| 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 |
2,609.7 |
2,639.1 |
29.4 |
1.1% |
2,668.0 |
| High |
2,653.8 |
2,646.8 |
-7.0 |
-0.3% |
2,683.4 |
| Low |
2,603.7 |
2,623.2 |
19.5 |
0.7% |
2,596.7 |
| Close |
2,645.1 |
2,628.2 |
-16.9 |
-0.6% |
2,645.1 |
| Range |
50.1 |
23.6 |
-26.5 |
-52.9% |
86.7 |
| ATR |
44.0 |
42.5 |
-1.5 |
-3.3% |
0.0 |
| Volume |
153,567 |
105,131 |
-48,436 |
-31.5% |
764,537 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.5 |
2,689.5 |
2,641.2 |
|
| R3 |
2,679.9 |
2,665.9 |
2,634.7 |
|
| R2 |
2,656.3 |
2,656.3 |
2,632.5 |
|
| R1 |
2,642.3 |
2,642.3 |
2,630.4 |
2,637.5 |
| PP |
2,632.7 |
2,632.7 |
2,632.7 |
2,630.4 |
| S1 |
2,618.7 |
2,618.7 |
2,626.0 |
2,613.9 |
| S2 |
2,609.1 |
2,609.1 |
2,623.9 |
|
| S3 |
2,585.5 |
2,595.1 |
2,621.7 |
|
| S4 |
2,561.9 |
2,571.5 |
2,615.2 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.8 |
2,860.2 |
2,692.8 |
|
| R3 |
2,815.1 |
2,773.5 |
2,668.9 |
|
| R2 |
2,728.4 |
2,728.4 |
2,661.0 |
|
| R1 |
2,686.8 |
2,686.8 |
2,653.0 |
2,664.3 |
| PP |
2,641.7 |
2,641.7 |
2,641.7 |
2,630.5 |
| S1 |
2,600.1 |
2,600.1 |
2,637.2 |
2,577.6 |
| S2 |
2,555.0 |
2,555.0 |
2,629.2 |
|
| S3 |
2,468.3 |
2,513.4 |
2,621.3 |
|
| S4 |
2,381.6 |
2,426.7 |
2,597.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,675.8 |
2,596.7 |
79.1 |
3.0% |
43.4 |
1.7% |
40% |
False |
False |
150,734 |
| 10 |
2,761.3 |
2,596.7 |
164.6 |
6.3% |
43.8 |
1.7% |
19% |
False |
False |
171,431 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.3% |
43.0 |
1.6% |
19% |
False |
False |
167,298 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
41.9 |
1.6% |
24% |
False |
False |
105,811 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
38.2 |
1.5% |
24% |
False |
False |
73,695 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.4% |
36.6 |
1.4% |
34% |
False |
False |
56,417 |
| 100 |
2,826.3 |
2,424.7 |
401.6 |
15.3% |
36.8 |
1.4% |
51% |
False |
False |
45,603 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.4% |
36.4 |
1.4% |
51% |
False |
False |
38,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.1 |
|
2.618 |
2,708.6 |
|
1.618 |
2,685.0 |
|
1.000 |
2,670.4 |
|
0.618 |
2,661.4 |
|
HIGH |
2,646.8 |
|
0.618 |
2,637.8 |
|
0.500 |
2,635.0 |
|
0.382 |
2,632.2 |
|
LOW |
2,623.2 |
|
0.618 |
2,608.6 |
|
1.000 |
2,599.6 |
|
1.618 |
2,585.0 |
|
2.618 |
2,561.4 |
|
4.250 |
2,522.9 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.0 |
2,627.2 |
| PP |
2,632.7 |
2,626.2 |
| S1 |
2,630.5 |
2,625.3 |
|