| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,232.6 |
2,222.0 |
-10.6 |
-0.5% |
2,346.5 |
| High |
2,268.2 |
2,225.5 |
-42.7 |
-1.9% |
2,374.6 |
| Low |
2,215.4 |
2,189.4 |
-26.0 |
-1.2% |
2,189.4 |
| Close |
2,221.8 |
2,194.1 |
-27.8 |
-1.2% |
2,194.1 |
| Range |
52.8 |
36.1 |
-16.7 |
-31.6% |
185.2 |
| ATR |
46.9 |
46.1 |
-0.8 |
-1.6% |
0.0 |
| Volume |
57,344 |
4,675 |
-52,669 |
-91.8% |
740,690 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.3 |
2,288.8 |
2,213.9 |
|
| R3 |
2,275.2 |
2,252.7 |
2,204.0 |
|
| R2 |
2,239.1 |
2,239.1 |
2,200.7 |
|
| R1 |
2,216.6 |
2,216.6 |
2,197.4 |
2,209.8 |
| PP |
2,203.0 |
2,203.0 |
2,203.0 |
2,199.6 |
| S1 |
2,180.5 |
2,180.5 |
2,190.7 |
2,173.7 |
| S2 |
2,166.9 |
2,166.9 |
2,187.4 |
|
| S3 |
2,130.8 |
2,144.4 |
2,184.1 |
|
| S4 |
2,094.7 |
2,108.3 |
2,174.2 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.3 |
2,686.4 |
2,295.9 |
|
| R3 |
2,623.1 |
2,501.2 |
2,245.0 |
|
| R2 |
2,437.9 |
2,437.9 |
2,228.0 |
|
| R1 |
2,316.0 |
2,316.0 |
2,211.0 |
2,284.3 |
| PP |
2,252.7 |
2,252.7 |
2,252.7 |
2,236.9 |
| S1 |
2,130.8 |
2,130.8 |
2,177.1 |
2,099.1 |
| S2 |
2,067.5 |
2,067.5 |
2,160.1 |
|
| S3 |
1,882.3 |
1,945.6 |
2,143.1 |
|
| S4 |
1,697.1 |
1,760.4 |
2,092.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,374.6 |
2,189.4 |
185.2 |
8.4% |
60.7 |
2.8% |
3% |
False |
True |
148,138 |
| 10 |
2,435.4 |
2,189.4 |
246.0 |
11.2% |
47.2 |
2.2% |
2% |
False |
True |
159,944 |
| 20 |
2,477.1 |
2,189.4 |
287.7 |
13.1% |
42.0 |
1.9% |
2% |
False |
True |
155,491 |
| 40 |
2,477.1 |
2,189.4 |
287.7 |
13.1% |
45.8 |
2.1% |
2% |
False |
True |
163,560 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
13.5% |
42.7 |
1.9% |
4% |
False |
False |
155,772 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
18.2% |
43.0 |
2.0% |
29% |
False |
False |
143,826 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
21.3% |
45.4 |
2.1% |
39% |
False |
False |
115,215 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
21.3% |
45.9 |
2.1% |
39% |
False |
False |
96,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,378.9 |
|
2.618 |
2,320.0 |
|
1.618 |
2,283.9 |
|
1.000 |
2,261.6 |
|
0.618 |
2,247.8 |
|
HIGH |
2,225.5 |
|
0.618 |
2,211.7 |
|
0.500 |
2,207.5 |
|
0.382 |
2,203.2 |
|
LOW |
2,189.4 |
|
0.618 |
2,167.1 |
|
1.000 |
2,153.3 |
|
1.618 |
2,131.0 |
|
2.618 |
2,094.9 |
|
4.250 |
2,036.0 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,207.5 |
2,273.7 |
| PP |
2,203.0 |
2,247.2 |
| S1 |
2,198.5 |
2,220.6 |
|