| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,413.2 |
2,399.4 |
-13.8 |
-0.6% |
2,444.4 |
| High |
2,435.4 |
2,409.2 |
-26.2 |
-1.1% |
2,454.0 |
| Low |
2,397.0 |
2,379.8 |
-17.2 |
-0.7% |
2,392.0 |
| Close |
2,398.3 |
2,388.8 |
-9.5 |
-0.4% |
2,411.7 |
| Range |
38.4 |
29.4 |
-9.0 |
-23.4% |
62.0 |
| ATR |
41.8 |
40.9 |
-0.9 |
-2.1% |
0.0 |
| Volume |
140,512 |
144,828 |
4,316 |
3.1% |
692,428 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.8 |
2,464.2 |
2,405.0 |
|
| R3 |
2,451.4 |
2,434.8 |
2,396.9 |
|
| R2 |
2,422.0 |
2,422.0 |
2,394.2 |
|
| R1 |
2,405.4 |
2,405.4 |
2,391.5 |
2,399.0 |
| PP |
2,392.6 |
2,392.6 |
2,392.6 |
2,389.4 |
| S1 |
2,376.0 |
2,376.0 |
2,386.1 |
2,369.6 |
| S2 |
2,363.2 |
2,363.2 |
2,383.4 |
|
| S3 |
2,333.8 |
2,346.6 |
2,380.7 |
|
| S4 |
2,304.4 |
2,317.2 |
2,372.6 |
|
|
| 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 |
2,440.1 |
2,379.8 |
60.3 |
2.5% |
36.0 |
1.5% |
15% |
False |
True |
137,183 |
| 10 |
2,462.9 |
2,379.8 |
83.1 |
3.5% |
33.5 |
1.4% |
11% |
False |
True |
139,550 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.1% |
41.5 |
1.7% |
55% |
False |
False |
156,833 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
11.7% |
42.4 |
1.8% |
68% |
False |
False |
156,667 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
12.4% |
41.7 |
1.7% |
70% |
False |
False |
161,087 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.7% |
41.6 |
1.7% |
78% |
False |
False |
127,478 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.5% |
45.8 |
1.9% |
81% |
False |
False |
102,108 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.5% |
44.4 |
1.9% |
81% |
False |
False |
85,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.2 |
|
2.618 |
2,486.2 |
|
1.618 |
2,456.8 |
|
1.000 |
2,438.6 |
|
0.618 |
2,427.4 |
|
HIGH |
2,409.2 |
|
0.618 |
2,398.0 |
|
0.500 |
2,394.5 |
|
0.382 |
2,391.0 |
|
LOW |
2,379.8 |
|
0.618 |
2,361.6 |
|
1.000 |
2,350.4 |
|
1.618 |
2,332.2 |
|
2.618 |
2,302.8 |
|
4.250 |
2,254.9 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,394.5 |
2,407.6 |
| PP |
2,392.6 |
2,401.3 |
| S1 |
2,390.7 |
2,395.1 |
|