| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,346.5 |
2,362.2 |
15.7 |
0.7% |
2,413.2 |
| High |
2,374.6 |
2,366.0 |
-8.6 |
-0.4% |
2,435.4 |
| Low |
2,341.5 |
2,330.8 |
-10.7 |
-0.5% |
2,337.3 |
| Close |
2,363.1 |
2,335.3 |
-27.8 |
-1.2% |
2,349.7 |
| Range |
33.1 |
35.2 |
2.1 |
6.3% |
98.1 |
| ATR |
39.0 |
38.7 |
-0.3 |
-0.7% |
0.0 |
| Volume |
387,638 |
177,723 |
-209,915 |
-54.2% |
858,754 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.6 |
2,427.7 |
2,354.7 |
|
| R3 |
2,414.4 |
2,392.5 |
2,345.0 |
|
| R2 |
2,379.2 |
2,379.2 |
2,341.8 |
|
| R1 |
2,357.3 |
2,357.3 |
2,338.5 |
2,350.7 |
| PP |
2,344.0 |
2,344.0 |
2,344.0 |
2,340.7 |
| S1 |
2,322.1 |
2,322.1 |
2,332.1 |
2,315.5 |
| S2 |
2,308.8 |
2,308.8 |
2,328.8 |
|
| S3 |
2,273.6 |
2,286.9 |
2,325.6 |
|
| S4 |
2,238.4 |
2,251.7 |
2,315.9 |
|
|
| 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 |
2,330.8 |
83.1 |
3.6% |
33.8 |
1.4% |
5% |
False |
True |
227,755 |
| 10 |
2,440.1 |
2,330.8 |
109.3 |
4.7% |
34.9 |
1.5% |
4% |
False |
True |
182,469 |
| 20 |
2,477.1 |
2,282.5 |
194.6 |
8.3% |
37.8 |
1.6% |
27% |
False |
False |
170,963 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
11.9% |
42.2 |
1.8% |
49% |
False |
False |
167,892 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
12.7% |
40.3 |
1.7% |
52% |
False |
False |
159,757 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
17.1% |
41.1 |
1.8% |
64% |
False |
False |
141,672 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
20.0% |
44.7 |
1.9% |
70% |
False |
False |
113,478 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
20.0% |
44.7 |
1.9% |
70% |
False |
False |
94,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,515.6 |
|
2.618 |
2,458.2 |
|
1.618 |
2,423.0 |
|
1.000 |
2,401.2 |
|
0.618 |
2,387.8 |
|
HIGH |
2,366.0 |
|
0.618 |
2,352.6 |
|
0.500 |
2,348.4 |
|
0.382 |
2,344.2 |
|
LOW |
2,330.8 |
|
0.618 |
2,309.0 |
|
1.000 |
2,295.6 |
|
1.618 |
2,273.8 |
|
2.618 |
2,238.6 |
|
4.250 |
2,181.2 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.4 |
2,352.7 |
| PP |
2,344.0 |
2,346.9 |
| S1 |
2,339.7 |
2,341.1 |
|