| 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 |
2,700.8 |
2,682.6 |
-18.2 |
-0.7% |
2,683.5 |
| High |
2,701.5 |
2,688.0 |
-13.5 |
-0.5% |
2,702.5 |
| Low |
2,673.5 |
2,657.6 |
-15.9 |
-0.6% |
2,668.9 |
| Close |
2,679.5 |
2,667.2 |
-12.3 |
-0.5% |
2,679.5 |
| Range |
28.0 |
30.4 |
2.4 |
8.6% |
33.6 |
| ATR |
36.4 |
36.0 |
-0.4 |
-1.2% |
0.0 |
| Volume |
1,372 |
3,175 |
1,803 |
131.4% |
4,540 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.1 |
2,745.1 |
2,683.9 |
|
| R3 |
2,731.7 |
2,714.7 |
2,675.6 |
|
| R2 |
2,701.3 |
2,701.3 |
2,672.8 |
|
| R1 |
2,684.3 |
2,684.3 |
2,670.0 |
2,677.6 |
| PP |
2,670.9 |
2,670.9 |
2,670.9 |
2,667.6 |
| S1 |
2,653.9 |
2,653.9 |
2,664.4 |
2,647.2 |
| S2 |
2,640.5 |
2,640.5 |
2,661.6 |
|
| S3 |
2,610.1 |
2,623.5 |
2,658.8 |
|
| S4 |
2,579.7 |
2,593.1 |
2,650.5 |
|
|
| 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 |
2,657.6 |
44.9 |
1.7% |
22.6 |
0.8% |
21% |
False |
True |
1,543 |
| 10 |
2,726.6 |
2,644.2 |
82.4 |
3.1% |
31.6 |
1.2% |
28% |
False |
False |
1,881 |
| 20 |
2,801.8 |
2,644.2 |
157.6 |
5.9% |
34.2 |
1.3% |
15% |
False |
False |
2,862 |
| 40 |
2,836.8 |
2,606.4 |
230.4 |
8.6% |
38.6 |
1.4% |
26% |
False |
False |
3,046 |
| 60 |
2,866.8 |
2,606.4 |
260.4 |
9.8% |
35.5 |
1.3% |
23% |
False |
False |
2,682 |
| 80 |
2,866.8 |
2,570.0 |
296.8 |
11.1% |
33.8 |
1.3% |
33% |
False |
False |
2,167 |
| 100 |
2,866.8 |
2,478.3 |
388.5 |
14.6% |
33.2 |
1.2% |
49% |
False |
False |
1,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.2 |
|
2.618 |
2,767.6 |
|
1.618 |
2,737.2 |
|
1.000 |
2,718.4 |
|
0.618 |
2,706.8 |
|
HIGH |
2,688.0 |
|
0.618 |
2,676.4 |
|
0.500 |
2,672.8 |
|
0.382 |
2,669.2 |
|
LOW |
2,657.6 |
|
0.618 |
2,638.8 |
|
1.000 |
2,627.2 |
|
1.618 |
2,608.4 |
|
2.618 |
2,578.0 |
|
4.250 |
2,528.4 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.8 |
2,680.1 |
| PP |
2,670.9 |
2,675.8 |
| S1 |
2,669.1 |
2,671.5 |
|