| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,399.4 |
2,393.0 |
-6.4 |
-0.3% |
2,444.4 |
| High |
2,409.2 |
2,413.9 |
4.7 |
0.2% |
2,454.0 |
| Low |
2,379.8 |
2,386.1 |
6.3 |
0.3% |
2,392.0 |
| Close |
2,388.8 |
2,399.7 |
10.9 |
0.5% |
2,411.7 |
| Range |
29.4 |
27.8 |
-1.6 |
-5.4% |
62.0 |
| ATR |
40.9 |
40.0 |
-0.9 |
-2.3% |
0.0 |
| Volume |
144,828 |
152,343 |
7,515 |
5.2% |
692,428 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.3 |
2,469.3 |
2,415.0 |
|
| R3 |
2,455.5 |
2,441.5 |
2,407.3 |
|
| R2 |
2,427.7 |
2,427.7 |
2,404.8 |
|
| R1 |
2,413.7 |
2,413.7 |
2,402.2 |
2,420.7 |
| PP |
2,399.9 |
2,399.9 |
2,399.9 |
2,403.4 |
| S1 |
2,385.9 |
2,385.9 |
2,397.2 |
2,392.9 |
| S2 |
2,372.1 |
2,372.1 |
2,394.6 |
|
| S3 |
2,344.3 |
2,358.1 |
2,392.1 |
|
| S4 |
2,316.5 |
2,330.3 |
2,384.4 |
|
|
| 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 |
2,435.4 |
2,379.8 |
55.6 |
2.3% |
32.0 |
1.3% |
36% |
False |
False |
141,206 |
| 10 |
2,462.9 |
2,379.8 |
83.1 |
3.5% |
32.4 |
1.4% |
24% |
False |
False |
138,672 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.1% |
40.2 |
1.7% |
60% |
False |
False |
155,404 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
11.6% |
42.2 |
1.8% |
72% |
False |
False |
156,123 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
12.3% |
41.3 |
1.7% |
74% |
False |
False |
158,366 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.6% |
41.6 |
1.7% |
81% |
False |
False |
129,378 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.4% |
45.5 |
1.9% |
83% |
False |
False |
103,627 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.4% |
44.4 |
1.9% |
83% |
False |
False |
86,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.1 |
|
2.618 |
2,486.7 |
|
1.618 |
2,458.9 |
|
1.000 |
2,441.7 |
|
0.618 |
2,431.1 |
|
HIGH |
2,413.9 |
|
0.618 |
2,403.3 |
|
0.500 |
2,400.0 |
|
0.382 |
2,396.7 |
|
LOW |
2,386.1 |
|
0.618 |
2,368.9 |
|
1.000 |
2,358.3 |
|
1.618 |
2,341.1 |
|
2.618 |
2,313.3 |
|
4.250 |
2,268.0 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,400.0 |
2,407.6 |
| PP |
2,399.9 |
2,405.0 |
| S1 |
2,399.8 |
2,402.3 |
|