 |
| 80 |
2,866.8 |
2,561.3 |
305.5 |
11.4% |
34.2 |
1.3% |
37% |
False |
False |
2,102 |
| 100 |
2,866.8 |
2,452.6 |
414.2 |
15.5% |
34.6 |
1.3% |
53% |
False |
False |
1,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,788.6 |
|
2.618 |
2,751.4 |
|
1.618 |
2,728.6 |
|
1.000 |
2,714.5 |
|
0.618 |
2,705.8 |
|
HIGH |
2,691.7 |
|
0.618 |
2,683.0 |
|
0.500 |
2,680.3 |
|
0.382 |
2,677.6 |
|
LOW |
2,668.9 |
|
0.618 |
2,654.8 |
|
1.000 |
2,646.1 |
|
1.618 |
2,632.0 |
|
2.618 |
2,609.2 |
|
4.250 |
2,572.0 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,680.3 |
2,672.9 |
| PP |
2,678.1 |
2,672.1 |
| S1 |
2,675.9 |
2,671.4 |
|