| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,399.1 |
2,366.2 |
-32.9 |
-1.4% |
2,413.2 |
| High |
2,400.4 |
2,373.0 |
-27.4 |
-1.1% |
2,435.4 |
| Low |
2,363.1 |
2,337.3 |
-25.8 |
-1.1% |
2,337.3 |
| Close |
2,365.5 |
2,349.7 |
-15.8 |
-0.7% |
2,349.7 |
| Range |
37.3 |
35.7 |
-1.6 |
-4.3% |
98.1 |
| ATR |
39.8 |
39.5 |
-0.3 |
-0.7% |
0.0 |
| Volume |
160,456 |
260,615 |
100,159 |
62.4% |
858,754 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.4 |
2,440.8 |
2,369.3 |
|
| R3 |
2,424.7 |
2,405.1 |
2,359.5 |
|
| R2 |
2,389.0 |
2,389.0 |
2,356.2 |
|
| R1 |
2,369.4 |
2,369.4 |
2,353.0 |
2,361.4 |
| PP |
2,353.3 |
2,353.3 |
2,353.3 |
2,349.3 |
| S1 |
2,333.7 |
2,333.7 |
2,346.4 |
2,325.7 |
| S2 |
2,317.6 |
2,317.6 |
2,343.2 |
|
| S3 |
2,281.9 |
2,298.0 |
2,339.9 |
|
| S4 |
2,246.2 |
2,262.3 |
2,330.1 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.4 |
2,607.2 |
2,403.7 |
|
| R3 |
2,570.3 |
2,509.1 |
2,376.7 |
|
| R2 |
2,472.2 |
2,472.2 |
2,367.7 |
|
| R1 |
2,411.0 |
2,411.0 |
2,358.7 |
2,392.6 |
| PP |
2,374.1 |
2,374.1 |
2,374.1 |
2,364.9 |
| S1 |
2,312.9 |
2,312.9 |
2,340.7 |
2,294.5 |
| S2 |
2,276.0 |
2,276.0 |
2,331.7 |
|
| S3 |
2,177.9 |
2,214.8 |
2,322.7 |
|
| S4 |
2,079.8 |
2,116.7 |
2,295.7 |
|
|
| 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 |
2,337.3 |
98.1 |
4.2% |
33.7 |
1.4% |
13% |
False |
True |
171,750 |
| 10 |
2,454.0 |
2,337.3 |
116.7 |
5.0% |
33.9 |
1.4% |
11% |
False |
True |
155,118 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.3% |
38.1 |
1.6% |
35% |
False |
False |
157,831 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
11.9% |
42.3 |
1.8% |
54% |
False |
False |
159,584 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
12.6% |
40.2 |
1.7% |
57% |
False |
False |
156,151 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
17.0% |
41.5 |
1.8% |
68% |
False |
False |
134,622 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.8% |
45.1 |
1.9% |
73% |
False |
False |
107,831 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.8% |
44.6 |
1.9% |
73% |
False |
False |
89,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,524.7 |
|
2.618 |
2,466.5 |
|
1.618 |
2,430.8 |
|
1.000 |
2,408.7 |
|
0.618 |
2,395.1 |
|
HIGH |
2,373.0 |
|
0.618 |
2,359.4 |
|
0.500 |
2,355.2 |
|
0.382 |
2,350.9 |
|
LOW |
2,337.3 |
|
0.618 |
2,315.2 |
|
1.000 |
2,301.6 |
|
1.618 |
2,279.5 |
|
2.618 |
2,243.8 |
|
4.250 |
2,185.6 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.2 |
2,375.6 |
| PP |
2,353.3 |
2,367.0 |
| S1 |
2,351.5 |
2,358.3 |
|