Trading Metrics calculated at close of trading on 11-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
3,718.0370 |
3,641.3140 |
-76.7230 |
-2.1% |
3,592.4200 |
High |
3,778.0910 |
3,836.6780 |
58.5870 |
1.6% |
4,090.2650 |
Low |
3,522.4000 |
3,567.8450 |
45.4450 |
1.3% |
3,520.5970 |
Close |
3,644.6320 |
3,831.4770 |
186.8450 |
5.1% |
4,025.4230 |
Range |
255.6910 |
268.8330 |
13.1420 |
5.1% |
569.6680 |
ATR |
226.5487 |
229.5690 |
3.0203 |
1.3% |
0.0000 |
Volume |
149,351 |
62,562 |
-86,789 |
-58.1% |
578,442 |
|
Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,551.8323 |
4,460.4877 |
3,979.3352 |
|
R3 |
4,282.9993 |
4,191.6547 |
3,905.4061 |
|
R2 |
4,014.1663 |
4,014.1663 |
3,880.7631 |
|
R1 |
3,922.8217 |
3,922.8217 |
3,856.1200 |
3,968.4940 |
PP |
3,745.3333 |
3,745.3333 |
3,745.3333 |
3,768.1695 |
S1 |
3,653.9887 |
3,653.9887 |
3,806.8340 |
3,699.6610 |
S2 |
3,476.5003 |
3,476.5003 |
3,782.1910 |
|
S3 |
3,207.6673 |
3,385.1557 |
3,757.5479 |
|
S4 |
2,938.8343 |
3,116.3227 |
3,683.6189 |
|
|
Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,587.7657 |
5,376.2623 |
4,338.7404 |
|
R3 |
5,018.0977 |
4,806.5943 |
4,182.0817 |
|
R2 |
4,448.4297 |
4,448.4297 |
4,129.8621 |
|
R1 |
4,236.9263 |
4,236.9263 |
4,077.6426 |
4,342.6780 |
PP |
3,878.7617 |
3,878.7617 |
3,878.7617 |
3,931.6375 |
S1 |
3,667.2583 |
3,667.2583 |
3,973.2034 |
3,773.0100 |
S2 |
3,309.0937 |
3,309.0937 |
3,920.9839 |
|
S3 |
2,739.4257 |
3,097.5903 |
3,868.7643 |
|
S4 |
2,169.7577 |
2,527.9223 |
3,712.1056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,090.2650 |
3,522.4000 |
567.8650 |
14.8% |
316.5492 |
8.3% |
54% |
False |
False |
108,438 |
10 |
4,090.2650 |
3,306.9870 |
783.2780 |
20.4% |
265.3533 |
6.9% |
67% |
False |
False |
99,898 |
20 |
4,090.2650 |
3,017.0350 |
1,073.2300 |
28.0% |
228.2378 |
6.0% |
76% |
False |
False |
86,034 |
40 |
4,090.2650 |
2,391.3910 |
1,698.8740 |
44.3% |
188.0288 |
4.9% |
85% |
False |
False |
67,160 |
60 |
4,090.2650 |
2,281.0610 |
1,809.2040 |
47.2% |
166.2014 |
4.3% |
86% |
False |
False |
56,359 |
80 |
4,090.2650 |
2,154.2820 |
1,935.9830 |
50.5% |
156.8809 |
4.1% |
87% |
False |
False |
65,826 |
100 |
4,090.2650 |
2,154.2820 |
1,935.9830 |
50.5% |
164.5369 |
4.3% |
87% |
False |
False |
84,293 |
120 |
4,090.2650 |
2,154.2820 |
1,935.9830 |
50.5% |
163.3729 |
4.3% |
87% |
False |
False |
85,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,979.2183 |
2.618 |
4,540.4828 |
1.618 |
4,271.6498 |
1.000 |
4,105.5110 |
0.618 |
4,002.8168 |
HIGH |
3,836.6780 |
0.618 |
3,733.9838 |
0.500 |
3,702.2615 |
0.382 |
3,670.5392 |
LOW |
3,567.8450 |
0.618 |
3,401.7062 |
1.000 |
3,299.0120 |
1.618 |
3,132.8732 |
2.618 |
2,864.0402 |
4.250 |
2,425.3048 |
|
|
Fisher Pivots for day following 11-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
3,788.4052 |
3,815.1082 |
PP |
3,745.3333 |
3,798.7393 |
S1 |
3,702.2615 |
3,782.3705 |
|