| 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 |
2,682.6 |
2,668.2 |
-14.4 |
-0.5% |
2,683.5 |
| High |
2,688.0 |
2,692.6 |
4.6 |
0.2% |
2,702.5 |
| Low |
2,657.6 |
2,663.3 |
5.7 |
0.2% |
2,668.9 |
| Close |
2,667.2 |
2,692.1 |
24.9 |
0.9% |
2,679.5 |
| Range |
30.4 |
29.3 |
-1.1 |
-3.6% |
33.6 |
| ATR |
36.0 |
35.5 |
-0.5 |
-1.3% |
0.0 |
| Volume |
3,175 |
4,799 |
1,624 |
51.1% |
4,540 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.6 |
2,760.6 |
2,708.2 |
|
| R3 |
2,741.3 |
2,731.3 |
2,700.2 |
|
| R2 |
2,712.0 |
2,712.0 |
2,697.5 |
|
| R1 |
2,702.0 |
2,702.0 |
2,694.8 |
2,707.0 |
| PP |
2,682.7 |
2,682.7 |
2,682.7 |
2,685.2 |
| S1 |
2,672.7 |
2,672.7 |
2,689.4 |
2,677.7 |
| S2 |
2,653.4 |
2,653.4 |
2,686.7 |
|
| S3 |
2,624.1 |
2,643.4 |
2,684.0 |
|
| S4 |
2,594.8 |
2,614.1 |
2,676.0 |
|
|
| 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% |
23.9 |
0.9% |
77% |
False |
False |
2,207 |
| 10 |
2,719.0 |
2,644.2 |
74.8 |
2.8% |
32.5 |
1.2% |
64% |
False |
False |
2,117 |
| 20 |
2,801.8 |
2,644.2 |
157.6 |
5.9% |
34.3 |
1.3% |
30% |
False |
False |
3,033 |
| 40 |
2,824.8 |
2,606.4 |
218.4 |
8.1% |
38.7 |
1.4% |
39% |
False |
False |
3,092 |
| 60 |
2,866.8 |
2,606.4 |
260.4 |
9.7% |
35.4 |
1.3% |
33% |
False |
False |
2,726 |
| 80 |
2,866.8 |
2,574.2 |
292.6 |
10.9% |
33.6 |
1.2% |
40% |
False |
False |
2,221 |
| 100 |
2,866.8 |
2,513.1 |
353.7 |
13.1% |
33.1 |
1.2% |
51% |
False |
False |
1,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.1 |
|
2.618 |
2,769.3 |
|
1.618 |
2,740.0 |
|
1.000 |
2,721.9 |
|
0.618 |
2,710.7 |
|
HIGH |
2,692.6 |
|
0.618 |
2,681.4 |
|
0.500 |
2,678.0 |
|
0.382 |
2,674.5 |
|
LOW |
2,663.3 |
|
0.618 |
2,645.2 |
|
1.000 |
2,634.0 |
|
1.618 |
2,615.9 |
|
2.618 |
2,586.6 |
|
4.250 |
2,538.8 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.4 |
2,687.9 |
| PP |
2,682.7 |
2,683.7 |
| S1 |
2,678.0 |
2,679.6 |
|