| 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 |
6,065.25 |
6,052.75 |
-12.50 |
-0.2% |
6,051.50 |
| High |
6,075.25 |
6,102.50 |
27.25 |
0.4% |
6,111.00 |
| Low |
6,039.75 |
6,045.50 |
5.75 |
0.1% |
6,036.00 |
| Close |
6,046.25 |
6,092.75 |
46.50 |
0.8% |
6,099.00 |
| Range |
35.50 |
57.00 |
21.50 |
60.6% |
75.00 |
| ATR |
51.87 |
52.24 |
0.37 |
0.7% |
0.00 |
| Volume |
1,350,731 |
1,271,795 |
-78,936 |
-5.8% |
5,409,592 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,251.25 |
6,229.00 |
6,124.00 |
|
| R3 |
6,194.25 |
6,172.00 |
6,108.50 |
|
| R2 |
6,137.25 |
6,137.25 |
6,103.25 |
|
| R1 |
6,115.00 |
6,115.00 |
6,098.00 |
6,126.00 |
| PP |
6,080.25 |
6,080.25 |
6,080.25 |
6,085.75 |
| S1 |
6,058.00 |
6,058.00 |
6,087.50 |
6,069.00 |
| S2 |
6,023.25 |
6,023.25 |
6,082.25 |
|
| S3 |
5,966.25 |
6,001.00 |
6,077.00 |
|
| S4 |
5,909.25 |
5,944.00 |
6,061.50 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,307.00 |
6,278.00 |
6,140.25 |
|
| R3 |
6,232.00 |
6,203.00 |
6,119.50 |
|
| R2 |
6,157.00 |
6,157.00 |
6,112.75 |
|
| R1 |
6,128.00 |
6,128.00 |
6,106.00 |
6,142.50 |
| PP |
6,082.00 |
6,082.00 |
6,082.00 |
6,089.25 |
| S1 |
6,053.00 |
6,053.00 |
6,092.00 |
6,067.50 |
| S2 |
6,007.00 |
6,007.00 |
6,085.25 |
|
| S3 |
5,932.00 |
5,978.00 |
6,078.50 |
|
| S4 |
5,857.00 |
5,903.00 |
6,057.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,111.00 |
6,039.75 |
71.25 |
1.2% |
39.75 |
0.7% |
74% |
False |
False |
1,252,036 |
| 10 |
6,111.00 |
6,000.25 |
110.75 |
1.8% |
38.50 |
0.6% |
84% |
False |
False |
1,138,846 |
| 20 |
6,111.00 |
5,855.00 |
256.00 |
4.2% |
53.00 |
0.9% |
93% |
False |
False |
1,366,075 |
| 40 |
6,111.00 |
5,724.25 |
386.75 |
6.3% |
57.50 |
0.9% |
95% |
False |
False |
1,329,194 |
| 60 |
6,111.00 |
5,675.25 |
435.75 |
7.2% |
58.00 |
1.0% |
96% |
False |
False |
1,328,633 |
| 80 |
6,111.00 |
5,451.25 |
659.75 |
10.8% |
62.00 |
1.0% |
97% |
False |
False |
1,060,937 |
| 100 |
6,111.00 |
5,168.50 |
942.50 |
15.5% |
70.75 |
1.2% |
98% |
False |
False |
849,749 |
| 120 |
6,111.00 |
5,168.50 |
942.50 |
15.5% |
68.00 |
1.1% |
98% |
False |
False |
708,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,344.75 |
|
2.618 |
6,251.75 |
|
1.618 |
6,194.75 |
|
1.000 |
6,159.50 |
|
0.618 |
6,137.75 |
|
HIGH |
6,102.50 |
|
0.618 |
6,080.75 |
|
0.500 |
6,074.00 |
|
0.382 |
6,067.25 |
|
LOW |
6,045.50 |
|
0.618 |
6,010.25 |
|
1.000 |
5,988.50 |
|
1.618 |
5,953.25 |
|
2.618 |
5,896.25 |
|
4.250 |
5,803.25 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,086.50 |
6,086.00 |
| PP |
6,080.25 |
6,079.50 |
| S1 |
6,074.00 |
6,072.75 |
|