| 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 |
2,676.5 |
2,682.0 |
5.5 |
0.2% |
2,711.0 |
| High |
2,681.9 |
2,702.5 |
20.6 |
0.8% |
2,726.6 |
| Low |
2,670.8 |
2,682.0 |
11.2 |
0.4% |
2,644.2 |
| Close |
2,681.9 |
2,701.1 |
19.2 |
0.7% |
2,690.0 |
| Range |
11.1 |
20.5 |
9.4 |
84.7% |
82.4 |
| ATR |
38.4 |
37.1 |
-1.3 |
-3.3% |
0.0 |
| Volume |
949 |
744 |
-205 |
-21.6% |
11,102 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.7 |
2,749.4 |
2,712.4 |
|
| R3 |
2,736.2 |
2,728.9 |
2,706.7 |
|
| R2 |
2,715.7 |
2,715.7 |
2,704.9 |
|
| R1 |
2,708.4 |
2,708.4 |
2,703.0 |
2,712.1 |
| PP |
2,695.2 |
2,695.2 |
2,695.2 |
2,697.0 |
| S1 |
2,687.9 |
2,687.9 |
2,699.2 |
2,691.6 |
| S2 |
2,674.7 |
2,674.7 |
2,697.3 |
|
| S3 |
2,654.2 |
2,667.4 |
2,695.5 |
|
| S4 |
2,633.7 |
2,646.9 |
2,689.8 |
|
|
| 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 |
2,702.5 |
2,644.2 |
58.3 |
2.2% |
28.8 |
1.1% |
98% |
True |
False |
1,387 |
| 10 |
2,801.8 |
2,644.2 |
157.6 |
5.8% |
36.8 |
1.4% |
36% |
False |
False |
2,272 |
| 20 |
2,801.8 |
2,644.2 |
157.6 |
5.8% |
35.0 |
1.3% |
36% |
False |
False |
2,866 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
39.0 |
1.4% |
36% |
False |
False |
3,154 |
| 60 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
35.2 |
1.3% |
36% |
False |
False |
2,625 |
| 80 |
2,866.8 |
2,561.3 |
305.5 |
11.3% |
33.7 |
1.2% |
46% |
False |
False |
2,117 |
| 100 |
2,866.8 |
2,475.1 |
391.7 |
14.5% |
33.2 |
1.2% |
58% |
False |
False |
1,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.6 |
|
2.618 |
2,756.2 |
|
1.618 |
2,735.7 |
|
1.000 |
2,723.0 |
|
0.618 |
2,715.2 |
|
HIGH |
2,702.5 |
|
0.618 |
2,694.7 |
|
0.500 |
2,692.3 |
|
0.382 |
2,689.8 |
|
LOW |
2,682.0 |
|
0.618 |
2,669.3 |
|
1.000 |
2,661.5 |
|
1.618 |
2,648.8 |
|
2.618 |
2,628.3 |
|
4.250 |
2,594.9 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.2 |
2,696.0 |
| PP |
2,695.2 |
2,690.8 |
| S1 |
2,692.3 |
2,685.7 |
|