| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
6,052.75 |
6,087.50 |
34.75 |
0.6% |
6,051.50 |
| High |
6,102.50 |
6,088.25 |
-14.25 |
-0.2% |
6,111.00 |
| Low |
6,045.50 |
6,055.50 |
10.00 |
0.2% |
6,036.00 |
| Close |
6,092.75 |
6,060.75 |
-32.00 |
-0.5% |
6,099.00 |
| Range |
57.00 |
32.75 |
-24.25 |
-42.5% |
75.00 |
| ATR |
52.24 |
51.17 |
-1.07 |
-2.0% |
0.00 |
| Volume |
1,271,795 |
1,565,731 |
293,936 |
23.1% |
5,409,592 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,166.50 |
6,146.25 |
6,078.75 |
|
| R3 |
6,133.75 |
6,113.50 |
6,069.75 |
|
| R2 |
6,101.00 |
6,101.00 |
6,066.75 |
|
| R1 |
6,080.75 |
6,080.75 |
6,063.75 |
6,074.50 |
| PP |
6,068.25 |
6,068.25 |
6,068.25 |
6,065.00 |
| S1 |
6,048.00 |
6,048.00 |
6,057.75 |
6,041.75 |
| S2 |
6,035.50 |
6,035.50 |
6,054.75 |
|
| S3 |
6,002.75 |
6,015.25 |
6,051.75 |
|
| S4 |
5,970.00 |
5,982.50 |
6,042.75 |
|
|
| 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% |
41.25 |
0.7% |
29% |
False |
False |
1,341,425 |
| 10 |
6,111.00 |
6,014.75 |
96.25 |
1.6% |
37.25 |
0.6% |
48% |
False |
False |
1,179,702 |
| 20 |
6,111.00 |
5,855.00 |
256.00 |
4.2% |
52.50 |
0.9% |
80% |
False |
False |
1,372,099 |
| 40 |
6,111.00 |
5,724.25 |
386.75 |
6.4% |
57.25 |
0.9% |
87% |
False |
False |
1,344,944 |
| 60 |
6,111.00 |
5,691.00 |
420.00 |
6.9% |
57.25 |
0.9% |
88% |
False |
False |
1,325,807 |
| 80 |
6,111.00 |
5,451.25 |
659.75 |
10.9% |
62.00 |
1.0% |
92% |
False |
False |
1,080,483 |
| 100 |
6,111.00 |
5,168.50 |
942.50 |
15.6% |
70.75 |
1.2% |
95% |
False |
False |
865,393 |
| 120 |
6,111.00 |
5,168.50 |
942.50 |
15.6% |
67.75 |
1.1% |
95% |
False |
False |
721,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,227.50 |
|
2.618 |
6,174.00 |
|
1.618 |
6,141.25 |
|
1.000 |
6,121.00 |
|
0.618 |
6,108.50 |
|
HIGH |
6,088.25 |
|
0.618 |
6,075.75 |
|
0.500 |
6,072.00 |
|
0.382 |
6,068.00 |
|
LOW |
6,055.50 |
|
0.618 |
6,035.25 |
|
1.000 |
6,022.75 |
|
1.618 |
6,002.50 |
|
2.618 |
5,969.75 |
|
4.250 |
5,916.25 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,072.00 |
6,071.00 |
| PP |
6,068.25 |
6,067.75 |
| S1 |
6,064.50 |
6,064.25 |
|