| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
6,065.00 |
6,055.50 |
-9.50 |
-0.2% |
6,096.25 |
| High |
6,085.25 |
6,090.50 |
5.25 |
0.1% |
6,105.75 |
| Low |
6,041.25 |
6,051.50 |
10.25 |
0.2% |
6,039.75 |
| Close |
6,055.50 |
6,080.50 |
25.00 |
0.4% |
6,055.50 |
| Range |
44.00 |
39.00 |
-5.00 |
-11.4% |
66.00 |
| ATR |
50.66 |
49.82 |
-0.83 |
-1.6% |
0.00 |
| Volume |
1,996,354 |
1,612,199 |
-384,155 |
-19.2% |
7,535,805 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,191.25 |
6,174.75 |
6,102.00 |
|
| R3 |
6,152.25 |
6,135.75 |
6,091.25 |
|
| R2 |
6,113.25 |
6,113.25 |
6,087.75 |
|
| R1 |
6,096.75 |
6,096.75 |
6,084.00 |
6,105.00 |
| PP |
6,074.25 |
6,074.25 |
6,074.25 |
6,078.25 |
| S1 |
6,057.75 |
6,057.75 |
6,077.00 |
6,066.00 |
| S2 |
6,035.25 |
6,035.25 |
6,073.25 |
|
| S3 |
5,996.25 |
6,018.75 |
6,069.75 |
|
| S4 |
5,957.25 |
5,979.75 |
6,059.00 |
|
|
| 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 |
6,102.50 |
6,039.75 |
62.75 |
1.0% |
41.75 |
0.7% |
65% |
False |
False |
1,559,362 |
| 10 |
6,111.00 |
6,039.75 |
71.25 |
1.2% |
37.75 |
0.6% |
57% |
False |
False |
1,356,856 |
| 20 |
6,111.00 |
5,855.00 |
256.00 |
4.2% |
48.75 |
0.8% |
88% |
False |
False |
1,375,163 |
| 40 |
6,111.00 |
5,724.25 |
386.75 |
6.4% |
57.00 |
0.9% |
92% |
False |
False |
1,380,440 |
| 60 |
6,111.00 |
5,724.00 |
387.00 |
6.4% |
56.25 |
0.9% |
92% |
False |
False |
1,329,904 |
| 80 |
6,111.00 |
5,451.25 |
659.75 |
10.9% |
61.50 |
1.0% |
95% |
False |
False |
1,125,438 |
| 100 |
6,111.00 |
5,168.50 |
942.50 |
15.5% |
69.25 |
1.1% |
97% |
False |
False |
901,415 |
| 120 |
6,111.00 |
5,168.50 |
942.50 |
15.5% |
68.00 |
1.1% |
97% |
False |
False |
751,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,256.25 |
|
2.618 |
6,192.50 |
|
1.618 |
6,153.50 |
|
1.000 |
6,129.50 |
|
0.618 |
6,114.50 |
|
HIGH |
6,090.50 |
|
0.618 |
6,075.50 |
|
0.500 |
6,071.00 |
|
0.382 |
6,066.50 |
|
LOW |
6,051.50 |
|
0.618 |
6,027.50 |
|
1.000 |
6,012.50 |
|
1.618 |
5,988.50 |
|
2.618 |
5,949.50 |
|
4.250 |
5,885.75 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,077.25 |
6,075.50 |
| PP |
6,074.25 |
6,070.75 |
| S1 |
6,071.00 |
6,066.00 |
|