| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
6,087.50 |
6,065.00 |
-22.50 |
-0.4% |
6,096.25 |
| High |
6,088.25 |
6,085.25 |
-3.00 |
0.0% |
6,105.75 |
| Low |
6,055.50 |
6,041.25 |
-14.25 |
-0.2% |
6,039.75 |
| Close |
6,060.75 |
6,055.50 |
-5.25 |
-0.1% |
6,055.50 |
| Range |
32.75 |
44.00 |
11.25 |
34.4% |
66.00 |
| ATR |
51.17 |
50.66 |
-0.51 |
-1.0% |
0.00 |
| Volume |
1,565,731 |
1,996,354 |
430,623 |
27.5% |
7,535,805 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,192.75 |
6,168.00 |
6,079.75 |
|
| R3 |
6,148.75 |
6,124.00 |
6,067.50 |
|
| R2 |
6,104.75 |
6,104.75 |
6,063.50 |
|
| R1 |
6,080.00 |
6,080.00 |
6,059.50 |
6,070.50 |
| PP |
6,060.75 |
6,060.75 |
6,060.75 |
6,055.75 |
| S1 |
6,036.00 |
6,036.00 |
6,051.50 |
6,026.50 |
| S2 |
6,016.75 |
6,016.75 |
6,047.50 |
|
| S3 |
5,972.75 |
5,992.00 |
6,043.50 |
|
| S4 |
5,928.75 |
5,948.00 |
6,031.25 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,265.00 |
6,226.25 |
6,091.75 |
|
| R3 |
6,199.00 |
6,160.25 |
6,073.75 |
|
| R2 |
6,133.00 |
6,133.00 |
6,067.50 |
|
| R1 |
6,094.25 |
6,094.25 |
6,061.50 |
6,080.50 |
| PP |
6,067.00 |
6,067.00 |
6,067.00 |
6,060.25 |
| S1 |
6,028.25 |
6,028.25 |
6,049.50 |
6,014.50 |
| S2 |
6,001.00 |
6,001.00 |
6,043.50 |
|
| S3 |
5,935.00 |
5,962.25 |
6,037.25 |
|
| S4 |
5,869.00 |
5,896.25 |
6,019.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,105.75 |
6,039.75 |
66.00 |
1.1% |
43.00 |
0.7% |
24% |
False |
False |
1,507,161 |
| 10 |
6,111.00 |
6,036.00 |
75.00 |
1.2% |
37.00 |
0.6% |
26% |
False |
False |
1,294,539 |
| 20 |
6,111.00 |
5,855.00 |
256.00 |
4.2% |
51.75 |
0.9% |
78% |
False |
False |
1,394,970 |
| 40 |
6,111.00 |
5,724.25 |
386.75 |
6.4% |
57.00 |
0.9% |
86% |
False |
False |
1,363,951 |
| 60 |
6,111.00 |
5,724.00 |
387.00 |
6.4% |
56.25 |
0.9% |
86% |
False |
False |
1,330,095 |
| 80 |
6,111.00 |
5,451.25 |
659.75 |
10.9% |
62.00 |
1.0% |
92% |
False |
False |
1,105,394 |
| 100 |
6,111.00 |
5,168.50 |
942.50 |
15.6% |
69.75 |
1.2% |
94% |
False |
False |
885,326 |
| 120 |
6,111.00 |
5,168.50 |
942.50 |
15.6% |
68.00 |
1.1% |
94% |
False |
False |
738,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,272.25 |
|
2.618 |
6,200.50 |
|
1.618 |
6,156.50 |
|
1.000 |
6,129.25 |
|
0.618 |
6,112.50 |
|
HIGH |
6,085.25 |
|
0.618 |
6,068.50 |
|
0.500 |
6,063.25 |
|
0.382 |
6,058.00 |
|
LOW |
6,041.25 |
|
0.618 |
6,014.00 |
|
1.000 |
5,997.25 |
|
1.618 |
5,970.00 |
|
2.618 |
5,926.00 |
|
4.250 |
5,854.25 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,063.25 |
6,072.00 |
| PP |
6,060.75 |
6,066.50 |
| S1 |
6,058.00 |
6,061.00 |
|