| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,362.2 |
2,333.9 |
-28.3 |
-1.2% |
2,413.2 |
| High |
2,366.0 |
2,358.0 |
-8.0 |
-0.3% |
2,435.4 |
| Low |
2,330.8 |
2,211.5 |
-119.3 |
-5.1% |
2,337.3 |
| Close |
2,335.3 |
2,231.8 |
-103.5 |
-4.4% |
2,349.7 |
| Range |
35.2 |
146.5 |
111.3 |
316.2% |
98.1 |
| ATR |
38.7 |
46.4 |
7.7 |
19.9% |
0.0 |
| Volume |
177,723 |
113,310 |
-64,413 |
-36.2% |
858,754 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.6 |
2,615.7 |
2,312.4 |
|
| R3 |
2,560.1 |
2,469.2 |
2,272.1 |
|
| R2 |
2,413.6 |
2,413.6 |
2,258.7 |
|
| R1 |
2,322.7 |
2,322.7 |
2,245.2 |
2,294.9 |
| PP |
2,267.1 |
2,267.1 |
2,267.1 |
2,253.2 |
| S1 |
2,176.2 |
2,176.2 |
2,218.4 |
2,148.4 |
| S2 |
2,120.6 |
2,120.6 |
2,204.9 |
|
| S3 |
1,974.1 |
2,029.7 |
2,191.5 |
|
| S4 |
1,827.6 |
1,883.2 |
2,151.2 |
|
|
| 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 |
2,400.4 |
2,211.5 |
188.9 |
8.5% |
57.6 |
2.6% |
11% |
False |
True |
219,948 |
| 10 |
2,435.4 |
2,211.5 |
223.9 |
10.0% |
44.8 |
2.0% |
9% |
False |
True |
180,577 |
| 20 |
2,477.1 |
2,211.5 |
265.6 |
11.9% |
42.4 |
1.9% |
8% |
False |
True |
168,896 |
| 40 |
2,477.1 |
2,198.4 |
278.7 |
12.5% |
45.3 |
2.0% |
12% |
False |
False |
167,956 |
| 60 |
2,477.1 |
2,181.5 |
295.6 |
13.2% |
42.4 |
1.9% |
17% |
False |
False |
159,350 |
| 80 |
2,477.1 |
2,077.7 |
399.4 |
17.9% |
42.6 |
1.9% |
39% |
False |
False |
143,082 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
20.9% |
45.6 |
2.0% |
47% |
False |
False |
114,606 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
20.9% |
45.7 |
2.0% |
47% |
False |
False |
95,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.6 |
|
2.618 |
2,741.5 |
|
1.618 |
2,595.0 |
|
1.000 |
2,504.5 |
|
0.618 |
2,448.5 |
|
HIGH |
2,358.0 |
|
0.618 |
2,302.0 |
|
0.500 |
2,284.8 |
|
0.382 |
2,267.5 |
|
LOW |
2,211.5 |
|
0.618 |
2,121.0 |
|
1.000 |
2,065.0 |
|
1.618 |
1,974.5 |
|
2.618 |
1,828.0 |
|
4.250 |
1,588.9 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.8 |
2,293.1 |
| PP |
2,267.1 |
2,272.6 |
| S1 |
2,249.5 |
2,252.2 |
|