| Trading Metrics calculated at close of trading on 24-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
24-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,639.1 |
2,629.4 |
-9.7 |
-0.4% |
2,668.0 |
| High |
2,646.8 |
2,635.8 |
-11.0 |
-0.4% |
2,683.4 |
| Low |
2,623.2 |
2,624.2 |
1.0 |
0.0% |
2,596.7 |
| Close |
2,628.2 |
2,635.5 |
7.3 |
0.3% |
2,645.1 |
| Range |
23.6 |
11.6 |
-12.0 |
-50.8% |
86.7 |
| ATR |
42.5 |
40.3 |
-2.2 |
-5.2% |
0.0 |
| Volume |
105,131 |
53,366 |
-51,765 |
-49.2% |
764,537 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.6 |
2,662.7 |
2,641.9 |
|
| R3 |
2,655.0 |
2,651.1 |
2,638.7 |
|
| R2 |
2,643.4 |
2,643.4 |
2,637.6 |
|
| R1 |
2,639.5 |
2,639.5 |
2,636.6 |
2,641.5 |
| PP |
2,631.8 |
2,631.8 |
2,631.8 |
2,632.8 |
| S1 |
2,627.9 |
2,627.9 |
2,634.4 |
2,629.9 |
| S2 |
2,620.2 |
2,620.2 |
2,633.4 |
|
| S3 |
2,608.6 |
2,616.3 |
2,632.3 |
|
| S4 |
2,597.0 |
2,604.7 |
2,629.1 |
|
|
| 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 |
2,667.6 |
2,596.7 |
70.9 |
2.7% |
39.8 |
1.5% |
55% |
False |
False |
131,997 |
| 10 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
40.9 |
1.6% |
24% |
False |
False |
158,617 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
38.3 |
1.5% |
24% |
False |
False |
162,397 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
41.7 |
1.6% |
27% |
False |
False |
106,972 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
37.8 |
1.4% |
27% |
False |
False |
74,488 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.4% |
36.4 |
1.4% |
37% |
False |
False |
57,018 |
| 100 |
2,826.3 |
2,424.7 |
401.6 |
15.2% |
36.3 |
1.4% |
52% |
False |
False |
46,089 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.4% |
36.1 |
1.4% |
53% |
False |
False |
38,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,685.1 |
|
2.618 |
2,666.2 |
|
1.618 |
2,654.6 |
|
1.000 |
2,647.4 |
|
0.618 |
2,643.0 |
|
HIGH |
2,635.8 |
|
0.618 |
2,631.4 |
|
0.500 |
2,630.0 |
|
0.382 |
2,628.6 |
|
LOW |
2,624.2 |
|
0.618 |
2,617.0 |
|
1.000 |
2,612.6 |
|
1.618 |
2,605.4 |
|
2.618 |
2,593.8 |
|
4.250 |
2,574.9 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,633.7 |
2,633.3 |
| PP |
2,631.8 |
2,631.0 |
| S1 |
2,630.0 |
2,628.8 |
|