| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,605.3 |
2,620.0 |
14.7 |
0.6% |
2,658.3 |
| High |
2,631.7 |
2,627.7 |
-4.0 |
-0.2% |
2,663.3 |
| Low |
2,604.9 |
2,611.1 |
6.2 |
0.2% |
2,582.1 |
| Close |
2,628.7 |
2,612.3 |
-16.4 |
-0.6% |
2,628.7 |
| Range |
26.8 |
16.6 |
-10.2 |
-38.1% |
81.2 |
| ATR |
39.4 |
37.8 |
-1.6 |
-4.0% |
0.0 |
| Volume |
592 |
451 |
-141 |
-23.8% |
2,978 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.8 |
2,656.2 |
2,621.4 |
|
| R3 |
2,650.2 |
2,639.6 |
2,616.9 |
|
| R2 |
2,633.6 |
2,633.6 |
2,615.3 |
|
| R1 |
2,623.0 |
2,623.0 |
2,613.8 |
2,620.0 |
| PP |
2,617.0 |
2,617.0 |
2,617.0 |
2,615.6 |
| S1 |
2,606.4 |
2,606.4 |
2,610.8 |
2,603.4 |
| S2 |
2,600.4 |
2,600.4 |
2,609.3 |
|
| S3 |
2,583.8 |
2,589.8 |
2,607.7 |
|
| S4 |
2,567.2 |
2,573.2 |
2,603.2 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,868.3 |
2,829.7 |
2,673.4 |
|
| R3 |
2,787.1 |
2,748.5 |
2,651.0 |
|
| R2 |
2,705.9 |
2,705.9 |
2,643.6 |
|
| R1 |
2,667.3 |
2,667.3 |
2,636.1 |
2,646.0 |
| PP |
2,624.7 |
2,624.7 |
2,624.7 |
2,614.1 |
| S1 |
2,586.1 |
2,586.1 |
2,621.3 |
2,564.8 |
| S2 |
2,543.5 |
2,543.5 |
2,613.8 |
|
| S3 |
2,462.3 |
2,504.9 |
2,606.4 |
|
| S4 |
2,381.1 |
2,423.7 |
2,584.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,652.3 |
2,582.1 |
70.2 |
2.7% |
29.7 |
1.1% |
43% |
False |
False |
510 |
| 10 |
2,736.0 |
2,582.1 |
153.9 |
5.9% |
33.9 |
1.3% |
20% |
False |
False |
1,074 |
| 20 |
2,736.0 |
2,582.1 |
153.9 |
5.9% |
36.3 |
1.4% |
20% |
False |
False |
28,176 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
10.0% |
38.8 |
1.5% |
27% |
False |
False |
124,789 |
| 60 |
2,801.8 |
2,541.5 |
260.3 |
10.0% |
36.3 |
1.4% |
27% |
False |
False |
140,479 |
| 80 |
2,801.8 |
2,502.7 |
299.1 |
11.4% |
35.4 |
1.4% |
37% |
False |
False |
153,114 |
| 100 |
2,801.8 |
2,403.8 |
398.0 |
15.2% |
36.2 |
1.4% |
52% |
False |
False |
159,379 |
| 120 |
2,801.8 |
2,398.2 |
403.6 |
15.4% |
36.4 |
1.4% |
53% |
False |
False |
147,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.3 |
|
2.618 |
2,671.2 |
|
1.618 |
2,654.6 |
|
1.000 |
2,644.3 |
|
0.618 |
2,638.0 |
|
HIGH |
2,627.7 |
|
0.618 |
2,621.4 |
|
0.500 |
2,619.4 |
|
0.382 |
2,617.4 |
|
LOW |
2,611.1 |
|
0.618 |
2,600.8 |
|
1.000 |
2,594.5 |
|
1.618 |
2,584.2 |
|
2.618 |
2,567.6 |
|
4.250 |
2,540.6 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,619.4 |
2,610.5 |
| PP |
2,617.0 |
2,608.7 |
| S1 |
2,614.7 |
2,606.9 |
|