| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,402.4 |
2,413.2 |
10.8 |
0.4% |
2,444.4 |
| High |
2,425.4 |
2,435.4 |
10.0 |
0.4% |
2,454.0 |
| Low |
2,396.4 |
2,397.0 |
0.6 |
0.0% |
2,392.0 |
| Close |
2,411.7 |
2,398.3 |
-13.4 |
-0.6% |
2,411.7 |
| Range |
29.0 |
38.4 |
9.4 |
32.4% |
62.0 |
| ATR |
42.0 |
41.8 |
-0.3 |
-0.6% |
0.0 |
| Volume |
134,300 |
140,512 |
6,212 |
4.6% |
692,428 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.4 |
2,500.3 |
2,419.4 |
|
| R3 |
2,487.0 |
2,461.9 |
2,408.9 |
|
| R2 |
2,448.6 |
2,448.6 |
2,405.3 |
|
| R1 |
2,423.5 |
2,423.5 |
2,401.8 |
2,416.9 |
| PP |
2,410.2 |
2,410.2 |
2,410.2 |
2,406.9 |
| S1 |
2,385.1 |
2,385.1 |
2,394.8 |
2,378.5 |
| S2 |
2,371.8 |
2,371.8 |
2,391.3 |
|
| S3 |
2,333.4 |
2,346.7 |
2,387.7 |
|
| S4 |
2,295.0 |
2,308.3 |
2,377.2 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.2 |
2,570.5 |
2,445.8 |
|
| R3 |
2,543.2 |
2,508.5 |
2,428.8 |
|
| R2 |
2,481.2 |
2,481.2 |
2,423.1 |
|
| R1 |
2,446.5 |
2,446.5 |
2,417.4 |
2,432.9 |
| PP |
2,419.2 |
2,419.2 |
2,419.2 |
2,412.4 |
| S1 |
2,384.5 |
2,384.5 |
2,406.0 |
2,370.9 |
| S2 |
2,357.2 |
2,357.2 |
2,400.3 |
|
| S3 |
2,295.2 |
2,322.5 |
2,394.7 |
|
| S4 |
2,233.2 |
2,260.5 |
2,377.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.8 |
2,392.0 |
53.8 |
2.2% |
35.8 |
1.5% |
12% |
False |
False |
135,062 |
| 10 |
2,477.1 |
2,392.0 |
85.1 |
3.5% |
35.4 |
1.5% |
7% |
False |
False |
148,387 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.1% |
41.9 |
1.7% |
60% |
False |
False |
158,079 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
11.6% |
42.4 |
1.8% |
72% |
False |
False |
155,889 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
12.3% |
41.6 |
1.7% |
73% |
False |
False |
164,125 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.7% |
41.6 |
1.7% |
80% |
False |
False |
125,672 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.4% |
45.8 |
1.9% |
83% |
False |
False |
100,662 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.4% |
44.3 |
1.8% |
83% |
False |
False |
83,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.6 |
|
2.618 |
2,535.9 |
|
1.618 |
2,497.5 |
|
1.000 |
2,473.8 |
|
0.618 |
2,459.1 |
|
HIGH |
2,435.4 |
|
0.618 |
2,420.7 |
|
0.500 |
2,416.2 |
|
0.382 |
2,411.7 |
|
LOW |
2,397.0 |
|
0.618 |
2,373.3 |
|
1.000 |
2,358.6 |
|
1.618 |
2,334.9 |
|
2.618 |
2,296.5 |
|
4.250 |
2,233.8 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,416.2 |
2,415.9 |
| PP |
2,410.2 |
2,410.0 |
| S1 |
2,404.3 |
2,404.2 |
|