| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,638.0 |
2,653.7 |
15.7 |
0.6% |
2,639.1 |
| High |
2,655.7 |
2,654.6 |
-1.1 |
0.0% |
2,655.7 |
| Low |
2,634.1 |
2,625.2 |
-8.9 |
-0.3% |
2,623.2 |
| Close |
2,653.9 |
2,631.9 |
-22.0 |
-0.8% |
2,631.9 |
| Range |
21.6 |
29.4 |
7.8 |
36.1% |
32.5 |
| ATR |
39.0 |
38.3 |
-0.7 |
-1.8% |
0.0 |
| Volume |
79,265 |
93,897 |
14,632 |
18.5% |
331,659 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.4 |
2,708.1 |
2,648.1 |
|
| R3 |
2,696.0 |
2,678.7 |
2,640.0 |
|
| R2 |
2,666.6 |
2,666.6 |
2,637.3 |
|
| R1 |
2,649.3 |
2,649.3 |
2,634.6 |
2,643.3 |
| PP |
2,637.2 |
2,637.2 |
2,637.2 |
2,634.2 |
| S1 |
2,619.9 |
2,619.9 |
2,629.2 |
2,613.9 |
| S2 |
2,607.8 |
2,607.8 |
2,626.5 |
|
| S3 |
2,578.4 |
2,590.5 |
2,623.8 |
|
| S4 |
2,549.0 |
2,561.1 |
2,615.7 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.4 |
2,715.7 |
2,649.8 |
|
| R3 |
2,701.9 |
2,683.2 |
2,640.8 |
|
| R2 |
2,669.4 |
2,669.4 |
2,637.9 |
|
| R1 |
2,650.7 |
2,650.7 |
2,634.9 |
2,643.8 |
| PP |
2,636.9 |
2,636.9 |
2,636.9 |
2,633.5 |
| S1 |
2,618.2 |
2,618.2 |
2,628.9 |
2,611.3 |
| S2 |
2,604.4 |
2,604.4 |
2,625.9 |
|
| S3 |
2,571.9 |
2,585.7 |
2,623.0 |
|
| S4 |
2,539.4 |
2,553.2 |
2,614.0 |
|
|
| 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 |
2,603.7 |
52.0 |
2.0% |
27.3 |
1.0% |
54% |
False |
False |
97,045 |
| 10 |
2,716.4 |
2,596.7 |
119.7 |
4.5% |
35.5 |
1.3% |
29% |
False |
False |
127,488 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.3% |
37.4 |
1.4% |
21% |
False |
False |
155,166 |
| 40 |
2,826.0 |
2,565.0 |
261.0 |
9.9% |
41.6 |
1.6% |
26% |
False |
False |
110,412 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
37.6 |
1.4% |
26% |
False |
False |
77,188 |
| 80 |
2,826.3 |
2,536.1 |
290.2 |
11.0% |
36.2 |
1.4% |
33% |
False |
False |
59,082 |
| 100 |
2,826.3 |
2,440.2 |
386.1 |
14.7% |
35.5 |
1.3% |
50% |
False |
False |
47,754 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.4% |
36.0 |
1.4% |
52% |
False |
False |
40,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.6 |
|
2.618 |
2,731.6 |
|
1.618 |
2,702.2 |
|
1.000 |
2,684.0 |
|
0.618 |
2,672.8 |
|
HIGH |
2,654.6 |
|
0.618 |
2,643.4 |
|
0.500 |
2,639.9 |
|
0.382 |
2,636.4 |
|
LOW |
2,625.2 |
|
0.618 |
2,607.0 |
|
1.000 |
2,595.8 |
|
1.618 |
2,577.6 |
|
2.618 |
2,548.2 |
|
4.250 |
2,500.3 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.9 |
2,640.0 |
| PP |
2,637.2 |
2,637.3 |
| S1 |
2,634.6 |
2,634.6 |
|