| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,653.7 |
2,636.1 |
-17.6 |
-0.7% |
2,639.1 |
| High |
2,654.6 |
2,640.7 |
-13.9 |
-0.5% |
2,655.7 |
| Low |
2,625.2 |
2,608.4 |
-16.8 |
-0.6% |
2,623.2 |
| Close |
2,631.9 |
2,618.1 |
-13.8 |
-0.5% |
2,631.9 |
| Range |
29.4 |
32.3 |
2.9 |
9.9% |
32.5 |
| ATR |
38.3 |
37.9 |
-0.4 |
-1.1% |
0.0 |
| Volume |
93,897 |
110,915 |
17,018 |
18.1% |
331,659 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.3 |
2,701.0 |
2,635.9 |
|
| R3 |
2,687.0 |
2,668.7 |
2,627.0 |
|
| R2 |
2,654.7 |
2,654.7 |
2,624.0 |
|
| R1 |
2,636.4 |
2,636.4 |
2,621.1 |
2,629.4 |
| PP |
2,622.4 |
2,622.4 |
2,622.4 |
2,618.9 |
| S1 |
2,604.1 |
2,604.1 |
2,615.1 |
2,597.1 |
| S2 |
2,590.1 |
2,590.1 |
2,612.2 |
|
| S3 |
2,557.8 |
2,571.8 |
2,609.2 |
|
| S4 |
2,525.5 |
2,539.5 |
2,600.3 |
|
|
| 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 |
2,608.4 |
47.3 |
1.8% |
23.7 |
0.9% |
21% |
False |
True |
88,514 |
| 10 |
2,683.4 |
2,596.7 |
86.7 |
3.3% |
33.4 |
1.3% |
25% |
False |
False |
120,711 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.3% |
36.7 |
1.4% |
13% |
False |
False |
151,674 |
| 40 |
2,797.0 |
2,565.0 |
232.0 |
8.9% |
41.0 |
1.6% |
23% |
False |
False |
112,632 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
10.0% |
37.7 |
1.4% |
20% |
False |
False |
78,971 |
| 80 |
2,826.3 |
2,536.1 |
290.2 |
11.1% |
36.3 |
1.4% |
28% |
False |
False |
60,441 |
| 100 |
2,826.3 |
2,442.3 |
384.0 |
14.7% |
35.5 |
1.4% |
46% |
False |
False |
48,838 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.5% |
36.1 |
1.4% |
49% |
False |
False |
41,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.0 |
|
2.618 |
2,725.3 |
|
1.618 |
2,693.0 |
|
1.000 |
2,673.0 |
|
0.618 |
2,660.7 |
|
HIGH |
2,640.7 |
|
0.618 |
2,628.4 |
|
0.500 |
2,624.6 |
|
0.382 |
2,620.7 |
|
LOW |
2,608.4 |
|
0.618 |
2,588.4 |
|
1.000 |
2,576.1 |
|
1.618 |
2,556.1 |
|
2.618 |
2,523.8 |
|
4.250 |
2,471.1 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.6 |
2,632.1 |
| PP |
2,622.4 |
2,627.4 |
| S1 |
2,620.3 |
2,622.8 |
|