| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
6,053.50 |
5,881.75 |
-171.75 |
-2.8% |
6,096.25 |
| High |
6,074.50 |
5,938.00 |
-136.50 |
-2.2% |
6,105.75 |
| Low |
5,840.00 |
5,865.50 |
25.50 |
0.4% |
6,039.75 |
| Close |
5,872.25 |
5,868.75 |
-3.50 |
-0.1% |
6,055.50 |
| Range |
234.50 |
72.50 |
-162.00 |
-69.1% |
66.00 |
| ATR |
62.35 |
63.07 |
0.73 |
1.2% |
0.00 |
| Volume |
847,452 |
532,081 |
-315,371 |
-37.2% |
7,535,805 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,108.25 |
6,061.00 |
5,908.50 |
|
| R3 |
6,035.75 |
5,988.50 |
5,888.75 |
|
| R2 |
5,963.25 |
5,963.25 |
5,882.00 |
|
| R1 |
5,916.00 |
5,916.00 |
5,875.50 |
5,903.50 |
| PP |
5,890.75 |
5,890.75 |
5,890.75 |
5,884.50 |
| S1 |
5,843.50 |
5,843.50 |
5,862.00 |
5,831.00 |
| S2 |
5,818.25 |
5,818.25 |
5,855.50 |
|
| S3 |
5,745.75 |
5,771.00 |
5,848.75 |
|
| S4 |
5,673.25 |
5,698.50 |
5,829.00 |
|
|
| 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 |
6,090.50 |
5,840.00 |
250.50 |
4.3% |
85.75 |
1.5% |
11% |
False |
False |
1,220,282 |
| 10 |
6,111.00 |
5,840.00 |
271.00 |
4.6% |
63.50 |
1.1% |
11% |
False |
False |
1,280,853 |
| 20 |
6,111.00 |
5,840.00 |
271.00 |
4.6% |
55.25 |
0.9% |
11% |
False |
False |
1,271,510 |
| 40 |
6,111.00 |
5,724.25 |
386.75 |
6.6% |
61.00 |
1.0% |
37% |
False |
False |
1,353,628 |
| 60 |
6,111.00 |
5,724.00 |
387.00 |
6.6% |
60.00 |
1.0% |
37% |
False |
False |
1,316,404 |
| 80 |
6,111.00 |
5,451.25 |
659.75 |
11.2% |
64.00 |
1.1% |
63% |
False |
False |
1,156,268 |
| 100 |
6,111.00 |
5,168.50 |
942.50 |
16.1% |
70.50 |
1.2% |
74% |
False |
False |
926,255 |
| 120 |
6,111.00 |
5,168.50 |
942.50 |
16.1% |
69.50 |
1.2% |
74% |
False |
False |
772,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,246.00 |
|
2.618 |
6,127.75 |
|
1.618 |
6,055.25 |
|
1.000 |
6,010.50 |
|
0.618 |
5,982.75 |
|
HIGH |
5,938.00 |
|
0.618 |
5,910.25 |
|
0.500 |
5,901.75 |
|
0.382 |
5,893.25 |
|
LOW |
5,865.50 |
|
0.618 |
5,820.75 |
|
1.000 |
5,793.00 |
|
1.618 |
5,748.25 |
|
2.618 |
5,675.75 |
|
4.250 |
5,557.50 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,901.75 |
5,959.50 |
| PP |
5,890.75 |
5,929.25 |
| S1 |
5,879.75 |
5,899.00 |
|