| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,366.2 |
2,346.5 |
-19.7 |
-0.8% |
2,413.2 |
| High |
2,373.0 |
2,374.6 |
1.6 |
0.1% |
2,435.4 |
| Low |
2,337.3 |
2,341.5 |
4.2 |
0.2% |
2,337.3 |
| Close |
2,349.7 |
2,363.1 |
13.4 |
0.6% |
2,349.7 |
| Range |
35.7 |
33.1 |
-2.6 |
-7.3% |
98.1 |
| ATR |
39.5 |
39.0 |
-0.5 |
-1.2% |
0.0 |
| Volume |
260,615 |
387,638 |
127,023 |
48.7% |
858,754 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.0 |
2,444.2 |
2,381.3 |
|
| R3 |
2,425.9 |
2,411.1 |
2,372.2 |
|
| R2 |
2,392.8 |
2,392.8 |
2,369.2 |
|
| R1 |
2,378.0 |
2,378.0 |
2,366.1 |
2,385.4 |
| PP |
2,359.7 |
2,359.7 |
2,359.7 |
2,363.5 |
| S1 |
2,344.9 |
2,344.9 |
2,360.1 |
2,352.3 |
| S2 |
2,326.6 |
2,326.6 |
2,357.0 |
|
| S3 |
2,293.5 |
2,311.8 |
2,354.0 |
|
| S4 |
2,260.4 |
2,278.7 |
2,344.9 |
|
|
| 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 |
2,413.9 |
2,337.3 |
76.6 |
3.2% |
32.7 |
1.4% |
34% |
False |
False |
221,176 |
| 10 |
2,445.8 |
2,337.3 |
108.5 |
4.6% |
34.3 |
1.4% |
24% |
False |
False |
178,119 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.2% |
37.3 |
1.6% |
41% |
False |
False |
168,002 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
11.8% |
42.6 |
1.8% |
59% |
False |
False |
166,435 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
12.5% |
40.3 |
1.7% |
61% |
False |
False |
158,884 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
16.9% |
41.6 |
1.8% |
71% |
False |
False |
139,462 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.7% |
44.7 |
1.9% |
76% |
False |
False |
111,704 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.7% |
44.7 |
1.9% |
76% |
False |
False |
93,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,515.3 |
|
2.618 |
2,461.3 |
|
1.618 |
2,428.2 |
|
1.000 |
2,407.7 |
|
0.618 |
2,395.1 |
|
HIGH |
2,374.6 |
|
0.618 |
2,362.0 |
|
0.500 |
2,358.1 |
|
0.382 |
2,354.1 |
|
LOW |
2,341.5 |
|
0.618 |
2,321.0 |
|
1.000 |
2,308.4 |
|
1.618 |
2,287.9 |
|
2.618 |
2,254.8 |
|
4.250 |
2,200.8 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.4 |
2,368.9 |
| PP |
2,359.7 |
2,366.9 |
| S1 |
2,358.1 |
2,365.0 |
|