| 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 |
2,620.0 |
2,613.0 |
-7.0 |
-0.3% |
2,658.3 |
| High |
2,627.7 |
2,620.0 |
-7.7 |
-0.3% |
2,663.3 |
| Low |
2,611.1 |
2,609.5 |
-1.6 |
-0.1% |
2,582.1 |
| Close |
2,612.3 |
2,620.0 |
7.7 |
0.3% |
2,628.7 |
| Range |
16.6 |
10.5 |
-6.1 |
-36.7% |
81.2 |
| ATR |
37.8 |
35.9 |
-2.0 |
-5.2% |
0.0 |
| Volume |
451 |
35 |
-416 |
-92.2% |
2,978 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.0 |
2,644.5 |
2,625.8 |
|
| R3 |
2,637.5 |
2,634.0 |
2,622.9 |
|
| R2 |
2,627.0 |
2,627.0 |
2,621.9 |
|
| R1 |
2,623.5 |
2,623.5 |
2,621.0 |
2,625.3 |
| PP |
2,616.5 |
2,616.5 |
2,616.5 |
2,617.4 |
| S1 |
2,613.0 |
2,613.0 |
2,619.0 |
2,614.8 |
| S2 |
2,606.0 |
2,606.0 |
2,618.1 |
|
| S3 |
2,595.5 |
2,602.5 |
2,617.1 |
|
| S4 |
2,585.0 |
2,592.0 |
2,614.2 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,868.3 |
2,829.7 |
2,673.4 |
|
| R3 |
2,787.1 |
2,748.5 |
2,651.0 |
|
| R2 |
2,705.9 |
2,705.9 |
2,643.6 |
|
| R1 |
2,667.3 |
2,667.3 |
2,636.1 |
2,646.0 |
| PP |
2,624.7 |
2,624.7 |
2,624.7 |
2,614.1 |
| S1 |
2,586.1 |
2,586.1 |
2,621.3 |
2,564.8 |
| S2 |
2,543.5 |
2,543.5 |
2,613.8 |
|
| S3 |
2,462.3 |
2,504.9 |
2,606.4 |
|
| S4 |
2,381.1 |
2,423.7 |
2,584.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.1 |
2,582.1 |
65.0 |
2.5% |
27.8 |
1.1% |
58% |
False |
False |
376 |
| 10 |
2,736.0 |
2,582.1 |
153.9 |
5.9% |
31.2 |
1.2% |
25% |
False |
False |
1,034 |
| 20 |
2,736.0 |
2,582.1 |
153.9 |
5.9% |
31.5 |
1.2% |
25% |
False |
False |
12,911 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
38.5 |
1.5% |
30% |
False |
False |
120,742 |
| 60 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
35.8 |
1.4% |
30% |
False |
False |
137,592 |
| 80 |
2,801.8 |
2,502.7 |
299.1 |
11.4% |
35.1 |
1.3% |
39% |
False |
False |
150,919 |
| 100 |
2,801.8 |
2,403.8 |
398.0 |
15.2% |
35.6 |
1.4% |
54% |
False |
False |
156,280 |
| 120 |
2,801.8 |
2,398.2 |
403.6 |
15.4% |
36.2 |
1.4% |
55% |
False |
False |
147,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.6 |
|
2.618 |
2,647.5 |
|
1.618 |
2,637.0 |
|
1.000 |
2,630.5 |
|
0.618 |
2,626.5 |
|
HIGH |
2,620.0 |
|
0.618 |
2,616.0 |
|
0.500 |
2,614.8 |
|
0.382 |
2,613.5 |
|
LOW |
2,609.5 |
|
0.618 |
2,603.0 |
|
1.000 |
2,599.0 |
|
1.618 |
2,592.5 |
|
2.618 |
2,582.0 |
|
4.250 |
2,564.9 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.3 |
2,619.4 |
| PP |
2,616.5 |
2,618.9 |
| S1 |
2,614.8 |
2,618.3 |
|