| 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 |
2,682.0 |
2,700.8 |
18.8 |
0.7% |
2,683.5 |
| High |
2,702.5 |
2,701.5 |
-1.0 |
0.0% |
2,702.5 |
| Low |
2,682.0 |
2,673.5 |
-8.5 |
-0.3% |
2,668.9 |
| Close |
2,701.1 |
2,679.5 |
-21.6 |
-0.8% |
2,679.5 |
| Range |
20.5 |
28.0 |
7.5 |
36.6% |
33.6 |
| ATR |
37.1 |
36.4 |
-0.6 |
-1.7% |
0.0 |
| Volume |
744 |
1,372 |
628 |
84.4% |
4,540 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.8 |
2,752.2 |
2,694.9 |
|
| R3 |
2,740.8 |
2,724.2 |
2,687.2 |
|
| R2 |
2,712.8 |
2,712.8 |
2,684.6 |
|
| R1 |
2,696.2 |
2,696.2 |
2,682.1 |
2,690.5 |
| PP |
2,684.8 |
2,684.8 |
2,684.8 |
2,682.0 |
| S1 |
2,668.2 |
2,668.2 |
2,676.9 |
2,662.5 |
| S2 |
2,656.8 |
2,656.8 |
2,674.4 |
|
| S3 |
2,628.8 |
2,640.2 |
2,671.8 |
|
| S4 |
2,600.8 |
2,612.2 |
2,664.1 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.4 |
2,765.6 |
2,698.0 |
|
| R3 |
2,750.8 |
2,732.0 |
2,688.7 |
|
| R2 |
2,717.2 |
2,717.2 |
2,685.7 |
|
| R1 |
2,698.4 |
2,698.4 |
2,682.6 |
2,691.0 |
| PP |
2,683.6 |
2,683.6 |
2,683.6 |
2,680.0 |
| S1 |
2,664.8 |
2,664.8 |
2,676.4 |
2,657.4 |
| S2 |
2,650.0 |
2,650.0 |
2,673.3 |
|
| S3 |
2,616.4 |
2,631.2 |
2,670.3 |
|
| S4 |
2,582.8 |
2,597.6 |
2,661.0 |
|
|
| 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 |
2,649.9 |
52.6 |
2.0% |
26.2 |
1.0% |
56% |
False |
False |
1,335 |
| 10 |
2,757.8 |
2,644.2 |
113.6 |
4.2% |
33.5 |
1.3% |
31% |
False |
False |
1,863 |
| 20 |
2,801.8 |
2,644.2 |
157.6 |
5.9% |
34.9 |
1.3% |
22% |
False |
False |
2,840 |
| 40 |
2,865.9 |
2,606.4 |
259.5 |
9.7% |
39.3 |
1.5% |
28% |
False |
False |
3,117 |
| 60 |
2,866.8 |
2,606.4 |
260.4 |
9.7% |
35.3 |
1.3% |
28% |
False |
False |
2,637 |
| 80 |
2,866.8 |
2,570.0 |
296.8 |
11.1% |
33.8 |
1.3% |
37% |
False |
False |
2,129 |
| 100 |
2,866.8 |
2,475.1 |
391.7 |
14.6% |
33.2 |
1.2% |
52% |
False |
False |
1,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.5 |
|
2.618 |
2,774.8 |
|
1.618 |
2,746.8 |
|
1.000 |
2,729.5 |
|
0.618 |
2,718.8 |
|
HIGH |
2,701.5 |
|
0.618 |
2,690.8 |
|
0.500 |
2,687.5 |
|
0.382 |
2,684.2 |
|
LOW |
2,673.5 |
|
0.618 |
2,656.2 |
|
1.000 |
2,645.5 |
|
1.618 |
2,628.2 |
|
2.618 |
2,600.2 |
|
4.250 |
2,554.5 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.5 |
2,686.7 |
| PP |
2,684.8 |
2,684.3 |
| S1 |
2,682.2 |
2,681.9 |
|