| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,629.4 |
2,638.0 |
8.6 |
0.3% |
2,668.0 |
| High |
2,635.8 |
2,655.7 |
19.9 |
0.8% |
2,683.4 |
| Low |
2,624.2 |
2,634.1 |
9.9 |
0.4% |
2,596.7 |
| Close |
2,635.5 |
2,653.9 |
18.4 |
0.7% |
2,645.1 |
| Range |
11.6 |
21.6 |
10.0 |
86.2% |
86.7 |
| ATR |
40.3 |
39.0 |
-1.3 |
-3.3% |
0.0 |
| Volume |
53,366 |
79,265 |
25,899 |
48.5% |
764,537 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.7 |
2,704.9 |
2,665.8 |
|
| R3 |
2,691.1 |
2,683.3 |
2,659.8 |
|
| R2 |
2,669.5 |
2,669.5 |
2,657.9 |
|
| R1 |
2,661.7 |
2,661.7 |
2,655.9 |
2,665.6 |
| PP |
2,647.9 |
2,647.9 |
2,647.9 |
2,649.9 |
| S1 |
2,640.1 |
2,640.1 |
2,651.9 |
2,644.0 |
| S2 |
2,626.3 |
2,626.3 |
2,649.9 |
|
| S3 |
2,604.7 |
2,618.5 |
2,648.0 |
|
| S4 |
2,583.1 |
2,596.9 |
2,642.0 |
|
|
| 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 |
2,655.7 |
2,596.7 |
59.0 |
2.2% |
30.2 |
1.1% |
97% |
True |
False |
116,583 |
| 10 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
39.0 |
1.5% |
35% |
False |
False |
140,045 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
37.5 |
1.4% |
35% |
False |
False |
158,944 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
41.4 |
1.6% |
34% |
False |
False |
108,469 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.5 |
1.4% |
34% |
False |
False |
75,675 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.3% |
36.2 |
1.4% |
43% |
False |
False |
57,963 |
| 100 |
2,826.3 |
2,440.2 |
386.1 |
14.5% |
35.5 |
1.3% |
55% |
False |
False |
46,840 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
35.9 |
1.4% |
57% |
False |
False |
39,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.5 |
|
2.618 |
2,712.2 |
|
1.618 |
2,690.6 |
|
1.000 |
2,677.3 |
|
0.618 |
2,669.0 |
|
HIGH |
2,655.7 |
|
0.618 |
2,647.4 |
|
0.500 |
2,644.9 |
|
0.382 |
2,642.4 |
|
LOW |
2,634.1 |
|
0.618 |
2,620.8 |
|
1.000 |
2,612.5 |
|
1.618 |
2,599.2 |
|
2.618 |
2,577.6 |
|
4.250 |
2,542.3 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,650.9 |
2,649.1 |
| PP |
2,647.9 |
2,644.3 |
| S1 |
2,644.9 |
2,639.5 |
|