| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,636.1 |
2,620.0 |
-16.1 |
-0.6% |
2,639.1 |
| High |
2,640.7 |
2,642.0 |
1.3 |
0.0% |
2,655.7 |
| Low |
2,608.4 |
2,614.3 |
5.9 |
0.2% |
2,623.2 |
| Close |
2,618.1 |
2,641.0 |
22.9 |
0.9% |
2,631.9 |
| Range |
32.3 |
27.7 |
-4.6 |
-14.2% |
32.5 |
| ATR |
37.9 |
37.1 |
-0.7 |
-1.9% |
0.0 |
| Volume |
110,915 |
86,292 |
-24,623 |
-22.2% |
331,659 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,715.5 |
2,706.0 |
2,656.2 |
|
| R3 |
2,687.8 |
2,678.3 |
2,648.6 |
|
| R2 |
2,660.1 |
2,660.1 |
2,646.1 |
|
| R1 |
2,650.6 |
2,650.6 |
2,643.5 |
2,655.4 |
| PP |
2,632.4 |
2,632.4 |
2,632.4 |
2,634.8 |
| S1 |
2,622.9 |
2,622.9 |
2,638.5 |
2,627.7 |
| S2 |
2,604.7 |
2,604.7 |
2,635.9 |
|
| S3 |
2,577.0 |
2,595.2 |
2,633.4 |
|
| S4 |
2,549.3 |
2,567.5 |
2,625.8 |
|
|
| 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% |
24.5 |
0.9% |
69% |
False |
False |
84,747 |
| 10 |
2,675.8 |
2,596.7 |
79.1 |
3.0% |
34.0 |
1.3% |
56% |
False |
False |
117,740 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
36.3 |
1.4% |
27% |
False |
False |
147,811 |
| 40 |
2,784.2 |
2,565.0 |
219.2 |
8.3% |
40.9 |
1.5% |
35% |
False |
False |
114,326 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
37.5 |
1.4% |
29% |
False |
False |
80,135 |
| 80 |
2,826.3 |
2,537.4 |
288.9 |
10.9% |
36.0 |
1.4% |
36% |
False |
False |
61,483 |
| 100 |
2,826.3 |
2,479.1 |
347.2 |
13.1% |
35.3 |
1.3% |
47% |
False |
False |
49,664 |
| 120 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
36.0 |
1.4% |
54% |
False |
False |
41,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,759.7 |
|
2.618 |
2,714.5 |
|
1.618 |
2,686.8 |
|
1.000 |
2,669.7 |
|
0.618 |
2,659.1 |
|
HIGH |
2,642.0 |
|
0.618 |
2,631.4 |
|
0.500 |
2,628.2 |
|
0.382 |
2,624.9 |
|
LOW |
2,614.3 |
|
0.618 |
2,597.2 |
|
1.000 |
2,586.6 |
|
1.618 |
2,569.5 |
|
2.618 |
2,541.8 |
|
4.250 |
2,496.6 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,636.7 |
2,637.8 |
| PP |
2,632.4 |
2,634.7 |
| S1 |
2,628.2 |
2,631.5 |
|