| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,393.0 |
2,399.1 |
6.1 |
0.3% |
2,444.4 |
| High |
2,413.9 |
2,400.4 |
-13.5 |
-0.6% |
2,454.0 |
| Low |
2,386.1 |
2,363.1 |
-23.0 |
-1.0% |
2,392.0 |
| Close |
2,399.7 |
2,365.5 |
-34.2 |
-1.4% |
2,411.7 |
| Range |
27.8 |
37.3 |
9.5 |
34.2% |
62.0 |
| ATR |
40.0 |
39.8 |
-0.2 |
-0.5% |
0.0 |
| Volume |
152,343 |
160,456 |
8,113 |
5.3% |
692,428 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.2 |
2,464.2 |
2,386.0 |
|
| R3 |
2,450.9 |
2,426.9 |
2,375.8 |
|
| R2 |
2,413.6 |
2,413.6 |
2,372.3 |
|
| R1 |
2,389.6 |
2,389.6 |
2,368.9 |
2,383.0 |
| PP |
2,376.3 |
2,376.3 |
2,376.3 |
2,373.0 |
| S1 |
2,352.3 |
2,352.3 |
2,362.1 |
2,345.7 |
| S2 |
2,339.0 |
2,339.0 |
2,358.7 |
|
| S3 |
2,301.7 |
2,315.0 |
2,355.2 |
|
| S4 |
2,264.4 |
2,277.7 |
2,345.0 |
|
|
| 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 |
2,363.1 |
72.3 |
3.1% |
32.4 |
1.4% |
3% |
False |
True |
146,487 |
| 10 |
2,460.5 |
2,363.1 |
97.4 |
4.1% |
32.8 |
1.4% |
2% |
False |
True |
140,539 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.2% |
39.3 |
1.7% |
43% |
False |
False |
154,065 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
11.8% |
42.1 |
1.8% |
60% |
False |
False |
156,535 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
12.5% |
40.8 |
1.7% |
62% |
False |
False |
156,030 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.9% |
41.5 |
1.8% |
72% |
False |
False |
131,370 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.7% |
45.4 |
1.9% |
76% |
False |
False |
105,227 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.7% |
44.5 |
1.9% |
76% |
False |
False |
87,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.9 |
|
2.618 |
2,498.1 |
|
1.618 |
2,460.8 |
|
1.000 |
2,437.7 |
|
0.618 |
2,423.5 |
|
HIGH |
2,400.4 |
|
0.618 |
2,386.2 |
|
0.500 |
2,381.8 |
|
0.382 |
2,377.3 |
|
LOW |
2,363.1 |
|
0.618 |
2,340.0 |
|
1.000 |
2,325.8 |
|
1.618 |
2,302.7 |
|
2.618 |
2,265.4 |
|
4.250 |
2,204.6 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.8 |
2,388.5 |
| PP |
2,376.3 |
2,380.8 |
| S1 |
2,370.9 |
2,373.2 |
|