| 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 |
2,622.3 |
2,632.2 |
9.9 |
0.4% |
2,689.9 |
| High |
2,663.1 |
2,675.6 |
12.5 |
0.5% |
2,704.6 |
| Low |
2,619.4 |
2,626.2 |
6.8 |
0.3% |
2,619.4 |
| Close |
2,630.0 |
2,667.0 |
37.0 |
1.4% |
2,667.0 |
| Range |
43.7 |
49.4 |
5.7 |
13.0% |
85.2 |
| ATR |
42.4 |
42.9 |
0.5 |
1.2% |
0.0 |
| Volume |
5,629 |
4,638 |
-991 |
-17.6% |
28,547 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.5 |
2,785.1 |
2,694.2 |
|
| R3 |
2,755.1 |
2,735.7 |
2,680.6 |
|
| R2 |
2,705.7 |
2,705.7 |
2,676.1 |
|
| R1 |
2,686.3 |
2,686.3 |
2,671.5 |
2,696.0 |
| PP |
2,656.3 |
2,656.3 |
2,656.3 |
2,661.1 |
| S1 |
2,636.9 |
2,636.9 |
2,662.5 |
2,646.6 |
| S2 |
2,606.9 |
2,606.9 |
2,657.9 |
|
| S3 |
2,557.5 |
2,587.5 |
2,653.4 |
|
| S4 |
2,508.1 |
2,538.1 |
2,639.8 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.3 |
2,878.3 |
2,713.9 |
|
| R3 |
2,834.1 |
2,793.1 |
2,690.4 |
|
| R2 |
2,748.9 |
2,748.9 |
2,682.6 |
|
| R1 |
2,707.9 |
2,707.9 |
2,674.8 |
2,685.8 |
| PP |
2,663.7 |
2,663.7 |
2,663.7 |
2,652.6 |
| S1 |
2,622.7 |
2,622.7 |
2,659.2 |
2,600.6 |
| S2 |
2,578.5 |
2,578.5 |
2,651.4 |
|
| S3 |
2,493.3 |
2,537.5 |
2,643.6 |
|
| S4 |
2,408.1 |
2,452.3 |
2,620.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,704.6 |
2,619.4 |
85.2 |
3.2% |
42.3 |
1.6% |
56% |
False |
False |
5,709 |
| 10 |
2,780.4 |
2,619.4 |
161.0 |
6.0% |
45.4 |
1.7% |
30% |
False |
False |
9,595 |
| 20 |
2,780.4 |
2,619.4 |
161.0 |
6.0% |
43.1 |
1.6% |
30% |
False |
False |
8,179 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
40.8 |
1.5% |
31% |
False |
False |
6,721 |
| 60 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
37.2 |
1.4% |
31% |
False |
False |
5,250 |
| 80 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
35.4 |
1.3% |
41% |
False |
False |
4,220 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.2% |
35.7 |
1.3% |
56% |
False |
False |
3,634 |
| 120 |
2,846.6 |
2,428.5 |
418.1 |
15.7% |
35.4 |
1.3% |
57% |
False |
False |
3,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.6 |
|
2.618 |
2,804.9 |
|
1.618 |
2,755.5 |
|
1.000 |
2,725.0 |
|
0.618 |
2,706.1 |
|
HIGH |
2,675.6 |
|
0.618 |
2,656.7 |
|
0.500 |
2,650.9 |
|
0.382 |
2,645.1 |
|
LOW |
2,626.2 |
|
0.618 |
2,595.7 |
|
1.000 |
2,576.8 |
|
1.618 |
2,546.3 |
|
2.618 |
2,496.9 |
|
4.250 |
2,416.3 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.6 |
2,662.7 |
| PP |
2,656.3 |
2,658.3 |
| S1 |
2,650.9 |
2,654.0 |
|